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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
ISIL
351
DELISTED
Intersil Corp
ISIL
$251K 0.05%
+16,800
New +$229K
ODP
352
DELISTED
ODP
ODP
$248K 0.04%
+4,360
New +$213K
ROP icon
353
Roper Technologies
ROP
$38.8B
$248K 0.04%
+1,700
New +$237K
CBL
354
DELISTED
CBL& Associates Properties, Inc.
CBL
$247K 0.04%
+13,000
New +$240K
TECK icon
355
Teck Resources
TECK
$29.6B
$244K 0.04%
+10,700
New +$240K
OGE icon
356
OGE Energy
OGE
$9.78B
$242K 0.04%
+6,200
New +$227K
X
357
DELISTED
US Steel
X
$242K 0.04%
9,300
-96,000
-91% -$2.45M
EWT icon
358
iShares MSCI Taiwan ETF
EWT
$9.86B
$240K 0.04%
7,600
-408,700
-98% -$12.3M
FTNT icon
359
Fortinet
FTNT
$119B
$238K 0.04%
47,500
-13,500
-22% -$60.5K
CVC
360
DELISTED
CABLEVISION SYS CP NY GRP CL-A
CVC
$238K 0.04%
+13,500
New +$231K
SGY
361
DELISTED
Stone Energy
SGY
$238K 0.04%
90
-162
-64% -$408K
CMG icon
362
Chipotle Mexican Grill
CMG
$47.2B
$237K 0.04%
20,000
-40,000
-67% -$433K
JWN
363
DELISTED
Nordstrom
JWN
$237K 0.04%
+3,500
New +$227K
MEOH icon
364
Methanex
MEOH
$4.3B
$234K 0.04%
3,800
-14,800
-80% -$908K
AOL
365
DELISTED
AOL INC COMMON STOCK
AOL
$234K 0.04%
+5,900
New +$232K
ECL icon
366
Ecolab
ECL
$78.1B
$233K 0.04%
2,100
-50,000
-96% -$5.36M
DFS
367
DELISTED
Discover Financial Services
DFS
$229K 0.04%
+3,700
New +$216K
GDP
368
DELISTED
GOODRICH PETROLEUM CORP(NEW)
GDP
$229K 0.04%
8,300
-25,900
-76% -$647K
GOLD
369
DELISTED
Randgold Resources Ltd
GOLD
$228K 0.04%
2,740
-19,687
-88% -$1.51M
MTG icon
370
MGIC Investment
MTG
$6.16B
$227K 0.04%
+24,600
New +$214K
EG icon
371
Everest Group
EG
$14.5B
$224K 0.04%
+1,400
New +$222K
VNET
372
VNET Group
VNET
$2.04B
$224K 0.04%
7,500
-21,300
-74% -$560K
SRCL
373
DELISTED
Stericycle Inc
SRCL
$224K 0.04%
+1,900
New +$217K
TV icon
374
Televisa
TV
$1.48B
$223K 0.04%
6,500
-46,400
-88% -$1.56M
SWFT
375
DELISTED
Swift Transportation Company
SWFT
$222K 0.04%
8,800
-41,500
-83% -$1.01M
13 14
15
16 17

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UWPG
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FWM
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RCIM
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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.