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QIM
Quantitative Investment Management Portfolio holdings
AUM
$917M
1-Year Est. Return
3.96%
This Fund
S&P 500
This Quarter
Est. Return
+9.56%
1 Year Est. Return
-3.96%
3 Year Est. Return
+24.59%
5 Year Est. Return
+12.41%
10 Year Est. Return
+164.05%
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 | 23% |
| 2 | Miscellaneous | 18.29% |
| 3 | Communication Services | 13.54% |
| 4 | Energy | 9.24% |
| 5 | Consumer Discretionary | 7.51% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
451
Assured Guaranty
AGO
$3.16B
| – | – |
-47,900
| Closed | -$1.21M |
|
452
AMC Global Media
AMCX
$504M
| – | – |
-40,800
| Closed | -$2.98M |
|
|
AMRN
453
Amarin Corp
AMRN
$294M
| – | – |
-2,370
| Closed | -$85K |
|
454
American Superconductor
AMSC
$1.33B
| – | – |
-3,850
| Closed | -$61K |
|
455
Aptiv
APTV
$9.01B
| – | – |
-47,400
| Closed | -$3.22M |
|
|
ARR
456
Armour Residential REIT
ARR
$2.09B
| – | – |
-1,903
| Closed | -$313K |
|
457
Arrow Electronics
ARW
$10.8B
| – | – |
-6,700
| Closed | -$397K |
|
458
Associated Banc-Corp
ASB
$5.58B
| – | – |
-54,700
| Closed | -$987K |
|
459
Ashland
ASH
$3.22B
| – | – |
-18,600
| Closed | -$905K |
|
460
AngloGold Ashanti
AU
$50.4B
| – | – |
-127,300
| Closed | -$2.17M |
|
461
Avnet
AVT
$7.59B
| – | – |
-32,500
| Closed | -$1.51M |
|
462
Axos Financial
AX
$5.22B
| – | – |
-58,000
| Closed | -$1.24M |
|
463
Acuity Brands
AYI
$8.97B
| – | – |
-2,100
| Closed | -$278K |
|
464
AstraZeneca
AZN
$252B
| – | – |
-5,100
| Closed | -$330K |
|
465
Credicorp
BAP
$30.2B
| – | – |
-8,832
| Closed | -$1.17M |
|
466
Baxter International
BAX
$12.2B
| – | – |
-183,364
| Closed | -$7.33M |
|
467
BioCryst Pharmaceuticals
BCRX
$2.14B
| – | – |
-11,500
| Closed | -$121K |
|
468
Booking.com
BKNG
$128B
| – | – |
-315,000
| Closed | -$15M |
|
469
Bank of Montreal
BMO
$120B
| – | – |
-5,200
| Closed | -$348K |
|
470
BioMarin Pharmaceuticals
BMRN
$12.6B
| – | – |
-50,600
| Closed | -$3.45M |
|
471
Popular Inc
BPOP
$10.2B
| – | – |
-23,200
| Closed | -$718K |
|
472
Bruker
BRKR
$9.24B
| – | – |
-13,100
| Closed | -$298K |
|
473
Boston Scientific
BSX
$64.1B
| – | – |
-178,400
| Closed | -$2.41M |
|
474
Boyd Gaming
BYD
$5.51B
| – | – |
-168,800
| Closed | -$2.23M |
|
475
CACI
CACI
$13.9B
| – | – |
-7,900
| Closed | -$583K |
|
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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 Miscellaneous and Communication Services.
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.