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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
Cap. Flow
-$1.59B
Cap. Flow %
-284.67%
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
AAPL icon
Apple
AAPL
+$13.5M
3
GOOG icon
Alphabet (Google) Class C
GOOG
+$12.9M
4
FXI icon
iShares China Large-Cap ETF
FXI
+$8.87M
5
CVX icon
Chevron
CVX
+$7.09M

Top Sells

Rank Stock Value
1
EEM icon
iShares MSCI Emerging Markets ETF
EEM
+$303M
2
VWO icon
Vanguard FTSE Emerging Markets ETF
VWO
+$113M
3
TSLA icon
Tesla
TSLA
+$99M
4
GLD icon
SPDR Gold Trust
GLD
+$85.1M
5
XLE icon
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
MAN icon
326
ManpowerGroup
MAN
$2.44B
$288K 0.05%
+3,400
New +$277K
FIS icon
327
Fidelity National Information Services
FIS
$23.1B
$284K 0.05%
+5,200
New +$279K
PGR icon
328
Progressive
PGR
$123B
$284K 0.05%
+11,200
New +$277K
IHS
329
DELISTED
IHS INC CL-A COM STK
IHS
$284K 0.05%
+2,100
New +$262K
SDRL
330
DELISTED
Seadrill Limited Common Stock
SDRL
$283K 0.05%
+27
New +$264K
AN icon
331
AutoNation
AN
$7.11B
$280K 0.05%
+4,700
New +$260K
CHS
332
DELISTED
Chicos FAS, Inc.
CHS
$279K 0.05%
+16,500
New +$264K
DAN icon
333
Dana Inc
DAN
$2.9B
$278K 0.05%
11,400
-12,900
-53% -$289K
MFC icon
334
Manulife Financial
MFC
$73.9B
$276K 0.05%
+13,900
New +$263K
SKM icon
335
SK Telecom
SKM
$12.1B
$274K 0.05%
+6,434
New +$251K
WPX
336
DELISTED
WPX Energy, Inc.
WPX
$274K 0.05%
+11,500
New +$245K
BAS
337
DELISTED
Basis Energy Services, Inc.
BAS
$274K 0.05%
+16
New +$243K
TRW
338
DELISTED
TRW AUTOMOTIVE HOLDINGS CORP
TRW
$268K 0.05%
+3,000
New +$251K
RYN icon
339
Rayonier
RYN
$6.55B
$266K 0.05%
+8,267
New +$259K
AMX icon
340
America Movil
AMX
$76.1B
$265K 0.05%
+12,800
New +$256K
ROC
341
DELISTED
ROCKWOOD HLDGS INC
ROC
$265K 0.05%
3,500
-6,800
-66% -$500K
POWI icon
342
Power Integrations
POWI
$3.38B
$264K 0.05%
+9,200
New +$257K
JNS
343
DELISTED
Janus Capital Group Inc
JNS
$263K 0.05%
+21,100
New +$248K
CHKP icon
344
Check Point Software Technologies
CHKP
$13B
$261K 0.05%
+3,900
New +$256K
STWD icon
345
Starwood Property Trust
STWD
$5.92B
$259K 0.05%
10,900
-1,700
-13% -$40.5K
TSS
346
DELISTED
Total System Services, Inc.
TSS
$257K 0.05%
+8,200
New +$251K
NAV
347
DELISTED
Navistar International
NAV
$254K 0.05%
+6,800
New +$241K
TAL icon
348
TAL Education Group
TAL
$6.93B
$253K 0.05%
+55,200
New +$218K
RGC
349
DELISTED
Regal Entertainment Group
RGC
$253K 0.05%
+12,000
New +$235K
ANDV
350
DELISTED
Andeavor
ANDV
$252K 0.05%
+4,300
New +$237K
12 13
14
15 16

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GHC
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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.