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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
MTB icon
201
M&T Bank
MTB
$36.3B
$394K 0.08%
3,200
+500
+19% +$61.5K
JNS
202
DELISTED
Janus Capital Group Inc
JNS
$394K 0.08%
27,100
+6,000
+28% +$72.8K
XME icon
203
State Street SPDR S&P Metals & Mining ETF
XME
$3.75B
$393K 0.08%
10,700
-7,700
-42% -$322K
ARWR icon
204
Arrowhead Research
ARWR
$12.1B
$392K 0.08%
26,600
+14,600
+122% +$199K
EPP icon
205
iShares MSCI Pacific ex Japan ETF
EPP
$2.21B
$391K 0.08%
8,500
+1,000
+13% +$50K
PII icon
206
Polaris
PII
$3.83B
$389K 0.08%
+2,600
New +$376K
ANDE icon
207
Andersons Inc
ANDE
$2.39B
$383K 0.07%
+6,100
New +$372K
ACAD icon
208
Acadia Pharmaceuticals
ACAD
$4.51B
$381K 0.07%
+15,400
New +$360K
MHK icon
209
Mohawk Industries
MHK
$6.91B
$377K 0.07%
2,800
-3,300
-54% -$454K
NI icon
210
NiSource
NI
$21.5B
$372K 0.07%
+23,160
New +$354K
OHI icon
211
Omega Healthcare
OHI
$15.3B
$372K 0.07%
+10,900
New +$401K
ALR
212
DELISTED
Alere Inc
ALR
$372K 0.07%
9,600
+1,800
+23% +$67.4K
SYY icon
213
Sysco
SYY
$40.8B
$371K 0.07%
9,800
-14,500
-60% -$541K
CAG icon
214
Conagra Brands
CAG
$7.42B
$370K 0.07%
+14,392
New +$355K
APA icon
215
APA Corp
APA
$13B
$366K 0.07%
+3,900
New +$386K
SWIR
216
DELISTED
Sierra Wireless
SWIR
$366K 0.07%
+13,700
New +$329K
TFCFA
217
DELISTED
Twenty-First Century Fox, Inc. Class A
TFCFA
$366K 0.07%
10,700
-49,400
-82% -$1.71M
CNQ icon
218
Canadian Natural Resources
CNQ
$96.9B
$365K 0.07%
+19,444
New +$401K
HAS icon
219
Hasbro
HAS
$13.5B
$363K 0.07%
+6,600
New +$347K
RCL icon
220
Royal Caribbean
RCL
$86.8B
$363K 0.07%
5,400
-600
-10% -$37.2K
FL
221
DELISTED
Foot Locker
FL
$361K 0.07%
+6,500
New +$342K
CVE icon
222
Cenovus Energy
CVE
$54.2B
$360K 0.07%
+13,400
New +$409K
DECK icon
223
Deckers Outdoor
DECK
$14.1B
$359K 0.07%
22,200
-39,000
-64% -$596K
LNW
224
DELISTED
Light & Wonder
LNW
$359K 0.07%
+33,400
New +$341K
LOW icon
225
Lowe's Companies
LOW
$121B
$359K 0.07%
6,800
-3,900
-36% -$197K
7 8
9
10 11

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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.