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QIM

Quantitative Investment Management Portfolio holdings

AUM $917M
1-Year Est. Return 3.96%
This Fund
S&P 500
This Quarter Est. Return
+0.66%
1 Year Est. Return
-3.96%
3 Year Est. Return
+24.59%
5 Year Est. Return
+12.41%
10 Year Est. Return
+164.05%
AUM
$519M
AUM Growth
-$39.6M
Cap. Flow
-$23.1M
Cap. Flow %
-4.44%
Top 10 Hldgs %
41.97%
Holding
638
New
196
Increased
76
Reduced
54
Closed
310

Top Buys

Rank Stock Value
1
EWZ icon
iShares MSCI Brazil ETF
EWZ
+$51.6M
2
GDX icon
VanEck Gold Miners ETF
GDX
+$45.8M
3
YHOO
Yahoo Inc
YHOO
+$24M
4
TSLA icon
Tesla
TSLA
+$18.6M
5
BAC icon
Bank of America
BAC
+$11.6M

Top Sells

Rank Stock Value
1
AAPL icon
Apple
AAPL
+$70.7M
2
TLT icon
iShares 20+ Year Treasury Bond ETF
TLT
+$15M
3
GOOG icon
Alphabet (Google) Class C
GOOG
+$13.8M
4
FXI icon
iShares China Large-Cap ETF
FXI
+$8.08M
5
BIDU icon
Baidu
BIDU
+$7.45M

Sector Composition

Rank Sector Weight
1 Miscellaneous 31.5%
2 Energy 13.63%
3 Consumer Discretionary 10.38%
4 Communication Services 9.82%
5 Financials 9.81%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
IHS
226
DELISTED
IHS INC CL-A COM STK
IHS
$350K 0.07%
2,800
+700
+33% +$94.9K
DLR icon
227
Digital Realty Trust
DLR
$66.5B
$349K 0.07%
+5,600
New +$356K
ECL icon
228
Ecolab
ECL
$77B
$344K 0.07%
3,000
+900
+43% +$101K
GD icon
229
General Dynamics
GD
$97B
$343K 0.07%
+2,700
New +$328K
HII icon
230
Huntington Ingalls Industries
HII
$11B
$343K 0.07%
+3,300
New +$325K
ALB icon
231
Albemarle
ALB
$13.4B
$341K 0.07%
5,800
+3,000
+107% +$195K
LVNTA
232
DELISTED
Liberty Interactive Corporation Series A Liberty Ventures
LVNTA
$341K 0.07%
+9,000
New +$329K
VRSK icon
233
Verisk Analytics
VRSK
$23.4B
$340K 0.07%
+5,600
New +$350K
ZLTQ
234
DELISTED
ZELTIQ Aesthetics, Inc.
ZLTQ
$339K 0.07%
+15,000
New +$297K
NE
235
DELISTED
Noble Corporation
NE
$337K 0.07%
15,200
-37,653
-71% -$1.01M
TMH
236
DELISTED
Team Health Holdings Inc
TMH
$336K 0.06%
+5,800
New +$324K
HBAN icon
237
Huntington Bancshares
HBAN
$33.8B
$335K 0.06%
34,500
+18,300
+113% +$179K
DO
238
DELISTED
Diamond Offshore Drilling
DO
$335K 0.06%
+9,800
New +$434K
PG icon
239
Procter & Gamble
PG
$341B
$334K 0.06%
+4,000
New +$328K
MNKD icon
240
MannKind Corp
MNKD
$1.14B
$329K 0.06%
11,140
-920
-8% -$36.3K
K
241
DELISTED
Kellanova
K
$326K 0.06%
5,645
-29,287
-84% -$1.77M
ISRG icon
242
Intuitive Surgical
ISRG
$133B
$323K 0.06%
+6,300
New +$313K
SPR
243
DELISTED
Spirit AeroSystems
SPR
$319K 0.06%
+8,400
New +$307K
AOL
244
DELISTED
AOL INC COMMON STOCK
AOL
$319K 0.06%
7,100
+1,200
+20% +$50.1K
MAT icon
245
Mattel
MAT
$3.83B
$318K 0.06%
+10,400
New +$368K
RGLD icon
246
Royal Gold
RGLD
$21.3B
$311K 0.06%
4,800
-1,900
-28% -$142K
CEO
247
DELISTED
CNOOC Limited
CEO
$310K 0.06%
+1,800
New +$332K
WOOF
248
DELISTED
VCA Inc.
WOOF
$302K 0.06%
7,700
-2,000
-21% -$77.2K
ALNY icon
249
Alnylam Pharmaceuticals
ALNY
$31.9B
$296K 0.06%
3,800
-7,100
-65% -$458K
FBIN icon
250
Fortune Brands Innovations
FBIN
$4.77B
$295K 0.06%
+8,424
New +$295K
8 9
10
11 12

Similar funds

HIC
Harvey Investment Company Louisville, Kentucky $918M AUM 14.93% 1-Year Est. Return
AGAM
Avalon Global Asset Management San Francisco, California $917M AUM 87.67% 1-Year Est. Return
RFA
RTD Financial Advisors Philadelphia, Pennsylvania $917M AUM 19.69% 1-Year Est. Return
SPG
Strategic Planning Group Bountiful, Utah $918M AUM 37.38% 1-Year Est. Return
TCM
Twin Capital Management Mcmurray, Pennsylvania $916M AUM 43.28% 1-Year Est. Return
DLP
De Lisle Partners Poole, United Kingdom $916M AUM 54.05% 1-Year Est. Return
SIC
SJS Investment Consulting Sylvania, Ohio $919M AUM 23.4% 1-Year Est. Return
GC
Greenvale Capital London, United Kingdom $916M AUM 32.73% 1-Year Est. Return

Quantitative Investment Management's Q3 2014 Portfolio in Review

As of Q3 2014, Quantitative Investment Management held 638 positions worth $519M, down 7.1% from $558M the previous quarter. Its ten largest holdings account for 42% of the portfolio.

Quantitative Investment Management withdrew a net $23.1M in Q3 2014, closing 310 positions and reducing 54 holdings. Its most notable exit was Apple, an estimated $70.7M position sold in full.

By sector, the portfolio is most concentrated in Miscellaneous at 32% of assets, up from 18% a quarter earlier, followed by Energy and Consumer Discretionary.

Against the trend, Quantitative Investment Management opened a new position in Yahoo Inc worth $26.1M.

  • Quantitative Investment Management's largest Q3 2014 buy was Yahoo Inc: 640,900 shares worth $26.1M.
  • Quantitative Investment Management added most to iShares MSCI Brazil ETF in Q3 2014, an estimated $51.6M increase.
  • Quantitative Investment Management's biggest Q3 2014 reduction was iShares China Large-Cap ETF, cutting an estimated $8.08M.
  • Quantitative Investment Management fully exited Apple in Q3 2014, selling an estimated $70.7M.
  • Quantitative Investment Management's ten largest holdings make up 42% of its $519M portfolio in Q3 2014.
  • Quantitative Investment Management opened 196 new positions and closed 310 in Q3 2014.
  • Quantitative Investment Management's portfolio value fell 7.1% quarter-over-quarter to $519M.

Based on Quantitative Investment Management's 13F filing for Q3 2014, filed 12 Nov 2014.