We are live on
!
Find out more
QIM
Quantitative Investment Management Portfolio holdings
AUM
$963M
1-Year Est. Return
12.95%
This Fund
S&P 500
This Quarter
Est. Return
+9.56%
1 Year Est. Return
+12.95%
3 Year Est. Return
+35.29%
5 Year Est. Return
+26.17%
10 Year Est. Return
+187.22%
AUM
$558M
AUM Growth
-$1.54B
(-73%)
Cap. Flow
-$1.59B
Cap. Flow
% of AUM
-284.67%
Top 10 Holdings %
Top 10 Hldgs %
32.03%
Holding
797
New
278
Increased
29
Reduced
134
Closed
355
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
VXX
iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019
VXX
|
+$18.4M |
| 2 |
Apple
AAPL
|
+$13.5M |
| 3 |
Alphabet (Google) Class C
GOOG
|
+$12.9M |
| 4 |
iShares China Large-Cap ETF
FXI
|
+$8.87M |
| 5 |
Chevron
CVX
|
+$7.09M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
iShares MSCI Emerging Markets ETF
EEM
|
+$303M |
| 2 |
Vanguard FTSE Emerging Markets ETF
VWO
|
+$113M |
| 3 |
Tesla
TSLA
|
+$99M |
| 4 |
SPDR Gold Trust
GLD
|
+$85.1M |
| 5 |
State Street Energy Select Sector SPDR ETF
XLE
|
+$68.9M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Technology | 22.88% |
| 2 | Communication Services | 13.24% |
| 3 | Energy | 8.54% |
| 4 | Consumer Discretionary | 7.43% |
| 5 | Financials | 6.87% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
501
Devon Energy
DVN
$52.1B
| – | – |
-47,600
| Closed | -$3.19M |
|
502
Electronic Arts
EA
$53B
| – | – |
-190,000
| Closed | -$5.51M |
|
503
eBay
EBAY
$50.6B
| – | – |
-43,481
| Closed | -$1.01M |
|
|
504
iShares MSCI Emerging Markets ETF
EEM
$28.8B
| – | – |
-7,395,400
| Closed | -$303M |
|
505
Eldorado Gold
EGO
$7.87B
| – | – |
-3,900
| Closed | -$108K |
|
506
Encompass Health
EHC
$11B
| – | – |
-21,746
| Closed | -$621K |
|
507
Elevance Health
ELV
$81.5B
| – | – |
-116,400
| Closed | -$11.6M |
|
508
Eastman Chemical
EMN
$8B
| – | – |
-25,000
| Closed | -$2.15M |
|
509
Emerson Electric
EMR
$83.9B
| – | – |
-15,300
| Closed | -$1.02M |
|
510
Edgewell Personal Care
EPC
$1.25B
| – | – |
-5,531
| Closed | -$413K |
|
511
Equity Residential
EQR
$24.9B
| – | – |
-16,100
| Closed | -$933K |
|
512
Ericsson
ERIC
$32.2B
| – | – |
-51,500
| Closed | -$686K |
|
513
Entergy
ETR
$50.2B
| – | – |
-35,000
| Closed | -$1.17M |
|
514
Edwards Lifesciences
EW
$49.6B
| – | – |
-168,600
| Closed | -$2.08M |
|
515
East-West Bancorp
EWBC
$17.9B
| – | – |
-7,200
| Closed | -$262K |
|
516
Exelixis
EXEL
$13.3B
| – | – |
-173,600
| Closed | -$614K |
|
517
Extra Space Storage
EXR
$31.3B
| – | – |
-15,000
| Closed | -$727K |
|
518
Fastenal
FAST
$54.7B
| – | – |
-150,800
| Closed | -$1.86M |
|
519
FuelCell Energy
FCEL
$1.73B
| – | – |
-254
| Closed | -$2.72M |
|
520
FirstEnergy
FE
$28B
| – | – |
-23,500
| Closed | -$799K |
|
521
Federated Hermes
FHI
$4.55B
| – | – |
-7,300
| Closed | -$222K |
|
522
FMC
FMC
$1.34B
| – | – |
-46,697
| Closed | -$3.1M |
|
523
Federal Realty Investment Trust
FRT
$10.7B
| – | – |
-3,200
| Closed | -$367K |
|
524
Fuel Tech
FTEK
$43.9M
| – | – |
-17,100
| Closed | -$85K |
|
525
Flotek Industries
FTK
$852M
| – | – |
-2,467
| Closed | -$412K |
|
Similar funds
MK
TFP
UWPG
FWM
RCIM
TC
NA
GHC
Quantitative Investment Management's Q2 2014 Portfolio in Review
As of Q2 2014, Quantitative Investment Management held 797 positions worth $558M, down 73% from $2.1B the previous quarter. Its ten largest holdings account for 32% of the portfolio.
Quantitative Investment Management withdrew a net $1.59B in Q2 2014, closing 355 positions and reducing 134 holdings. Its most notable exit was iShares MSCI Emerging Markets ETF, an estimated $303M position sold in full.
By sector, the portfolio is most concentrated in Technology at 23% of assets, up from 13% a quarter earlier, followed by Communication Services and Energy.
Against the trend, Quantitative Investment Management opened a new position in iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 worth $14.4M.
- Quantitative Investment Management's largest Q2 2014 buy was iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019: 31,531 shares worth $14.4M.
- Quantitative Investment Management added most to Apple in Q2 2014, an estimated $13.5M increase.
- Quantitative Investment Management's biggest Q2 2014 reduction was Tesla, cutting an estimated $99M.
- Quantitative Investment Management fully exited iShares MSCI Emerging Markets ETF in Q2 2014, selling an estimated $303M.
- Quantitative Investment Management's ten largest holdings make up 32% of its $558M portfolio in Q2 2014.
- Quantitative Investment Management opened 278 new positions and closed 355 in Q2 2014.
- Quantitative Investment Management's portfolio value fell 73% quarter-over-quarter to $558M.
Based on Quantitative Investment Management's 13F filing for Q2 2014, filed 8 Aug 2014.