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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 | |
|---|---|---|---|---|---|---|
551
Icon
ICLR
$12.6B
| – | – |
-6,300
| Closed | -$299K |
|
552
iShares Latin America 40 ETF
ILF
$3.85B
| – | – |
-31,600
| Closed | -$1.16M |
|
553
Illumina
ILMN
$31B
| – | – |
-78,745
| Closed | -$11.4M |
|
554
Inovio Pharmaceuticals
INO
$55.7M
| – | – |
-717
| Closed | -$114K |
|
555
Intel
INTC
$455B
| – | – |
-625,700
| Closed | -$16.1M |
|
556
Ionis Pharmaceuticals
IONS
$8.6B
| – | – |
-9,800
| Closed | -$423K |
|
557
Intuitive Surgical
ISRG
$127B
| – | – |
-30,600
| Closed | -$1.49M |
|
558
Gartner
IT
$10.1B
| – | – |
-8,200
| Closed | -$569K |
|
559
iShares US Real Estate ETF
IYR
$4.66B
| – | – |
-220,600
| Closed | -$14.9M |
|
560
Jacobs Solutions
J
$15.9B
| – | – |
-11,243
| Closed | -$590K |
|
561
Jack in the Box
JACK
$312M
| – | – |
-14,400
| Closed | -$848K |
|
|
JNPR
562
DELISTED
Juniper Networks
JNPR
| – | – |
-60,700
| Closed | -$1.56M |
|
|
OPLN
563
Openlane
OPLN
$4.21B
| – | – |
-69,485
| Closed | -$798K |
|
564
State Street SPDR S&P Bank ETF
KBE
$1.64B
| – | – |
-118,900
| Closed | -$4.05M |
|
565
Kimco Realty
KIM
$17.2B
| – | – |
-15,300
| Closed | -$334K |
|
566
KLA
KLAC
$239B
| – | – |
-312,000
| Closed | -$2.16M |
|
|
KNDI
567
Kandi Technologies Group
KNDI
$67.5M
| – | – |
-35,700
| Closed | -$585K |
|
568
Kroger
KR
$35.4B
| – | – |
-314,200
| Closed | -$6.86M |
|
569
Leidos
LDOS
$14.5B
| – | – |
-11,100
| Closed | -$392K |
|
|
LNW
570
DELISTED
Light & Wonder
LNW
| – | – |
-17,800
| Closed | -$244K |
|
571
LyondellBasell Industries
LYB
$20B
| – | – |
-50,200
| Closed | -$4.46M |
|
572
Macy's
M
$6.53B
| – | – |
-19,400
| Closed | -$1.15M |
|
573
Macerich
MAC
$7.33B
| – | – |
-4,900
| Closed | -$305K |
|
574
MBIA
MBI
$261M
| – | – |
-84,600
| Closed | -$1.18M |
|
575
Medifast
MED
$109M
| – | – |
-7,600
| Closed | -$221K |
|
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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.