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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
IPG
51
DELISTED
Interpublic Group of Companies
IPG
$2.13M 0.38%
+109,100
New +$1.98M
TFCFA
52
DELISTED
Twenty-First Century Fox, Inc. Class A
TFCFA
$2.11M 0.38%
+60,100
New +$2.04M
TSLA icon
53
Tesla
TSLA
$1.22T
$1.99M 0.36%
124,500
-7,095,000
-98% -$99M
PFE icon
54
Pfizer
PFE
$142B
$1.99M 0.36%
70,618
-309,138
-81% -$8.81M
TDG icon
55
TransDigm Group
TDG
$69.9B
$1.97M 0.35%
+11,800
New +$2.13M
DAL icon
56
Delta Air Lines
DAL
$58.3B
$1.94M 0.35%
50,100
+39,100
+355% +$1.48M
DIS icon
57
Walt Disney
DIS
$167B
$1.92M 0.34%
22,400
+600
+3% +$49K
APD icon
58
Air Products & Chemicals
APD
$66.8B
$1.92M 0.34%
16,107
-6,486
-29% -$724K
XLY icon
59
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
$21.9B
$1.92M 0.34%
57,400
+37,800
+193% +$1.23M
SLV icon
60
iShares Silver Trust
SLV
$28.6B
$1.9M 0.34%
+93,600
New +$1.77M
PM icon
61
Philip Morris
PM
$299B
$1.89M 0.34%
+22,400
New +$1.93M
EWY icon
62
iShares MSCI South Korea ETF
EWY
$22.5B
$1.85M 0.33%
28,500
-261,700
-90% -$16.7M
PBR.A icon
63
Petrobras Class A
PBR.A
$109B
$1.82M 0.33%
+116,500
New +$1.8M
SLXP
64
DELISTED
SALIX PHARMACEUTICALS LTD DEL
SLXP
$1.76M 0.32%
+14,300
New +$1.58M
EL icon
65
Estee Lauder
EL
$30.7B
$1.76M 0.32%
+23,700
New +$1.74M
TT icon
66
Trane Technologies
TT
$97.3B
$1.7M 0.3%
+27,200
New +$1.62M
MRK icon
67
Merck
MRK
$321B
$1.68M 0.3%
30,497
-230,979
-88% -$12.6M
GIS icon
68
General Mills
GIS
$19.4B
$1.68M 0.3%
32,000
+9,800
+44% +$523K
HRB icon
69
H&R Block
HRB
$5.61B
$1.67M 0.3%
+49,900
New +$1.49M
AMAT icon
70
Applied Materials
AMAT
$398B
$1.64M 0.29%
+72,900
New +$1.49M
AXP icon
71
American Express
AXP
$228B
$1.63M 0.29%
+17,200
New +$1.55M
PANW icon
72
Palo Alto Networks
PANW
$265B
$1.58M 0.28%
113,400
-367,200
-76% -$4.29M
EOG icon
73
EOG Resources
EOG
$77.5B
$1.58M 0.28%
+13,500
New +$1.42M
F icon
74
Ford
F
$59.3B
$1.57M 0.28%
+90,900
New +$1.48M
NE
75
DELISTED
Noble Corporation
NE
$1.55M 0.28%
+52,853
New +$1.45M
1 2
3
4 5

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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.