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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
CXO
551
DELISTED
CONCHO RESOURCES INC.
CXO
– –
-2,900
Closed -$419K
CBL
552
DELISTED
CBL& Associates Properties, Inc.
CBL
– –
-13,000
Closed -$247K
AMTD
553
DELISTED
TD Ameritrade Holding Corp
AMTD
– –
-10,900
Closed -$341K
NBL
554
DELISTED
Noble Energy, Inc.
NBL
– –
-19,500
Closed -$1.51M
DNR
555
DELISTED
Denbury Resources, Inc.
DNR
– –
-23,000
Closed -$424K
CHK
556
DELISTED
Chesapeake Energy Corporation
CHK
– –
-473
Closed -$2.78M
TUES
557
DELISTED
Tuesday Morning Corp
TUES
– –
-11,900
Closed -$212K
MDR
558
DELISTED
McDermott International
MDR
– –
-12,300
Closed -$298K
VIAB
559
DELISTED
Viacom Inc. Class B
VIAB
– –
-2,500
Closed -$216K
APC
560
DELISTED
Anadarko Petroleum
APC
– –
-3,800
Closed -$415K
TFCF
561
DELISTED
Twenty-First Century Fox, Inc. Class B
TFCF
– –
-19,200
Closed -$657K
SN
562
DELISTED
Sanchez Energy Corporation
SN
– –
-10,700
Closed -$402K
DNB
563
DELISTED
Dun & Bradstreet
DNB
– –
-5,800
Closed -$639K
PX
564
DELISTED
Praxair Inc
PX
– –
-1,600
Closed -$212K
SVU
565
DELISTED
SUPERVALU Inc.
SVU
– –
-3,143
Closed -$180K
ANDV
566
DELISTED
Andeavor
ANDV
– –
-4,300
Closed -$252K
GST
567
DELISTED
Gastar Exploration Inc.
GST
– –
-13,400
Closed -$116K
JASO
568
DELISTED
JA Solar Holdings, Co., Ltd
JASO
– –
-13,400
Closed -$145K
TWX
569
DELISTED
Time Warner Inc
TWX
– –
-46,700
Closed -$3.28M
MON
570
DELISTED
Monsanto Co
MON
– –
-8,800
Closed -$1.1M
OA
571
DELISTED
Orbital ATK, Inc.
OA
– –
-2,500
Closed -$334K
BBG
572
DELISTED
Bill Barrett Corp
BBG
– –
-15,000
Closed -$401K
SNI
573
DELISTED
Scripps Networks Interactive, Inc Common Class A
SNI
– –
-5,400
Closed -$438K
RGC
574
DELISTED
Regal Entertainment Group
RGC
– –
-12,000
Closed -$253K
BWLD
575
DELISTED
Buffalo Wild Wings, Inc.
BWLD
– –
-3,000
Closed -$497K
21 22
23
24 25

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HIC
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AGAM
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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
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DLP
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SIC
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GC
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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 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.