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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
LEN icon
426
Lennar Class A
LEN
$19.4B
– –
-9,035
Closed -$361K
LNC icon
427
Lincoln National
LNC
$8.38B
– –
-14,000
Closed -$720K
LRCX icon
428
Lam Research
LRCX
$343B
– –
-97,000
Closed -$655K
LULU icon
429
lululemon athletica
LULU
$10.8B
– –
-11,600
Closed -$469K
LUMN icon
430
Lumen
LUMN
$7.13B
– –
-21,000
Closed -$760K
LVS icon
431
Las Vegas Sands
LVS
$26.8B
– –
-64,500
Closed -$4.92M
MAN icon
432
ManpowerGroup
MAN
$2.7B
– –
-3,400
Closed -$288K
MDT icon
433
Medtronic
MDT
$120B
– –
-50,300
Closed -$3.21M
MEOH icon
434
Methanex
MEOH
$4.85B
– –
-3,800
Closed -$234K
MET icon
435
MetLife
MET
$62.1B
– –
-102,775
Closed -$5.09M
MFC icon
436
Manulife Financial
MFC
$72.9B
– –
-13,900
Closed -$276K
MGM icon
437
MGM Resorts International
MGM
$9.73B
– –
-97,000
Closed -$2.56M
MLCO icon
438
Melco Resorts & Entertainment
MLCO
$1.75B
– –
-32,600
Closed -$1.16M
MO icon
439
Altria Group
MO
$117B
– –
-51,600
Closed -$2.16M
MRK icon
440
Merck
MRK
$355B
– –
-30,497
Closed -$1.68M
MSFT icon
441
Microsoft
MSFT
$3.66T
– –
-140,200
Closed -$5.85M
MTDR icon
442
Matador Resources
MTDR
$7.36B
– –
-13,800
Closed -$404K
MTG icon
443
MGIC Investment
MTG
$6.06B
– –
-24,600
Closed -$227K
MTW icon
444
Manitowoc
MTW
$742M
– –
-9,715
Closed -$289K
MTZ icon
445
MasTec
MTZ
$18.5B
– –
-25,000
Closed -$770K
MUR icon
446
Murphy Oil
MUR
$5.52B
– –
-14,500
Closed -$963K
NDAQ icon
447
Nasdaq
NDAQ
$49.9B
– –
-25,800
Closed -$332K
NDSN icon
448
Nordson
NDSN
$17.3B
– –
-5,900
Closed -$473K
NEE icon
449
NextEra Energy
NEE
$169B
– –
-40,400
Closed -$1.03M
NEM icon
450
Newmont
NEM
$130B
– –
-38,900
Closed -$989K
16 17
18
19 20

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.