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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
SDRL
101
DELISTED
Seadrill Limited Common Stock
SDRL
$941K 0.18%
131
+104
+385% +$983K
CMG icon
102
Chipotle Mexican Grill
CMG
$44.1B
$933K 0.18%
70,000
+50,000
+250% +$655K
ALXN
103
DELISTED
Alexion Pharmaceuticals
ALXN
$928K 0.18%
+5,600
New +$920K
VFC icon
104
VF Corp
VFC
$5B
$924K 0.18%
+14,868
New +$889K
BTU
105
DELISTED
PEABODY ENERGY CORP COM STK NEW (DE)
BTU
$917K 0.18%
+4,940
New +$1.12M
ESV
106
DELISTED
Ensco Rowan plc
ESV
$900K 0.17%
5,450
+3,025
+125% +$600K
DVN icon
107
Devon Energy
DVN
$56.5B
$893K 0.17%
+13,100
New +$974K
PRGO icon
108
Perrigo
PRGO
$1.88B
$886K 0.17%
+5,900
New +$880K
NUE icon
109
Nucor
NUE
$58.7B
$868K 0.17%
+16,000
New +$844K
UTHR icon
110
United Therapeutics
UTHR
$21.5B
$861K 0.17%
+6,700
New +$691K
SEE
111
DELISTED
Sealed Air
SEE
$833K 0.16%
23,900
+9,100
+61% +$315K
EXXI
112
DELISTED
ENERGY XXI LTD COM SHS
EXXI
$828K 0.16%
73,000
+63,900
+702% +$1.14M
PNC icon
113
PNC Financial Services
PNC
$96.1B
$813K 0.16%
+9,500
New +$808K
SLV icon
114
iShares Silver Trust
SLV
$31B
$810K 0.16%
49,600
-44,000
-47% -$832K
WPX
115
DELISTED
WPX Energy, Inc.
WPX
$796K 0.15%
33,100
+21,600
+188% +$511K
BLK icon
116
Blackrock
BLK
$164B
$787K 0.15%
2,400
-2,200
-48% -$708K
ZBH icon
117
Zimmer Biomet
ZBH
$18.8B
$774K 0.15%
7,931
+4,532
+133% +$446K
CMCSK
118
DELISTED
COMCAST CORP SPL A (NEW)
CMCSK
$770K 0.15%
14,400
+6,000
+71% +$321K
JBLU icon
119
JetBlue
JBLU
$1.61B
$762K 0.15%
71,800
+58,700
+448% +$670K
SD
120
DELISTED
SANDRIDGE ENERGY, INC.
SD
$758K 0.15%
176,700
+111,500
+171% +$623K
AUY
121
DELISTED
Yamana Gold, Inc.
AUY
$752K 0.15%
+125,400
New +$1,000K
ENDP
122
DELISTED
Endo International plc
ENDP
$751K 0.14%
+11,000
New +$725K
BG icon
123
Bunge Global
BG
$23.4B
$749K 0.14%
+8,900
New +$718K
URBN icon
124
Urban Outfitters
URBN
$6.5B
$748K 0.14%
+20,400
New +$750K
STLD icon
125
Steel Dynamics
STLD
$34.3B
$746K 0.14%
+33,000
New +$722K
3 4
5
6 7

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.