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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

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
SI
776
DELISTED
SIEMENS AKTIENGESELLSCHAFT ADS
SI
-11,600
Closed -$1.57M
CAVM
777
DELISTED
Cavium, Inc.
CAVM
-15,200
Closed -$664K
COV
778
DELISTED
COVIDIEN PLC COM SHS NEW (IRELAND)
COV
-24,600
Closed -$1.81M
YELL
779
DELISTED
Yellow Corporation Common Stock
YELL
-10,300
Closed -$231K
UN
780
DELISTED
Unilever NV New York Registry Shares
UN
-20,400
Closed -$838K
VVUS
781
DELISTED
Vivus Inc
VVUS
-6,100
Closed -$362K
SHPG
782
DELISTED
Shire pic
SHPG
-8,400
Closed -$1.25M
GFA
783
DELISTED
Gafisa S.A.
GFA
-2,203
Closed -$94K
CYS
784
DELISTED
CYS Investments Inc.
CYS
-63,400
Closed -$523K
DGI
785
DELISTED
DigitalGlobe Inc.
DGI
-50,600
Closed -$1.47M
SPLS
786
DELISTED
Staples Inc
SPLS
-30,800
Closed -$349K
SSRI
787
DELISTED
Silver Standard Resources
SSRI
-32,900
Closed -$326K
WWAV
788
DELISTED
The WhiteWave Foods Company
WWAV
-27,900
Closed -$796K
LXK
789
DELISTED
Lexmark Intl Inc
LXK
-7,700
Closed -$356K
MWW
790
DELISTED
Monster Worldwide Inc
MWW
-64,100
Closed -$479K
MDVN
791
DELISTED
MEDIVATION, INC.
MDVN
-48,400
Closed -$1.56M
PLCM
792
DELISTED
POLYCOM INC
PLCM
-11,300
Closed -$155K
MY
793
DELISTED
CHINA MING YANG WIND PWR GRP LTD ADS RSPTG 1 ORD SHS (CHINA)
MY
-23,700
Closed -$67K
RSOL
794
DELISTED
REAL GOODS SOLAR, INC. CL A COM
RSOL
-60,000
Closed -$244K
NIHD
795
DELISTED
NII HOLDINGS INC CL B
NIHD
-16,400
Closed -$19K
FNSR
796
DELISTED
Finisar Corp
FNSR
-99,600
Closed -$2.64M
AGN
797
DELISTED
Allergan Inc
AGN
-10,400
Closed -$1.29M

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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.