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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
ARCC icon
351
Ares Capital
ARCC
$13.9B
– –
-21,200
Closed -$378K
AWI icon
352
Armstrong World Industries
AWI
$6.69B
– –
-8,200
Closed -$470K
AXP icon
353
American Express
AXP
$212B
– –
-17,200
Closed -$1.63M
AZO icon
354
AutoZone
AZO
$47.1B
– –
-400
Closed -$214K
BA icon
355
Boeing
BA
$159B
– –
-6,000
Closed -$763K
BEN icon
356
Franklin Templeton
BEN
$16.5B
– –
-14,100
Closed -$815K
BIDU icon
357
Baidu
BIDU
$30.3B
– –
-39,900
Closed -$7.45M
BNY
358
Bank of New York Mellon
BNY
$104B
– –
-19,700
Closed -$738K
BRK.B icon
359
Berkshire Hathaway Class B
BRK.B
$1.11T
– –
-5,500
Closed -$696K
BSBR icon
360
Santander
BSBR
$43.4B
– –
-16,391
Closed -$108K
BWA icon
361
BorgWarner
BWA
$12.6B
– –
-6,248
Closed -$358K
BXP icon
362
Boston Properties
BXP
$10.2B
– –
-7,900
Closed -$933K
CCEP icon
363
Coca-Cola Europacific Partners
CCEP
$45.3B
– –
-31,000
Closed -$1.48M
CE icon
364
Celanese
CE
$5.18B
– –
-5,100
Closed -$327K
CIVI
365
DELISTED
Civitas Resources
CIVI
– –
-170
Closed -$1.09M
CMA
366
DELISTED
Comerica
CMA
– –
-11,700
Closed -$586K
CMS icon
367
CMS Energy
CMS
$20.7B
– –
-10,200
Closed -$317K
CNC icon
368
Centene
CNC
$33B
– –
-10,800
Closed -$204K
CNP icon
369
CenterPoint Energy
CNP
$25.1B
– –
-28,000
Closed -$715K
CP icon
370
Canadian Pacific Kansas City
CP
$77.3B
– –
-63,500
Closed -$2.3M
CRM icon
371
Salesforce
CRM
$207B
– –
-61,100
Closed -$3.55M
CSCO icon
372
Cisco
CSCO
$431B
– –
-60,300
Closed -$1.5M
CTSH icon
373
Cognizant
CTSH
$28.1B
– –
-31,200
Closed -$1.52M
D icon
374
Dominion Energy
D
$56B
– –
-16,000
Closed -$1.14M
DAL icon
375
Delta Air Lines
DAL
$50.8B
– –
-50,100
Closed -$1.94M
13 14
15
16 17

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.