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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
ENT
701
DELISTED
Global Eagle Entertainment Inc.
ENT
– –
-772
Closed -$304K
AXE
702
DELISTED
Anixter International Inc
AXE
– –
-9,900
Closed -$1M
AKRX
703
DELISTED
Akorn Inc
AKRX
– –
-14,000
Closed -$308K
WBC
704
DELISTED
WABCO HOLDINGS INC.
WBC
– –
-6,700
Closed -$707K
JCP
705
DELISTED
J.C. Penney Company, Inc.
JCP
– –
-132,300
Closed -$1.14M
SSI
706
DELISTED
Stage Stores Inc
SSI
– –
-24,100
Closed -$589K
MLNX
707
DELISTED
Mellanox Technologies, Ltd.
MLNX
– –
-12,600
Closed -$493K
CRZO
708
DELISTED
Carrizo Oil & Gas Inc
CRZO
– –
-4,800
Closed -$256K
ASNA
709
DELISTED
Ascena Retail Group, Inc.
ASNA
– –
-840
Closed -$290K
BKS
710
DELISTED
Barnes & Noble
BKS
– –
-116,739
Closed -$1.6M
UPL
711
DELISTED
Ultra Petroleum Corp. Common Stock
UPL
– –
-87,900
Closed -$2.36M
WFT
712
DELISTED
Weatherford International plc
WFT
– –
-12,900
Closed -$223K
USG
713
DELISTED
Usg
USG
– –
-12,300
Closed -$402K
ELLI
714
DELISTED
Ellie Mae Inc
ELLI
– –
-8,400
Closed -$242K
IDTI
715
DELISTED
Integrated Device Technology I
IDTI
– –
-15,400
Closed -$188K
NXTM
716
DELISTED
NxStage Medical Inc.
NXTM
– –
-19,400
Closed -$247K
ATHN
717
DELISTED
Athenahealth, Inc.
ATHN
– –
-22,100
Closed -$3.54M
P
718
DELISTED
Pandora Media Inc
P
– –
-78,600
Closed -$2.38M
KERX
719
DELISTED
Keryx Biopharmaceuticals Inc
KERX
– –
-78,800
Closed -$1.34M
ARII
720
DELISTED
American Railcar Industries, Inc.
ARII
– –
-5,400
Closed -$378K
EGN
721
DELISTED
Energen
EGN
– –
-3,200
Closed -$258K
AET
722
DELISTED
Aetna Inc
AET
– –
-25,800
Closed -$1.93M
COL
723
DELISTED
Rockwell Collins
COL
– –
-10,500
Closed -$836K
PAY
724
DELISTED
Verifone Systems Inc
PAY
– –
-37,800
Closed -$1.28M
MSCC
725
DELISTED
Microsemi Corp
MSCC
– –
-20,400
Closed -$510K
27 28
29
30 31

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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.