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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
MHR
426
DELISTED
MAGNUM HUNTER RESOURCES CORP (DEL)
MHR
$118K 0.02%
+14,400
New +$117K
NG icon
427
NovaGold Resources
NG
$2.56B
$117K 0.02%
27,800
-87,400
-76% -$309K
PDLI
428
DELISTED
PDL BioPharma, Inc.
PDLI
$117K 0.02%
+12,100
New +$108K
GST
429
DELISTED
Gastar Exploration Inc.
GST
$116K 0.02%
+13,400
New +$94.5K
DRYS
430
DELISTED
DryShips Inc. Common Stock
DRYS
– –
0
– –
SID icon
431
Companhia Siderúrgica Nacional
SID
$1.31B
$114K 0.02%
+26,900
New +$111K
ZQK
432
DELISTED
QUICKSILVER,INC.
ZQK
$109K 0.02%
+30,500
New +$171K
BSBR icon
433
Santander
BSBR
$42.5B
$108K 0.02%
16,391
-313
-2% -$1.95K
MACK
434
DELISTED
Merrimack Pharmaceuticals, Inc.
MACK
$106K 0.02%
1,856
+77
+4% +$3.91K
NBG
435
DELISTED
NATIONAL BANK OF GREECE SA ADR REPSTG 1 SHARE (NEW)
NBG
$100K 0.02%
27,200
+7,000
+35% +$28K
HL icon
436
Hecla Mining
HL
$9.47B
$90K 0.02%
+26,300
New +$80.7K
DS
437
DELISTED
Drive Shack Inc.
DS
$90K 0.02%
17,468
-651
-4% -$3.29K
GOL
438
DELISTED
Gol Linhas Aéreas Inteligentes S.A. American Depositary Shares (Each representing Ten Preferred Shares)
GOL
$72K 0.01%
+6,600
New +$77.4K
MCP
439
DELISTED
MOLYCORP INC COM STK
MCP
$72K 0.01%
+28,100
New +$102K
TC
440
DELISTED
Thompson Creek Metals Company Inc. Ordinary Shares (Canada)
TC
$63K 0.01%
+21,300
New +$58.7K
RXII
441
DELISTED
GALENA BIOPHARMA INC COM
RXII
$48K 0.01%
15,700
-332,800
-95% -$1.02M
ARO
442
DELISTED
Aeropostale Inc
ARO
$37K 0.01%
10,700
-29,400
-73% -$125K
AA icon
443
Alcoa
AA
$11.9B
– –
-114,524
Closed -$3.54M
ABEV icon
444
Ambev
ABEV
$48.1B
– –
-214,100
Closed -$1.59M
ABG icon
445
Asbury Automotive
ABG
$4.31B
– –
-4,700
Closed -$259K
ABT icon
446
Abbott
ABT
$183B
– –
-49,400
Closed -$1.9M
ACGL icon
447
Arch Capital
ACGL
$34.3B
– –
-14,700
Closed -$281K
ADEA icon
448
Adeia
ADEA
$2.94B
– –
-73,332
Closed -$458K
ADM icon
449
Archer Daniels Midland
ADM
$38.2B
– –
-44,500
Closed -$1.93M
AEP icon
450
American Electric Power
AEP
$69.6B
– –
-22,700
Closed -$1.15M
16 17
18
19 20

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TFP
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UWPG
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FWM
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RCIM
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TC
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NA
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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.