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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
EWZ icon
1
iShares MSCI Brazil ETF
EWZ
$8.98B
$45.9M 8.85%
1,056,500
+1,043,300
+7,904% +$51.6M
GDX icon
2
VanEck Gold Miners ETF
GDX
$22.5B
$41.8M 8.06%
1,956,500
+1,793,000
+1,097% +$45.8M
YHOO
3
DELISTED
Yahoo Inc
YHOO
$26.1M 5.04%
+640,900
New +$24M
META icon
4
Meta Platforms (Facebook)
META
$1.49T
$22.9M 4.42%
289,900
-100,300
-26% -$7.36M
TSLA icon
5
Tesla
TSLA
$1.18T
$20.3M 3.91%
1,254,000
+1,129,500
+907% +$18.6M
XLE icon
6
State Street Energy Select Sector SPDR ETF
XLE
$39B
$14.8M 2.86%
327,000
+198,800
+155% +$9.63M
VXX
7
DELISTED
iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019
VXX
$12.9M 2.48%
25,775
-5,756
-18% -$2.66M
BAC icon
8
Bank of America
BAC
$429B
$12.4M 2.39%
+727,300
New +$11.6M
MU icon
9
Micron Technology
MU
$835B
$11.8M 2.27%
343,200
+157,600
+85% +$5.1M
IYR icon
10
iShares US Real Estate ETF
IYR
$4.75B
$8.85M 1.71%
+127,900
New +$9.27M
PBR icon
11
Petrobras
PBR
$120B
$8.18M 1.58%
576,500
+365,300
+173% +$6.11M
VWO icon
12
Vanguard FTSE Emerging Markets ETF
VWO
$117B
$7.81M 1.51%
+187,300
New +$8.32M
XLF icon
13
State Street Financial Select Sector SPDR ETF
XLF
$56.5B
$6.63M 1.28%
325,910
+83,158
+34% +$1.68M
CMCSA icon
14
Comcast
CMCSA
$87.3B
$6.25M 1.2%
232,400
+88,600
+62% +$2.43M
NKE icon
15
Nike
NKE
$64.1B
$6.24M 1.2%
139,800
+83,000
+146% +$3.29M
X
16
DELISTED
US Steel
X
$5.22M 1.01%
133,400
+124,100
+1,334% +$4.35M
CVX icon
17
Chevron
CVX
$382B
$5.11M 0.98%
42,800
-14,200
-25% -$1.81M
JPM icon
18
JPMorgan Chase
JPM
$916B
$4.23M 0.82%
70,200
+61,100
+671% +$3.57M
OIH icon
19
VanEck Oil Services ETF
OIH
$1.97B
$4.16M 0.8%
+4,195
New +$4.56M
GS icon
20
Goldman Sachs
GS
$289B
$4.11M 0.79%
22,400
+3,000
+15% +$527K
TWTR
21
DELISTED
Twitter, Inc.
TWTR
$4.09M 0.79%
+79,400
New +$3.59M
LNKD
22
DELISTED
LinkedIn Corporation
LNKD
$3.95M 0.76%
+19,000
New +$3.79M
DG icon
23
Dollar General
DG
$28.4B
$3.58M 0.69%
58,600
-41,500
-41% -$2.48M
JNJ icon
24
Johnson & Johnson
JNJ
$640B
$3.56M 0.69%
+33,400
New +$3.46M
RTN
25
DELISTED
Raytheon Company
RTN
$3.37M 0.65%
+33,200
New +$3.18M
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.