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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
LVNTA
726
DELISTED
Liberty Interactive Corporation Series A Liberty Ventures
LVNTA
– –
-21,164
Closed -$677K
PRXL
727
DELISTED
Parexel International Corp
PRXL
– –
-18,300
Closed -$989K
CAB
728
DELISTED
Cabela's Inc
CAB
– –
-4,500
Closed -$294K
NSR
729
DELISTED
Neustar Inc
NSR
– –
-17,200
Closed -$559K
KATE
730
DELISTED
Kate Spade & Company
KATE
– –
-64,100
Closed -$2.38M
SWC
731
DELISTED
Stillwater Mining Co
SWC
– –
-60,300
Closed -$893K
ZLTQ
732
DELISTED
ZELTIQ Aesthetics, Inc.
ZLTQ
– –
-18,400
Closed -$360K
JOY
733
DELISTED
Joy Global Inc
JOY
– –
-35,500
Closed -$2.06M
SE
734
DELISTED
Spectra Energy Corp Wi
SE
– –
-12,600
Closed -$465K
NRF
735
DELISTED
NorthStar Realty Finance Corp.
NRF
– –
-6,315
Closed -$200K
AVG
736
DELISTED
AVG Technologies N.V.
AVG
– –
-10,700
Closed -$224K
N
737
DELISTED
Netsuite Inc
N
– –
-7,900
Closed -$749K
DANG
738
DELISTED
E-COMMERCE CHINA DANGDANG INC SPNSRD ADS REP COM CL A (CYM)
DANG
– –
-238,000
Closed -$3.42M
QLGC
739
DELISTED
QLOGIC CORP
QLGC
– –
-20,200
Closed -$257K
HTS
740
DELISTED
HATTERAS FINANCIAL CORP
HTS
– –
-12,800
Closed -$241K
UNIS
741
DELISTED
Unilife Corporation
UNIS
– –
-5,610
Closed -$228K
SNDK
742
DELISTED
SANDISK CORP
SNDK
– –
-43,400
Closed -$3.52M
HPY
743
DELISTED
HEARTLAND PAYMENT SYSTEMS, INC. COM STK
HPY
– –
-15,600
Closed -$646K
HNT
744
DELISTED
HEALTH NET INC
HNT
– –
-20,000
Closed -$680K
PRE
745
DELISTED
PARTNERRE LTD
PRE
– –
-3,600
Closed -$372K
GMCR
746
DELISTED
KEURIG GREEN MTN INC
GMCR
– –
-72,100
Closed -$7.61M
MDAS
747
DELISTED
MEDASSETS INC COM STK (DE)
MDAS
– –
-19,600
Closed -$484K
ACI
748
DELISTED
ARCH COAL, INC.
ACI
– –
-25,130
Closed -$1.21M
AWAY
749
DELISTED
HOMEAWAY INC COM
AWAY
– –
-31,300
Closed -$1.18M
BEE
750
DELISTED
STRATEGIC HOTELS & RESORTS, INC
BEE
– –
-28,800
Closed -$293K
28 29
30
31 32

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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.