Quantitative Investment Management, LLC

Q2 2014 13F-HR Holdings

Location
Charlottesville, VA
Holdings as of
6/30/2014
Date filed
8/8/2014
Form type
13F-HR
Num holdings
443
Total value ($000)
$558,285
Net value change ($000)
-1,541,336 (-73.4%)
New positions
280
Sold out positions
355
Turnover %
240.7%
Sector allocation + QoQ delta (equities-only)
Prev filing: 5/9/2014 Next filing: 8/14/2025 SEC filing

Snapshot: Change Analysis

Compared to Q1 2014
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)
AAPL 24,504 53.1%
BARCLAYS BK PLC IPATH SP500 VIX 14,428 NEW
Alphabet Inc. Class C 9,179 NEW
FXI 9,063 NEW
BIDU 7,453 NEW
CVX 7,441 NEW
BROADCOM CORP 6,785 NEW
MU 6,115 NEW
DG 5,741 NEW
MET 5,089 NEW
Top Reduces (Value $000, Stocks/ETFs)
EEM -303,285 -100.0%
VWO -113,242 -100.0%
TSLA -98,334 -98.0%
GLD -84,600 -98.4%
XLE -64,074 -90.9%
IBB -51,724 -100.0%
NFLX -41,944 -98.6%
EWZ -39,257 -98.4%
TLT -35,233 -70.1%
META -34,983 -57.1%
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.
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Instrument:
Issuer Name Ticker Sector Industry Class History Value ($000) % Shares Shares Δ Shares Δ% Value Δ ($000) Value Δ% Principal Option Type