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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 | |
|---|---|---|---|---|---|---|
626
Sensata Technologies
ST
$6.82B
| – | – |
-27,600
| Closed | -$1.18M |
|
627
AT&T
T
$160B
| – | – |
-117,968
| Closed | -$3.12M |
|
628
Alaunos Therapeutics
TCRT
$4.64M
| – | – |
-180
| Closed | -$123K |
|
629
TIM SA
TIMB
$9.23B
| – | – |
-18,200
| Closed | -$472K |
|
630
Thermo Fisher Scientific
TMO
$210B
| – | – |
-10,000
| Closed | -$1.2M |
|
631
T-Mobile US
TMUS
$184B
| – | – |
-106,400
| Closed | -$3.51M |
|
632
TripAdvisor
TRIP
$1.64B
| – | – |
-111,800
| Closed | -$10.1M |
|
633
Trinity Industries
TRN
$2.58B
| – | – |
-22,780
| Closed | -$590K |
|
634
Tractor Supply
TSCO
$16B
| – | – |
-86,500
| Closed | -$1.22M |
|
635
TSMC
TSM
$2.11T
| – | – |
-155,300
| Closed | -$3.11M |
|
636
Textron
TXT
$14.7B
| – | – |
-5,800
| Closed | -$227K |
|
637
UDR
UDR
$12.1B
| – | – |
-7,900
| Closed | -$204K |
|
638
Ulta Beauty
ULTA
$21.9B
| – | – |
-21,900
| Closed | -$2.13M |
|
639
United Microelectronic
UMC
$48.1B
| – | – |
-14,300
| Closed | -$29K |
|
640
Union Pacific
UNP
$173B
| – | – |
-31,400
| Closed | -$2.95M |
|
641
ProShares Ultra Real Estate
URE
$57.7M
| – | – |
-7,200
| Closed | -$285K |
|
642
VF Corp
VFC
$5.71B
| – | – |
-22,939
| Closed | -$1.34M |
|
643
Vipshop
VIPS
$7.27B
| – | – |
-25,000
| Closed | -$373K |
|
644
Valero Energy
VLO
$91.8B
| – | – |
-26,100
| Closed | -$1.39M |
|
645
Vanda Pharmaceuticals
VNDA
$304M
| – | – |
-44,400
| Closed | -$721K |
|
646
Vanguard Real Estate ETF
VNQ
$39.1B
| – | – |
-60,800
| Closed | -$4.29M |
|
647
Viasat
VSAT
$10.5B
| – | – |
-7,800
| Closed | -$538K |
|
648
Vishay Intertechnology
VSH
$5.27B
| – | – |
-17,000
| Closed | -$252K |
|
|
649
Vanguard FTSE Emerging Markets ETF
VWO
$120B
| – | – |
-2,790,600
| Closed | -$113M |
|
650
NCR Voyix
VYX
$1.13B
| – | – |
-112,144
| Closed | -$2.51M |
|
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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.