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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
LLY icon
26
Eli Lilly
LLY
$1.03T
$3.52M 0.63%
56,700
-46,600
-45% -$2.78M
TWX
27
DELISTED
Time Warner Inc
TWX
$3.28M 0.59%
+46,700
New +$3.07M
GS icon
28
Goldman Sachs
GS
$302B
$3.25M 0.58%
+19,400
New +$3.13M
MDT icon
29
Medtronic
MDT
$110B
$3.21M 0.57%
50,300
+28,500
+131% +$1.73M
ETN icon
30
Eaton
ETN
$150B
$3.18M 0.57%
+41,200
New +$3.06M
PBR icon
31
Petrobras
PBR
$123B
$3.09M 0.55%
+211,200
New +$3.08M
DISH
32
DELISTED
DISH Network Corp.
DISH
$3.08M 0.55%
47,400
+17,500
+59% +$1.05M
PXD
33
DELISTED
Pioneer Natural Resource Co.
PXD
$3.03M 0.54%
+13,200
New +$2.72M
GM icon
34
General Motors
GM
$80B
$2.98M 0.53%
+82,200
New +$2.87M
EWJ icon
35
iShares MSCI Japan ETF
EWJ
$22.1B
$2.84M 0.51%
+58,975
New +$2.69M
CHK
36
DELISTED
Chesapeake Energy Corporation
CHK
$2.78M 0.5%
473
+339
+253% +$1.85M
NOK icon
37
Nokia
NOK
$50.7B
$2.77M 0.5%
+366,400
New +$2.78M
GILD icon
38
Gilead Sciences
GILD
$163B
$2.69M 0.48%
+32,400
New +$2.52M
TPR icon
39
Tapestry
TPR
$30.8B
$2.6M 0.47%
+76,200
New +$3.27M
MGM icon
40
MGM Resorts International
MGM
$11.7B
$2.56M 0.46%
97,000
-157,500
-62% -$3.93M
DUK icon
41
Duke Energy
DUK
$98.4B
$2.54M 0.46%
34,300
+6,300
+23% +$453K
ZG icon
42
Zillow
ZG
$7.79B
$2.49M 0.45%
52,200
-43,800
-46% -$1.61M
CP icon
43
Canadian Pacific Kansas City
CP
$77.5B
$2.3M 0.41%
+63,500
New +$2.08M
SU icon
44
Suncor Energy
SU
$78.8B
$2.29M 0.41%
53,700
-39,400
-42% -$1.53M
SYNA icon
45
Synaptics
SYNA
$4.25B
$2.28M 0.41%
+25,200
New +$1.71M
FDO
46
DELISTED
FAMILY DOLLAR STORES
FDO
$2.21M 0.4%
+33,500
New +$2.02M
NKE icon
47
Nike
NKE
$62.7B
$2.2M 0.39%
56,800
-148,600
-72% -$5.53M
XLV icon
48
State Street Health Care Select Sector SPDR ETF
XLV
$42.2B
$2.19M 0.39%
36,000
+12,000
+50% +$705K
MO icon
49
Altria Group
MO
$113B
$2.16M 0.39%
+51,600
New +$2.08M
K
50
DELISTED
Kellanova
K
$2.15M 0.39%
+34,932
New +$2.19M
1
2
3 4 5

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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.