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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
MTZ icon
151
MasTec
MTZ
$25.6B
$770K 0.14%
+25,000
New +$942K
BA icon
152
Boeing
BA
$175B
$763K 0.14%
+6,000
New +$783K
ADP icon
153
Automatic Data Processing
ADP
$105B
$761K 0.14%
+10,934
New +$746K
LUMN icon
154
Lumen
LUMN
$6.76B
$760K 0.14%
+21,000
New +$754K
IVZ icon
155
Invesco
IVZ
$13B
$755K 0.14%
20,000
-55,800
-74% -$2.02M
SBGI icon
156
Sinclair Inc
SBGI
$994M
$750K 0.13%
+21,600
New +$628K
EMC
157
DELISTED
EMC CORPORATION
EMC
$748K 0.13%
28,400
-332,000
-92% -$8.77M
XRT icon
158
State Street SPDR S&P Retail ETF
XRT
$453M
$746K 0.13%
17,200
-710,000
-98% -$29.8M
ZTS icon
159
Zoetis
ZTS
$31.9B
$745K 0.13%
+23,100
New +$709K
ATML
160
DELISTED
ATMEL CORP
ATML
$745K 0.13%
79,600
-12,800
-14% -$107K
BNY
161
Bank of New York Mellon
BNY
$106B
$738K 0.13%
19,700
-26,400
-57% -$913K
PCP
162
DELISTED
PRECISION CASTPARTS CORP
PCP
$731K 0.13%
+2,900
New +$741K
TEL icon
163
TE Connectivity
TEL
$59.9B
$723K 0.13%
+11,700
New +$701K
LNC icon
164
Lincoln National
LNC
$8.8B
$720K 0.13%
+14,000
New +$692K
CNP icon
165
CenterPoint Energy
CNP
$27.8B
$715K 0.13%
+28,000
New +$679K
ITMN
166
DELISTED
INTERMUNE INC
ITMN
$715K 0.13%
16,200
-58,500
-78% -$2.15M
MXIM
167
DELISTED
Maxim Integrated Products
MXIM
$713K 0.13%
21,100
+11,900
+129% +$396K
EXPE icon
168
Expedia Group
EXPE
$35.2B
$708K 0.13%
9,000
-4,200
-32% -$306K
KEY icon
169
KeyCorp
KEY
$24.2B
$705K 0.13%
49,200
-267,400
-84% -$3.69M
OIS icon
170
Oil States International
OIS
$456M
$704K 0.13%
+11,000
New +$647K
SRC
171
DELISTED
SPIRIT REALTY CAPITAL, INC.
SRC
$702K 0.13%
+13,781
New +$684K
BRK.B icon
172
Berkshire Hathaway Class B
BRK.B
$1.1T
$696K 0.12%
5,500
-135,500
-96% -$17.2M
PARA
173
DELISTED
Paramount Global Class B
PARA
$695K 0.12%
11,200
-52,000
-82% -$3.1M
RF icon
174
Regions Financial
RF
$26.3B
$695K 0.12%
65,500
-234,800
-78% -$2.45M
ALNY icon
175
Alnylam Pharmaceuticals
ALNY
$27.5B
$688K 0.12%
+10,900
New +$648K
5 6
7
8 9

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TFP
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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
Navellier & Associates Reno, Nevada $960M AUM 79.37% 1-Year Est. Return
GHC
Graham Holdings Company Arlington, Virginia $967M AUM 15.12% 1-Year Est. Return

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.