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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 | |
|---|---|---|---|---|---|---|
601
Procter & Gamble
PG
$335B
| – | – |
-64,300
| Closed | -$5.18M |
|
602
Polaris
PII
$3.83B
| – | – |
-4,400
| Closed | -$614K |
|
603
PNC Financial Services
PNC
$99.8B
| – | – |
-23,700
| Closed | -$2.06M |
|
604
Insulet
PODD
$11.5B
| – | – |
-4,900
| Closed | -$232K |
|
605
Post Holdings
POST
$4.16B
| – | – |
-6,570
| Closed | -$237K |
|
|
PPL
606
PPL Corp
PPL
$26.5B
| – | – |
-16,856
| Closed | -$520K |
|
607
PRA Group
PRAA
$658M
| – | – |
-6,700
| Closed | -$387K |
|
608
Pricesmart
PSMT
$6.05B
| – | – |
-4,000
| Closed | -$403K |
|
609
PTC
PTC
$15.9B
| – | – |
-20,600
| Closed | -$729K |
|
610
Qualcomm
QCOM
$156B
| – | – |
-115,500
| Closed | -$9.11M |
|
611
Ribbon Communications
RBBN
$388M
| – | – |
-11,000
| Closed | -$185K |
|
612
Sturm, Ruger & Co
RGR
$600M
| – | – |
-8,000
| Closed | -$478K |
|
613
RTX Corp
RTX
$289B
| – | – |
-6,992
| Closed | -$514K |
|
614
Royal Bank of Canada
RY
$292B
| – | – |
-8,900
| Closed | -$587K |
|
615
Banco Santander
SAN
$202B
| – | – |
-152,486
| Closed | -$1.33M |
|
616
Service Corp International
SCI
$11.8B
| – | – |
-28,000
| Closed | -$556K |
|
617
Silicon Laboratories
SLAB
$7.18B
| – | – |
-4,700
| Closed | -$245K |
|
618
SLB Ltd
SLB
$73.5B
| – | – |
-123,900
| Closed | -$12.1M |
|
619
SL Green Realty
SLG
$3.76B
| – | – |
-7,644
| Closed | -$744K |
|
620
SLM Corp
SLM
$4.92B
| – | – |
-121,433
| Closed | -$1.06M |
|
621
Southern Company
SO
$109B
| – | – |
-5,800
| Closed | -$254K |
|
622
Sony
SONY
$137B
| – | – |
-143,000
| Closed | -$546K |
|
623
Simon Property Group
SPG
$74.8B
| – | – |
-4,996
| Closed | -$770K |
|
|
SPR
624
DELISTED
Spirit AeroSystems
SPR
| – | – |
-19,100
| Closed | -$538K |
|
625
Sociedad Química y Minera de Chile
SQM
$19.1B
| – | – |
-11,194
| Closed | -$345K |
|
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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.