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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
LEA icon
76
Lear
LEA
$7.39B
$1.24M 0.24%
+14,400
New +$1.39M
CSIQ icon
77
Canadian Solar
CSIQ
$932M
$1.21M 0.23%
33,900
+21,400
+171% +$694K
STI
78
DELISTED
SunTrust Banks, Inc.
STI
$1.21M 0.23%
31,800
+11,800
+59% +$455K
DINO icon
79
HF Sinclair
DINO
$16.2B
$1.2M 0.23%
+27,400
New +$1.28M
CPA icon
80
Copa Holdings
CPA
$5.56B
$1.18M 0.23%
+11,000
New +$1.47M
ROST icon
81
Ross Stores
ROST
$80.8B
$1.14M 0.22%
+30,200
New +$1.05M
WPM icon
82
Wheaton Precious Metals
WPM
$49.7B
$1.14M 0.22%
57,000
+43,400
+319% +$1.08M
AMT icon
83
American Tower
AMT
$83.5B
$1.13M 0.22%
+12,100
New +$1.15M
NOC icon
84
Northrop Grumman
NOC
$76B
$1.11M 0.21%
+8,400
New +$1.06M
TGNA
85
DELISTED
TEGNA Inc
TGNA
$1.1M 0.21%
+70,727
New +$1.21M
JCP
86
DELISTED
J.C. Penney Company, Inc.
JCP
$1.1M 0.21%
+109,300
New +$1.07M
CLX icon
87
Clorox
CLX
$12B
$1.08M 0.21%
+11,300
New +$1.02M
BBY icon
88
Best Buy
BBY
$19B
$1.07M 0.21%
+32,000
New +$1M
CLF icon
89
Cleveland-Cliffs
CLF
$6.49B
$1.06M 0.2%
+101,900
New +$1.56M
ERX icon
90
Direxion Daily Energy Bull 2X ETF
ERX
$231M
$1.05M 0.2%
1,100
+780
+244% +$914K
EWA icon
91
iShares MSCI Australia ETF
EWA
$1.38B
$1.05M 0.2%
44,100
+27,000
+158% +$711K
COST icon
92
Costco
COST
$432B
$1.05M 0.2%
+8,400
New +$1.02M
FDX icon
93
FedEx
FDX
$73B
$1.05M 0.2%
6,500
+3,200
+97% +$486K
CRR
94
DELISTED
Carbo Ceramics Inc.
CRR
$1.04M 0.2%
17,600
+14,900
+552% +$1.7M
VALE.P
95
DELISTED
Vale S A
VALE.P
$1.03M 0.2%
+106,000
New +$1.26M
ATVI
96
DELISTED
Activision Blizzard
ATVI
$1.02M 0.2%
49,100
+31,700
+182% +$721K
MAS icon
97
Masco
MAS
$14.6B
$1.01M 0.19%
+48,024
New +$949K
CPN
98
DELISTED
Calpine Corporation
CPN
$1M 0.19%
46,300
+32,200
+228% +$729K
SWN
99
DELISTED
Southwestern Energy Company
SWN
$996K 0.19%
+28,500
New +$1.14M
FCX icon
100
Freeport-McMoran
FCX
$86.2B
$946K 0.18%
29,000
-98,900
-77% -$3.59M
2 3
4
5 6

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UWPG
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FWM
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RCIM
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TC
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NA
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GHC
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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.