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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
POST icon
251
Post Holdings
POST
$3.5B
$295K 0.06%
+13,599
New +$363K
PXD
252
DELISTED
Pioneer Natural Resource Co.
PXD
$295K 0.06%
1,500
-11,700
-89% -$2.48M
TDG icon
253
TransDigm Group
TDG
$60B
$294K 0.06%
1,600
-10,200
-86% -$1.82M
CTRX
254
DELISTED
CATAMARAN CORP COM STK (CDA)
CTRX
$290K 0.06%
+6,900
New +$314K
JAZZ icon
255
Jazz Pharmaceuticals
JAZZ
$15.6B
$289K 0.06%
1,800
-400
-18% -$61.5K
WU icon
256
Western Union
WU
$2.14B
$288K 0.06%
18,000
-1,500
-8% -$25.8K
TTM
257
DELISTED
Tata Motors Limited
TTM
$288K 0.06%
+6,600
New +$288K
EAT icon
258
Brinker International
EAT
$8.5B
$284K 0.05%
+5,600
New +$269K
INFN
259
DELISTED
Infinera Corporation Common Stock
INFN
$282K 0.05%
+26,500
New +$260K
XLS
260
DELISTED
EXELIS INC COM STK
XLS
$281K 0.05%
+17,000
New +$276K
MEI icon
261
Methode Electronics
MEI
$469M
$280K 0.05%
+7,600
New +$269K
ISIL
262
DELISTED
Intersil Corp
ISIL
$278K 0.05%
19,600
+2,800
+17% +$40.7K
MTN icon
263
Vail Resorts
MTN
$4.92B
$277K 0.05%
+3,200
New +$254K
BBL
264
DELISTED
BHP Group Plc American Depositary Shares (Each representing two Ordinary Shares)
BBL
$272K 0.05%
+4,900
New +$319K
UAA icon
265
Under Armour
UAA
$2.13B
$269K 0.05%
+7,800
New +$260K
ASML icon
266
ASML
ASML
$611B
$266K 0.05%
2,700
-2,700
-50% -$254K
NWL icon
267
Newell Brands
NWL
$2.4B
$264K 0.05%
7,700
-9,200
-54% -$304K
STT icon
268
State Street
STT
$50.9B
$264K 0.05%
3,600
-3,900
-52% -$278K
HRB icon
269
H&R Block
HRB
$5.65B
$263K 0.05%
8,500
-41,400
-83% -$1.35M
AU icon
270
AngloGold Ashanti
AU
$50.9B
$260K 0.05%
+21,700
New +$354K
UPL
271
DELISTED
Ultra Petroleum Corp. Common Stock
UPL
$258K 0.05%
+11,100
New +$278K
YPF icon
272
YPF Sociedad Anonima ADS
YPF
$22.6B
$255K 0.05%
6,900
-21,600
-76% -$756K
MYGN icon
273
Myriad Genetics
MYGN
$371M
$254K 0.05%
+6,600
New +$246K
HZNP
274
DELISTED
Horizon Therapeutics Public Limited Company Ordinary Shares
HZNP
$251K 0.05%
+20,500
New +$238K
LGF
275
DELISTED
Lions Gate Entertainment
LGF
$250K 0.05%
7,600
– –
9 10
11
12 13

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.