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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
VZ icon
651
Verizon
VZ
$194B
– –
-679,300
Closed -$32.3M
WAT icon
652
Waters Corp
WAT
$36.5B
– –
-3,300
Closed -$357K
WDAY icon
653
Workday
WDAY
$38.6B
– –
-93,500
Closed -$8.55M
WSM icon
654
Williams-Sonoma
WSM
$27.1B
– –
-105,200
Closed -$3.5M
WTI icon
655
W&T Offshore
WTI
$524M
– –
-37,500
Closed -$649K
WW
656
DELISTED
WW International
WW
– –
-21,400
Closed -$439K
XBI icon
657
State Street SPDR S&P Biotech ETF
XBI
$9.98B
– –
-270,300
Closed -$12.8M
XOMA
658
DELISTED
Xoma
XOMA
– –
-4,085
Closed -$425K
XYL icon
659
Xylem
XYL
$27.2B
– –
-11,200
Closed -$407K
YELP icon
660
Yelp
YELP
$1.44B
– –
-8,300
Closed -$638K
YUM icon
661
Yum! Brands
YUM
$42.6B
– –
-56,753
Closed -$3.08M
GAP
662
The Gap Inc
GAP
$7.23B
– –
-8,900
Closed -$356K
INVX
663
Innovex International
INVX
$1.9B
– –
-11,300
Closed -$1.27M
JOYY
664
JOYY Inc
JOYY
$3.69B
– –
-40,000
Closed -$3.05M
INFN
665
DELISTED
Infinera Corporation Common Stock
INFN
– –
-23,600
Closed -$214K
ENLC
666
DELISTED
ENLINK MIDSTREAM, LLC
ENLC
– –
-9,600
Closed -$325K
MRO
667
DELISTED
Marathon Oil Corporation
MRO
– –
-14,200
Closed -$504K
SAVE
668
DELISTED
Spirit Airlines, Inc.
SAVE
– –
-33,400
Closed -$1.98M
SWN
669
DELISTED
Southwestern Energy Company
SWN
– –
-156,800
Closed -$7.21M
SIX
670
DELISTED
Six Flags Entertainment Corp.
SIX
– –
-43,800
Closed -$1.76M
ERF
671
DELISTED
Enerplus Corporation
ERF
– –
-10,074
Closed -$200K
MTBL
672
DELISTED
Moatable, Inc. American Depositary Share (each representing forty-five (45) Class A Ordinary Shares)
MTBL
– –
-36,200
Closed -$177K
SPLK
673
DELISTED
Splunk Inc
SPLK
– –
-20,300
Closed -$1.45M
MDRX
674
DELISTED
Veradigm Inc. Common Stock
MDRX
– –
-33,500
Closed -$604K
SGEN
675
DELISTED
Seagen Inc. Common Stock
SGEN
– –
-19,500
Closed -$888K
25 26
27
28 29

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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.