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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 | |
|---|---|---|---|---|---|---|
101
Advance Auto Parts
AAP
$3.39B
| $1.17M | 0.21% |
+8,700
| New | +$1.08M |
|
102
CarMax
KMX
$8.33B
| $1.17M | 0.21% |
+22,400
| New | +$1.02M |
|
103
Melco Resorts & Entertainment
MLCO
$2.24B
| $1.16M | 0.21% |
+32,600
| New | +$1.13M |
|
|
WLL
104
DELISTED
Whiting Petroleum Corporation
WLL
| $1.16M | 0.21% |
48
+22
| +85% | +$488K |
|
105
Dominion Energy
D
$61.3B
| $1.14M | 0.2% |
+16,000
| New | +$1.12M |
|
|
LLL
106
DELISTED
L3 Technologies, Inc.
LLL
| $1.1M | 0.2% |
+9,100
| New | +$1.08M |
|
|
MON
107
DELISTED
Monsanto Co
MON
| $1.1M | 0.2% |
+8,800
| New | +$1.03M |
|
|
CIVI
108
DELISTED
Civitas Resources
CIVI
| $1.09M | 0.19% |
+170
| New | +$962K |
|
109
Wynn Resorts
WYNN
$10.5B
| $1.06M | 0.19% |
5,100
-41,900
| -89% | -$8.69M |
|
110
Akamai
AKAM
$16.5B
| $1.06M | 0.19% |
17,300
-8,500
| -33% | -$473K |
|
111
NextEra Energy
NEE
$183B
| $1.03M | 0.19% |
+40,400
| New | +$983K |
|
|
SINA
112
DELISTED
Sina Corp
SINA
| $1.02M | 0.18% |
+20,500
| New | +$1.01M |
|
113
Constellation Brands
STZ
$22.3B
| $1.01M | 0.18% |
+11,500
| New | +$949K |
|
114
Newmont
NEM
$101B
| $989K | 0.18% |
+38,900
| New | +$937K |
|
115
Texas Instruments
TXN
$255B
| $989K | 0.18% |
20,700
-15,400
| -43% | -$719K |
|
116
SM Energy
SM
$7.58B
| $983K | 0.18% |
+11,700
| New | +$897K |
|
117
Murphy Oil
MUR
$5.48B
| $963K | 0.17% |
14,500
+400
| +3% | +$25.1K |
|
118
VanEck Semiconductor ETF
SMH
$65B
| $960K | 0.17% |
+38,800
| New | +$897K |
|
119
Danaher
DHR
$138B
| $944K | 0.17% |
+17,854
| New | +$917K |
|
120
Direxion Daily Financial Bull 3x ETF
FAS
$2.44B
| $939K | 0.17% |
+37,600
| New | +$871K |
|
121
Exelon
EXC
$46.6B
| $937K | 0.17% |
+36,031
| New | +$919K |
|
122
Boston Properties
BXP
$11.4B
| $933K | 0.17% |
+7,900
| New | +$933K |
|
123
YPF
YPF
$20.4B
| $931K | 0.17% |
+28,500
| New | +$872K |
|
|
VMW
124
DELISTED
VMware, Inc
VMW
| $929K | 0.17% |
9,600
-25,000
| -72% | -$2.43M |
|
|
CELG
125
DELISTED
Celgene Corp
CELG
| $927K | 0.17% |
+10,800
| New | +$821K |
|
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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.