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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 | |
|---|---|---|---|---|---|---|
76
Cognizant
CTSH
$24.3B
| $1.52M | 0.27% |
+31,200
| New | +$1.52M |
|
|
WBA
77
DELISTED
Walgreens Boots Alliance
WBA
| $1.52M | 0.27% |
20,500
-82,600
| -80% | -$5.77M |
|
|
NBL
78
DELISTED
Noble Energy, Inc.
NBL
| $1.51M | 0.27% |
19,500
+400
| +2% | +$29.1K |
|
|
SUNE
79
DELISTED
SUNEDISON, INC COM
SUNE
| $1.5M | 0.27% |
66,600
-63,900
| -49% | -$1.24M |
|
80
Cisco
CSCO
$448B
| $1.5M | 0.27% |
60,300
-726,800
| -92% | -$17.3M |
|
|
WFM
81
DELISTED
Whole Foods Market Inc
WFM
| $1.49M | 0.27% |
+38,500
| New | +$1.68M |
|
|
NUAN
82
DELISTED
Nuance Communications, Inc.
NUAN
| $1.48M | 0.27% |
91,361
-61,792
| -40% | -$896K |
|
83
Coca-Cola Europacific Partners
CCEP
$49.3B
| $1.48M | 0.27% |
+31,000
| New | +$1.43M |
|
84
Blackrock
BLK
$170B
| $1.47M | 0.26% |
4,600
-12,800
| -74% | -$3.92M |
|
|
SPWR
85
DELISTED
SunPower Corporation Common Stock
SPWR
| $1.43M | 0.26% |
+53,292
| New | +$1.17M |
|
|
86
SPDR Gold Trust
GLD
$133B
| $1.4M | 0.25% |
10,900
-684,800
| -98% | -$85.1M |
|
87
Adobe
ADBE
$98.5B
| $1.34M | 0.24% |
+18,500
| New | +$1.19M |
|
88
Starbucks
SBUX
$121B
| $1.31M | 0.23% |
33,800
-36,400
| -52% | -$1.32M |
|
|
CTXS
89
DELISTED
Citrix Systems Inc
CTXS
| $1.31M | 0.23% |
+26,246
| New | +$1.26M |
|
|
GG
90
DELISTED
Goldcorp Inc
GG
| $1.3M | 0.23% |
46,500
+1,000
| +2% | +$24.8K |
|
91
Ralph Lauren
RL
$23B
| $1.28M | 0.23% |
+8,000
| New | +$1.23M |
|
92
Vertex Pharmaceuticals
VRTX
$122B
| $1.28M | 0.23% |
13,500
-7,400
| -35% | -$519K |
|
|
GNC
93
DELISTED
GNC Holdings, Inc.
GNC
| $1.28M | 0.23% |
+37,500
| New | +$1.49M |
|
94
Morgan Stanley
MS
$330B
| $1.27M | 0.23% |
39,300
+6,100
| +18% | +$188K |
|
95
AES
AES
$10.6B
| $1.26M | 0.23% |
81,400
+12,400
| +18% | +$178K |
|
96
Transocean
RIG
$5.62B
| $1.25M | 0.22% |
+27,700
| New | +$1.18M |
|
|
POT
97
DELISTED
Potash Corp Of Saskatchewan
POT
| $1.25M | 0.22% |
32,800
-37,200
| -53% | -$1.34M |
|
|
STJ
98
DELISTED
St Jude Medical
STJ
| $1.2M | 0.22% |
+17,400
| New | +$1.13M |
|
99
Annaly Capital Management
NLY
$17.4B
| $1.2M | 0.21% |
+26,250
| New | +$1.21M |
|
100
Analog Devices
ADI
$179B
| $1.19M | 0.21% |
22,000
-17,800
| -45% | -$942K |
|
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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.