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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 | |
|---|---|---|---|---|---|---|
|
LPNT
201
DELISTED
LifePoint Health, Inc.
LPNT
| $608K | 0.11% |
+9,800
| New | +$575K |
|
202
Vodafone
VOD
$37.2B
| $604K | 0.11% |
18,100
-281,600
| -94% | -$9.97M |
|
203
Terex
TEX
$7.11B
| $600K | 0.11% |
+14,600
| New | +$594K |
|
204
Eagle Materials
EXP
$6.3B
| $593K | 0.11% |
+6,300
| New | +$551K |
|
|
SNV
205
DELISTED
Synovus
SNV
| $592K | 0.11% |
+24,300
| New | +$567K |
|
|
JKS
206
JinkoSolar
JKS
$777M
| $588K | 0.11% |
+19,500
| New | +$533K |
|
|
CMA
207
DELISTED
Comerica
CMA
| $586K | 0.11% |
11,700
-19,800
| -63% | -$967K |
|
|
NPSP
208
DELISTED
NPS PHARMACEUTICALS INC
NPSP
| $584K | 0.1% |
17,700
-15,900
| -47% | -$459K |
|
|
VTLE
209
DELISTED
Vital Energy
VTLE
| $579K | 0.1% |
935
+35
| +4% | +$19.8K |
|
|
HOT
210
DELISTED
STARWOOD HOTELS & RESORTS WORLDWIDE, INC.
HOT
| $573K | 0.1% |
+7,100
| New | +$558K |
|
211
Corpay
CPAY
$25.5B
| $566K | 0.1% |
4,300
-7,100
| -62% | -$868K |
|
212
Western Digital
WDC
$184B
| $563K | 0.1% |
8,070
-67,341
| -89% | -$4.51M |
|
213
GameStop
GME
$9.82B
| $562K | 0.1% |
+55,600
| New | +$544K |
|
214
PPG Industries
PPG
$24.9B
| $546K | 0.1% |
+5,200
| New | +$516K |
|
|
QIHU
215
DELISTED
QIHOO 360 TECHNOLOGY CO LTD ADS RPSTG 3 CL A SHS
QIHU
| $543K | 0.1% |
5,900
-17,700
| -75% | -$1.56M |
|
|
TWO
216
Two Harbors Investment
TWO
$1.27B
| $539K | 0.1% |
6,438
+1,075
| +20% | +$89.3K |
|
|
ESV
217
DELISTED
Ensco Rowan plc
ESV
| $539K | 0.1% |
+2,425
| New | +$502K |
|
|
MHFI
218
DELISTED
MCGRAW-HILL FINANCIAL INC COM
MHFI
| $531K | 0.1% |
+6,400
| New | +$505K |
|
219
JPMorgan Chase
JPM
$933B
| $524K | 0.09% |
9,100
-356,000
| -98% | -$20M |
|
220
Newell Brands
NWL
$2.18B
| $523K | 0.09% |
+16,900
| New | +$506K |
|
221
Seagate
STX
$193B
| $522K | 0.09% |
9,200
-51,100
| -85% | -$2.75M |
|
222
Lowe's Companies
LOW
$118B
| $513K | 0.09% |
+10,700
| New | +$499K |
|
223
Sempra
SRE
$58.6B
| $513K | 0.09% |
9,800
-24,200
| -71% | -$1.2M |
|
224
Royal Gold
RGLD
$17.2B
| $510K | 0.09% |
6,700
-27,300
| -80% | -$1.8M |
|
|
SEE
225
DELISTED
Sealed Air
SEE
| $505K | 0.09% |
+14,800
| New | +$489K |
|
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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.