We are live on
!
Find out more
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 | |
|---|---|---|---|---|---|---|
|
1
Apple
AAPL
$4.9T
| $70.7M | 12.66% |
3,041,600
+633,600
| +26% | +$13.5M |
|
2
Meta Platforms (Facebook)
META
$1.37T
| $26.3M | 4.7% |
390,200
-626,400
| -62% | -$38.5M |
|
3
iShares 20+ Year Treasury Bond ETF
TLT
$42.4B
| $15M | 2.69% |
132,200
-328,300
| -71% | -$36.6M |
|
|
VXX
4
DELISTED
iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019
VXX
| $14.4M | 2.58% |
+31,531
| New | +$18.4M |
|
|
5
Alphabet (Google) Class C
GOOG
$4.08T
| $13.8M | 2.47% |
+475,301
| New | +$12.9M |
|
|
6
iShares China Large-Cap ETF
FXI
$4.37B
| $9.06M | 1.62% |
+244,700
| New | +$8.87M |
|
7
VanEck Junior Gold Miners ETF
GDXJ
$7.15B
| $7.92M | 1.42% |
187,500
+27,500
| +17% | +$1.01M |
|
8
Baidu
BIDU
$36.5B
| $7.45M | 1.34% |
+39,900
| New | +$6.53M |
|
|
9
Chevron
CVX
$383B
| $7.44M | 1.33% |
+57,000
| New | +$7.09M |
|
|
BRCM
10
DELISTED
BROADCOM CORP CL-A
BRCM
| $6.79M | 1.22% |
+182,800
| New | +$5.99M |
|
|
11
State Street Energy Select Sector SPDR ETF
XLE
$39.2B
| $6.42M | 1.15% |
128,200
-1,454,800
| -92% | -$68.9M |
|
12
State Street SPDR S&P Oil & Gas Exploration & Production ETF
XOP
$3.59B
| $6.34M | 1.14% |
19,275
-52,525
| -73% | -$16.1M |
|
13
Micron Technology
MU
$988B
| $6.12M | 1.1% |
+185,600
| New | +$5.06M |
|
14
Microsoft
MSFT
$3.35T
| $5.85M | 1.05% |
140,200
-777,000
| -85% | -$31.4M |
|
15
Dollar General
DG
$28.1B
| $5.74M | 1.03% |
+100,100
| New | +$5.72M |
|
16
Occidental Petroleum
OXY
$55.6B
| $5.59M | 1% |
56,886
+48,953
| +617% | +$4.6M |
|
17
MetLife
MET
$62.5B
| $5.09M | 0.91% |
+102,775
| New | +$4.81M |
|
18
Las Vegas Sands
LVS
$32.3B
| $4.92M | 0.88% |
+64,500
| New | +$4.91M |
|
19
State Street Financial Select Sector SPDR ETF
XLF
$56.8B
| $4.84M | 0.87% |
242,752
+85,664
| +55% | +$1.67M |
|
20
Freeport-McMoran
FCX
$91.2B
| $4.67M | 0.84% |
+127,900
| New | +$4.38M |
|
21
VanEck Gold Miners ETF
GDX
$23.5B
| $4.32M | 0.77% |
163,500
-265,900
| -62% | -$6.38M |
|
|
AGN
22
DELISTED
Allergan plc
AGN
| $3.9M | 0.7% |
17,500
-2,300
| -12% | -$476K |
|
23
Comcast
CMCSA
$84B
| $3.86M | 0.69% |
+143,800
| New | +$3.7M |
|
24
Prudential Financial
PRU
$42.6B
| $3.67M | 0.66% |
+41,400
| New | +$3.48M |
|
25
Salesforce
CRM
$148B
| $3.55M | 0.64% |
+61,100
| New | +$3.3M |
|
Similar funds
MK
TFP
UWPG
FWM
RCIM
TC
NA
GHC
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.