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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 | |
|---|---|---|---|---|---|---|
|
MFA
576
MFA Financial
MFA
$919M
| – | – |
-5,425
| Closed | -$168K |
|
577
Magna International
MGA
$18.6B
| – | – |
-24,600
| Closed | -$1.18M |
|
578
Middleby
MIDD
$6.06B
| – | – |
-9,600
| Closed | -$845K |
|
|
MRSH
579
Marsh
MRSH
$90.7B
| – | – |
-4,400
| Closed | -$216K |
|
580
3M
MMM
$90.7B
| – | – |
-20,810
| Closed | -$2.36M |
|
581
Monster Beverage
MNST
$94.5B
| – | – |
-24,600
| Closed | -$284K |
|
582
The Mosaic Company
MOS
$7.04B
| – | – |
-4,800
| Closed | -$240K |
|
583
Myriad Genetics
MYGN
$268M
| – | – |
-50,600
| Closed | -$1.73M |
|
584
NNN REIT
NNN
$9.03B
| – | – |
-19,000
| Closed | -$652K |
|
585
ServiceNow
NOW
$115B
| – | – |
-72,000
| Closed | -$862K |
|
586
NRG Energy
NRG
$28.3B
| – | – |
-49,200
| Closed | -$1.56M |
|
587
Northern Trust
NTRS
$22.4B
| – | – |
-14,200
| Closed | -$930K |
|
588
Nu Skin
NUS
$251M
| – | – |
-38,500
| Closed | -$3.19M |
|
589
Novavax
NVAX
$1.2B
| – | – |
-4,970
| Closed | -$450K |
|
590
NVR
NVR
$16.4B
| – | – |
-200
| Closed | -$229K |
|
591
Novartis
NVS
$297B
| – | – |
-13,504
| Closed | -$1.03M |
|
592
Realty Income
O
$59.5B
| – | – |
-127,349
| Closed | -$5.04M |
|
593
Owens Corning
OC
$11.2B
| – | – |
-11,700
| Closed | -$505K |
|
594
Omega Healthcare
OHI
$15.2B
| – | – |
-16,000
| Closed | -$536K |
|
595
VanEck Oil Services ETF
OIH
$2.06B
| – | – |
-16,115
| Closed | -$16.2M |
|
596
Opko Health
OPK
$1B
| – | – |
-50,000
| Closed | -$466K |
|
597
Oracle
ORCL
$372B
| – | – |
-110,800
| Closed | -$4.53M |
|
598
O'Reilly Automotive
ORLY
$72.9B
| – | – |
-145,500
| Closed | -$1.44M |
|
599
PACCAR
PCAR
$69.8B
| – | – |
-14,100
| Closed | -$633K |
|
600
PG&E
PCG
$38.5B
| – | – |
-89,300
| Closed | -$3.86M |
|
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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.