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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
MM
326
DELISTED
MILLENNIAL MEDIA INC COM STK (DE)
MM
$47K 0.01%
+25,500
New +$72.9K
SQNM
327
DELISTED
SEQUENOM INC NEW
SQNM
$35K 0.01%
+11,900
New +$43.5K
DRYS
328
DELISTED
DryShips Inc. Common Stock
DRYS
– –
0
– –
A icon
329
Agilent Technologies
A
$42.4B
– –
-8,807
Closed -$361K
AAPL icon
330
Apple
AAPL
$4.84T
– –
-3,041,600
Closed -$70.7M
ACN icon
331
Accenture
ACN
$118B
– –
-2,500
Closed -$202K
ADBE icon
332
Adobe
ADBE
$102B
– –
-18,500
Closed -$1.34M
ADI icon
333
Analog Devices
ADI
$175B
– –
-22,000
Closed -$1.19M
ADP icon
334
Automatic Data Processing
ADP
$110B
– –
-10,934
Closed -$761K
AES icon
335
AES
AES
$10.6B
– –
-81,400
Closed -$1.26M
AGCO icon
336
AGCO
AGCO
$8.67B
– –
-7,400
Closed -$416K
AIG icon
337
American International
AIG
$39.7B
– –
-16,700
Closed -$911K
AKAM icon
338
Akamai
AKAM
$15.1B
– –
-17,300
Closed -$1.06M
ALGN icon
339
Align Technology
ALGN
$10.4B
– –
-5,300
Closed -$297K
ALKS icon
340
Alkermes
ALKS
$7.72B
– –
-9,000
Closed -$452K
ALL icon
341
Allstate
ALL
$65B
– –
-6,600
Closed -$387K
AMAT icon
342
Applied Materials
AMAT
$334B
– –
-72,900
Closed -$1.64M
AMD icon
343
Advanced Micro Devices
AMD
$823B
– –
-50,400
Closed -$211K
AMGN icon
344
Amgen
AMGN
$203B
– –
-2,900
Closed -$343K
AMG icon
345
Affiliated Managers Group
AMG
$9B
– –
-4,000
Closed -$821K
AMKR icon
346
Amkor Technology
AMKR
$11.5B
– –
-34,600
Closed -$386K
AMP icon
347
Ameriprise Financial
AMP
$49.4B
– –
-6,600
Closed -$792K
AN icon
348
AutoNation
AN
$6.73B
– –
-4,700
Closed -$280K
ANF icon
349
Abercrombie & Fitch
ANF
$5.74B
– –
-20,800
Closed -$899K
APD icon
350
Air Products & Chemicals
APD
$64.7B
– –
-16,107
Closed -$1.92M
12 13
14
15 16

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.