Quantitative Investment Management, LLC
Q1 2014 13F-HR Holdings
Net value change ($000)
+1,061,758
(102.3%)
New positions
321
Sold out positions
350
Turnover %
67.5%
Sector allocation + QoQ delta (equities-only)
Snapshot: Change Analysis
Compared to Q4 2013
Methodology:
sector metrics are equities-only;
instrument mix chart is ex-options;
options exposure is shown separately.
Why this matters.
Top Adds (Value $000, Stocks/ETFs)
| EEM | 243,022 | 403.3% |
| TSLA | 100,326 | NEW |
| VWO | 96,046 | 558.5% |
| GLD | 85,995 | NEW |
| IBB | 51,724 | NEW |
| TLT | 50,240 | NEW |
| NFLX | 42,560 | NEW |
| EWZ | 39,887 | NEW |
| MSFT | 37,596 | NEW |
| VZ | 32,314 | NEW |
Top Reduces (Value $000, Stocks/ETFs)
| META | -66,669 | -52.1% |
| EFA | -33,925 | -100.0% |
| MU | -11,760 | -100.0% |
| iShares, Inc. | -9,573 | -100.0% |
| AIG | -9,459 | -100.0% |
| GS | -8,366 | -100.0% |
| XME | -8,310 | -100.0% |
| EBAY | -8,043 | -88.8% |
| TWENTY FIRST CENTY FOX INC | -7,652 | -100.0% |
| HD | -7,169 | -72.0% |
Instrument mix + QoQ Δ (ex-options)
How this table is calculated:
SEC
VALUE ($000) is used as reported.
For derivatives (PUT/CALL/WARRANT/RIGHT), SEC value represents reported underlying exposure, not premium cash paid/received.
Column % is bucket-based:
non-options share is calculated inside non-option total, options share is calculated inside options total.
Details.
Filter:
Instrument:
| Issuer Name | Ticker | Sector | Industry | Class | History | Value ($000) | % | Shares | Shares Δ | Shares Δ% | Value Δ ($000) | Value Δ% | Principal | Option Type |
|---|