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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 | |
|---|---|---|---|---|---|---|
126
Infosys
INFY
$48.4B
| $919K | 0.16% |
+136,800
| New | +$910K |
|
127
Travelers Companies
TRV
$78.4B
| $912K | 0.16% |
+9,700
| New | +$885K |
|
128
American International
AIG
$41.8B
| $911K | 0.16% |
+16,700
| New | +$884K |
|
129
Sysco
SYY
$40.6B
| $910K | 0.16% |
+24,300
| New | +$892K |
|
130
Abercrombie & Fitch
ANF
$4.45B
| $899K | 0.16% |
20,800
-26,900
| -56% | -$1.04M |
|
131
Johnson Controls International
JCI
$87.2B
| $898K | 0.16% |
17,190
+11,269
| +190% | +$560K |
|
132
Skyworks Solutions
SWKS
$9.4B
| $892K | 0.16% |
+19,000
| New | +$800K |
|
133
Diamondback Energy
FANG
$56.2B
| $888K | 0.16% |
+10,000
| New | +$761K |
|
134
Deckers Outdoor
DECK
$13.6B
| $880K | 0.16% |
+61,200
| New | +$813K |
|
|
HAR
135
DELISTED
Harman International Industries
HAR
| $880K | 0.16% |
+8,200
| New | +$871K |
|
136
Home Depot
HD
$332B
| $866K | 0.16% |
10,700
-24,500
| -70% | -$1.93M |
|
|
SCHW
137
Charles Schwab
SCHW
$181B
| $856K | 0.15% |
31,800
-59,900
| -65% | -$1.57M |
|
138
Mohawk Industries
MHK
$7.29B
| $843K | 0.15% |
+6,100
| New | +$824K |
|
139
Affiliated Managers Group
AMG
$9.65B
| $821K | 0.15% |
+4,000
| New | +$773K |
|
140
Franklin Resources
BEN
$17.2B
| $815K | 0.15% |
14,100
-22,500
| -61% | -$1.23M |
|
141
Viatris
VTRS
$20.7B
| $814K | 0.15% |
15,800
-190,000
| -92% | -$9.34M |
|
142
Trip.com Group
TCOM
$29.3B
| $813K | 0.15% |
25,400
-31,800
| -56% | -$858K |
|
|
KOG
143
DELISTED
KODIAK OIL & GAS CORP
KOG
| $806K | 0.14% |
+55,400
| New | +$720K |
|
|
STI
144
DELISTED
SunTrust Banks, Inc.
STI
| $801K | 0.14% |
20,000
-15,000
| -43% | -$584K |
|
145
iShares MSCI Hong Kong ETF
EWH
$1.25B
| $797K | 0.14% |
+38,200
| New | +$795K |
|
146
Ameriprise Financial
AMP
$48.1B
| $792K | 0.14% |
+6,600
| New | +$738K |
|
147
Intuit
INTU
$86.3B
| $789K | 0.14% |
9,800
-23,300
| -70% | -$1.8M |
|
148
United Parcel Service
UPS
$89.5B
| $780K | 0.14% |
+7,600
| New | +$763K |
|
149
State Street SPDR S&P Metals & Mining ETF
XME
$3.92B
| $777K | 0.14% |
+18,400
| New | +$758K |
|
|
MJN
150
DELISTED
Mead Johnson Nutrition Company
MJN
| $773K | 0.14% |
+8,300
| New | +$726K |
|
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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.