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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 | |
|---|---|---|---|---|---|---|
526
General Dynamics
GD
$104B
| – | – |
-14,600
| Closed | -$1.59M |
|
527
Gold Fields
GFI
$29B
| – | – |
-47,600
| Closed | -$175K |
|
528
Graham Holdings Company
GHC
$5.18B
| – | – |
-993
| Closed | -$422K |
|
529
Golar LNG
GLNG
$5B
| – | – |
-39,700
| Closed | -$1.66M |
|
530
Corning
GLW
$119B
| – | – |
-50,600
| Closed | -$1.05M |
|
531
Genworth Financial
GNW
$3.76B
| – | – |
-225,000
| Closed | -$3.99M |
|
|
B
532
Barrick Mining
B
$61.5B
| – | – |
-41,500
| Closed | -$739K |
|
533
Genuine Parts
GPC
$17.1B
| – | – |
-4,200
| Closed | -$364K |
|
534
Graphic Packaging
GPK
$3.17B
| – | – |
-21,600
| Closed | -$219K |
|
535
Global Payments
GPN
$23B
| – | – |
-8,400
| Closed | -$298K |
|
536
Green Plains
GPRE
$1.18B
| – | – |
-20,600
| Closed | -$617K |
|
537
GSK
GSK
$104B
| – | – |
-8,080
| Closed | -$539K |
|
538
Guidewire Software
GWRE
$12.6B
| – | – |
-22,300
| Closed | -$1.09M |
|
539
Hain Celestial
HAIN
$45M
| – | – |
-5,000
| Closed | -$228K |
|
540
HCA Healthcare
HCA
$87.2B
| – | – |
-13,600
| Closed | -$714K |
|
541
Harmony Gold Mining
HMY
$9.84B
| – | – |
-76,600
| Closed | -$233K |
|
542
Hovnanian Enterprises
HOV
$726M
| – | – |
-1,028
| Closed | -$121K |
|
543
HP
HPQ
$24.9B
| – | – |
-602,467
| Closed | -$8.85M |
|
544
Healthcare Realty
HR
$7.28B
| – | – |
-12,800
| Closed | -$291K |
|
545
Host Hotels & Resorts
HST
$17.2B
| – | – |
-127,100
| Closed | -$2.57M |
|
546
Humana
HUM
$43.7B
| – | – |
-28,700
| Closed | -$3.23M |
|
|
PPLI
547
People Inc
PPLI
$3.09B
| – | – |
-204,232
| Closed | -$2.6M |
|
548
iShares Gold Trust
IAU
$62.9B
| – | – |
-134,250
| Closed | -$3.34M |
|
549
iShares Biotechnology ETF
IBB
$9.34B
| – | – |
-656,400
| Closed | -$51.7M |
|
550
IBM
IBM
$211B
| – | – |
-43,932
| Closed | -$8.08M |
|
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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.