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QIM

Quantitative Investment Management Portfolio holdings

AUM $963M
1-Year Est. Return 12.95%
This Fund
S&P 500
This Quarter Est. Return
+0.66%
1 Year Est. Return
+12.95%
3 Year Est. Return
+35.29%
5 Year Est. Return
+26.17%
10 Year Est. Return
+187.22%
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 Energy 12.86%
2 Consumer Discretionary 10.38%
3 Financials 9.81%
4 Communication Services 9.13%
5 Materials 5.83%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
EWJ icon
51
iShares MSCI Japan ETF
EWJ
$21.2B
$1.82M 0.35%
38,700
-20,275
-34% -$969K
SLB icon
52
SLB Ltd
SLB
$72.7B
$1.82M 0.35%
+17,900
New +$1.95M
ULTA icon
53
Ulta Beauty
ULTA
$21.8B
$1.78M 0.34%
+15,100
New +$1.5M
BP icon
54
BP
BP
$112B
$1.75M 0.34%
48,780
+33,743
+224% +$1.34M
GLNG icon
55
Golar LNG
GLNG
$4.82B
$1.74M 0.34%
+26,200
New +$1.66M
MHFI
56
DELISTED
MCGRAW-HILL FINANCIAL INC COM
MHFI
$1.69M 0.33%
20,000
+13,600
+213% +$1.12M
CCL icon
57
Carnival Corporation Ltd
CCL
$38.1B
$1.67M 0.32%
+41,600
New +$1.58M
AVGO icon
58
Broadcom
AVGO
$1.76T
$1.66M 0.32%
+191,000
New +$1.49M
FXI icon
59
iShares China Large-Cap ETF
FXI
$4.32B
$1.64M 0.32%
42,900
-201,800
-82% -$8.08M
YELP icon
60
Yelp
YELP
$1.54B
$1.63M 0.31%
+23,900
New +$1.78M
GDXJ icon
61
VanEck Junior Gold Miners ETF
GDXJ
$6.86B
$1.62M 0.31%
48,300
-139,200
-74% -$5.66M
SPLS
62
DELISTED
Staples Inc
SPLS
$1.57M 0.3%
+130,200
New +$1.53M
RIG icon
63
Transocean
RIG
$5.48B
$1.54M 0.3%
48,100
+20,400
+74% +$798K
SCHW
64
Charles Schwab
SCHW
$182B
$1.52M 0.29%
51,600
+19,800
+62% +$561K
LLY icon
65
Eli Lilly
LLY
$1.08T
$1.5M 0.29%
23,200
-33,500
-59% -$2.12M
AGN
66
DELISTED
Allergan plc
AGN
$1.42M 0.27%
5,900
-11,600
-66% -$2.6M
CHL
67
DELISTED
China Mobile Limited
CHL
$1.41M 0.27%
+24,000
New +$1.38M
AVB icon
68
AvalonBay Communities
AVB
$27.5B
$1.4M 0.27%
+9,900
New +$1.47M
RL icon
69
Ralph Lauren
RL
$22.4B
$1.38M 0.27%
8,400
+400
+5% +$65.9K
GG
70
DELISTED
Goldcorp Inc
GG
$1.36M 0.26%
59,000
+12,500
+27% +$336K
LUV icon
71
Southwest Airlines
LUV
$21.7B
$1.34M 0.26%
+39,800
New +$1.22M
AEM icon
72
Agnico Eagle Mines
AEM
$72.2B
$1.34M 0.26%
46,100
+37,100
+412% +$1.38M
AKS
73
DELISTED
AK Steel Holding Corp
AKS
$1.29M 0.25%
161,300
+110,600
+218% +$1.03M
ILF icon
74
iShares Latin America 40 ETF
ILF
$3.73B
$1.28M 0.25%
+34,700
New +$1.39M
GAP
75
The Gap Inc
GAP
$7.3B
$1.25M 0.24%
+30,100
New +$1.28M
1 2
3
4 5

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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 Energy at 13% of assets, up from 8.5% a quarter earlier, followed by Consumer Discretionary and Financials.

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.