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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
WTW icon
526
Willis Towers Watson
WTW
$29.9B
– –
-2,794
Closed -$320K
WYNN icon
527
Wynn Resorts
WYNN
$8.93B
– –
-5,100
Closed -$1.06M
XLV icon
528
State Street Health Care Select Sector SPDR ETF
XLV
$43.5B
– –
-36,000
Closed -$2.19M
XLY icon
529
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
$21.1B
– –
-57,400
Closed -$1.92M
XOP icon
530
State Street SPDR S&P Oil & Gas Exploration & Production ETF
XOP
$4.19B
– –
-19,275
Closed -$6.34M
XRX icon
531
Xerox
XRX
$454M
– –
-20,303
Closed -$665K
XRT icon
532
State Street SPDR S&P Retail ETF
XRT
$395M
– –
-17,200
Closed -$746K
ZTS icon
533
Zoetis
ZTS
$30.3B
– –
-23,100
Closed -$745K
CPAY icon
534
Corpay
CPAY
$26.8B
– –
-4,300
Closed -$566K
BERY
535
DELISTED
Berry Global Group, Inc.
BERY
– –
-9,365
Closed -$221K
SRCL
536
DELISTED
Stericycle Inc
SRCL
– –
-1,900
Closed -$224K
SPWR
537
DELISTED
SunPower Corporation Common Stock
SPWR
– –
-53,292
Closed -$1.43M
GOL
538
DELISTED
Gol Linhas Aéreas Inteligentes S.A. American Depositary Shares (Each representing Ten Preferred Shares)
GOL
– –
-6,600
Closed -$72K
SRC
539
DELISTED
SPIRIT REALTY CAPITAL, INC.
SRC
– –
-13,781
Closed -$702K
CHS
540
DELISTED
Chicos FAS, Inc.
CHS
– –
-16,500
Closed -$279K
VMW
541
DELISTED
VMware, Inc
VMW
– –
-9,600
Closed -$929K
PDCE
542
DELISTED
PDC Energy, Inc.
PDCE
– –
-6,100
Closed -$385K
DS
543
DELISTED
Drive Shack Inc.
DS
– –
-17,468
Closed -$90K
CTXS
544
DELISTED
Citrix Systems Inc
CTXS
– –
-26,246
Closed -$1.31M
PBCT
545
DELISTED
People's United Financial Inc
PBCT
– –
-33,000
Closed -$500K
NUAN
546
DELISTED
Nuance Communications, Inc.
NUAN
– –
-91,361
Closed -$1.48M
XEC
547
DELISTED
CIMAREX ENERGY CO
XEC
– –
-2,700
Closed -$387K
MXIM
548
DELISTED
Maxim Integrated Products
MXIM
– –
-21,100
Closed -$713K
NAV
549
DELISTED
Navistar International
NAV
– –
-6,800
Closed -$254K
SINA
550
DELISTED
Sina Corp
SINA
– –
-20,500
Closed -$1.02M
20 21
22
23 24

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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.