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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
RF icon
476
Regions Financial
RF
$25.3B
– –
-65,500
Closed -$695K
RH icon
477
RH
RH
$2.36B
– –
-7,300
Closed -$679K
RMBS icon
478
Rambus
RMBS
$9.01B
– –
-13,500
Closed -$193K
RMD icon
479
ResMed
RMD
$33.1B
– –
-8,200
Closed -$415K
ROP icon
480
Roper Technologies
ROP
$38B
– –
-1,700
Closed -$248K
RYN icon
481
Rayonier
RYN
$6.08B
– –
-8,267
Closed -$266K
SBGI icon
482
Sinclair Inc
SBGI
$1.02B
– –
-21,600
Closed -$750K
SBUX icon
483
Starbucks
SBUX
$110B
– –
-33,800
Closed -$1.31M
SGMO
484
DELISTED
SANGAMO THERAPEUTICS INC
SGMO
– –
-12,900
Closed -$196K
SHO icon
485
Sunstone Hotel Investors
SHO
$2.05B
– –
-11,300
Closed -$168K
SHW icon
486
Sherwin-Williams
SHW
$78.5B
– –
-3,000
Closed -$206K
SJM icon
487
J.M. Smucker
SJM
$13B
– –
-3,100
Closed -$330K
SKM icon
488
SK Telecom
SKM
$13.7B
– –
-6,434
Closed -$274K
SMH icon
489
VanEck Semiconductor ETF
SMH
$67.1B
– –
-38,800
Closed -$960K
SNV
490
DELISTED
Synovus
SNV
– –
-24,300
Closed -$592K
SRE icon
491
Sempra
SRE
$53.1B
– –
-9,800
Closed -$513K
STX icon
492
Seagate
STX
$176B
– –
-9,200
Closed -$522K
STWD icon
493
Starwood Property Trust
STWD
$5.63B
– –
-10,900
Closed -$259K
STZ icon
494
Constellation Brands
STZ
$21.1B
– –
-11,500
Closed -$1.01M
SWKS icon
495
Skyworks Solutions
SWKS
$13.5B
– –
-19,000
Closed -$892K
SYNA icon
496
Synaptics
SYNA
$3.81B
– –
-25,200
Closed -$2.28M
TAL icon
497
TAL Education Group
TAL
$6.52B
– –
-55,200
Closed -$253K
TAN icon
498
Invesco Solar ETF
TAN
$960M
– –
-8,000
Closed -$356K
TCOM icon
499
Trip.com Group
TCOM
$24.7B
– –
-25,400
Closed -$813K
TDC icon
500
Teradata
TDC
$2.73B
– –
-7,900
Closed -$317K
18 19
20
21 22

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.