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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 | |
|---|---|---|---|---|---|---|
176
Expeditors International
EXPD
$21.8B
| $684K | 0.12% |
+15,500
| New | +$667K |
|
177
NOV
NOV
$6.88B
| $683K | 0.12% |
+8,300
| New | +$618K |
|
|
CAM
178
DELISTED
CAMERON INTERNATIONAL CORPORATION
CAM
| $683K | 0.12% |
+10,100
| New | +$651K |
|
179
RH
RH
$3.15B
| $679K | 0.12% |
+7,300
| New | +$511K |
|
180
Pinnacle West Capital
PNW
$12.3B
| $665K | 0.12% |
+11,500
| New | +$636K |
|
181
Xerox
XRX
$456M
| $665K | 0.12% |
+20,303
| New | +$645K |
|
182
Hartford Financial Services
HIG
$39.2B
| $662K | 0.12% |
+18,500
| New | +$651K |
|
183
MannKind Corp
MNKD
$1.27B
| $660K | 0.12% |
+12,060
| New | +$484K |
|
184
NetEase
NTES
$84.4B
| $658K | 0.12% |
+42,000
| New | +$600K |
|
|
ROSE
185
DELISTED
ROSETTA RESOURCES INC
ROSE
| $658K | 0.12% |
+12,000
| New | +$583K |
|
|
TFCF
186
DELISTED
Twenty-First Century Fox, Inc. Class B
TFCF
| $657K | 0.12% |
+19,200
| New | +$636K |
|
187
Lam Research
LRCX
$373B
| $655K | 0.12% |
97,000
-510,000
| -84% | -$3.05M |
|
188
State Street SPDR S&P Regional Banking ETF
KRE
$4.49B
| $653K | 0.12% |
16,200
-470,500
| -97% | -$18.5M |
|
189
ITT
ITT
$17.3B
| $649K | 0.12% |
+13,500
| New | +$601K |
|
190
BP
BP
$114B
| $648K | 0.12% |
+15,037
| New | +$620K |
|
|
RAI
191
DELISTED
Reynolds American Inc
RAI
| $645K | 0.12% |
21,400
-321,400
| -94% | -$9.22M |
|
|
ACHN
192
DELISTED
Achillion Pharmaceuticals
ACHN
| $644K | 0.12% |
+85,100
| New | +$340K |
|
193
Deere & Co
DE
$162B
| $642K | 0.12% |
+7,100
| New | +$653K |
|
|
TYC
194
DELISTED
TYCO INTL PLC COM SHS (IRL)
TYC
| $642K | 0.12% |
+13,466
| New | +$607K |
|
|
DNB
195
DELISTED
Dun & Bradstreet
DNB
| $639K | 0.11% |
+5,800
| New | +$608K |
|
196
Vale
VALE
$63.8B
| $637K | 0.11% |
+48,200
| New | +$650K |
|
197
iShares MSCI Brazil ETF
EWZ
$9.25B
| $630K | 0.11% |
13,200
-872,400
| -99% | -$41.8M |
|
198
Factset
FDS
$9.35B
| $625K | 0.11% |
+5,200
| New | +$564K |
|
|
PVA
199
DELISTED
PENN VIRGINIA CORP
PVA
| $620K | 0.11% |
+36,600
| New | +$581K |
|
200
Netflix
NFLX
$305B
| $616K | 0.11% |
98,000
-8,365,000
| -99% | -$45.3M |
|
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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.