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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
DAN icon
376
Dana Inc
DAN
$3.24B
– –
-11,400
Closed -$278K
DE icon
377
Deere & Co
DE
$184B
– –
-7,100
Closed -$642K
DFS
378
DELISTED
Discover Financial Services
DFS
– –
-3,700
Closed -$229K
DGX icon
379
Quest Diagnostics
DGX
$27.3B
– –
-6,800
Closed -$399K
DHR icon
380
Danaher
DHR
$147B
– –
-17,854
Closed -$944K
DIS icon
381
Walt Disney
DIS
$184B
– –
-22,400
Closed -$1.92M
ED icon
382
Consolidated Edison
ED
$38.9B
– –
-7,200
Closed -$415K
EG icon
383
Everest Group
EG
$14.6B
– –
-1,400
Closed -$224K
EL icon
384
Estee Lauder
EL
$34.8B
– –
-23,700
Closed -$1.76M
EOG icon
385
EOG Resources
EOG
$80.6B
– –
-13,500
Closed -$1.58M
EQT icon
386
EQT Corp
EQT
$33.2B
– –
-6,797
Closed -$395K
ES icon
387
Eversource Energy
ES
$25.3B
– –
-7,800
Closed -$368K
EWY icon
388
iShares MSCI South Korea ETF
EWY
$27B
– –
-28,500
Closed -$1.85M
EXC icon
389
Exelon
EXC
$43.5B
– –
-36,031
Closed -$937K
EXP icon
390
Eagle Materials
EXP
$5.59B
– –
-6,300
Closed -$593K
EXPD icon
391
Expeditors International
EXPD
$25.2B
– –
-15,500
Closed -$684K
F icon
392
Ford
F
$53.8B
– –
-90,900
Closed -$1.57M
FANG icon
393
Diamondback Energy
FANG
$59.2B
– –
-10,000
Closed -$888K
FAS icon
394
Direxion Daily Financial Bull 3x ETF
FAS
$2.18B
– –
-37,600
Closed -$939K
FIS icon
395
Fidelity National Information Services
FIS
$19.3B
– –
-5,200
Closed -$284K
FLEX icon
396
Flex
FLEX
$39.9B
– –
-58,653
Closed -$489K
FSLR icon
397
First Solar
FSLR
$21.7B
– –
-6,000
Closed -$426K
FTNT icon
398
Fortinet
FTNT
$126B
– –
-47,500
Closed -$238K
GERN icon
399
Geron
GERN
$842M
– –
-56,709
Closed -$172K
GILD icon
400
Gilead Sciences
GILD
$181B
– –
-32,400
Closed -$2.69M
14 15
16
17 18

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.