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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
+5.36%
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
$648M
AUM Growth
+$130M
Cap. Flow
+$112M
Cap. Flow %
17.28%
Top 10 Hldgs %
26.73%
Holding
663
New
335
Increased
58
Reduced
71
Closed
197

Top Buys

Rank Stock Value
1
FXI icon
iShares China Large-Cap ETF
FXI
+$36.2M
2
HYG icon
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
+$16.8M
3
BABA icon
Alibaba
BABA
+$14.6M
4
XLF icon
State Street Financial Select Sector SPDR ETF
XLF
+$11.2M
5
ORCL icon
Oracle
ORCL
+$11M

Top Sells

Rank Stock Value
1
EWZ icon
iShares MSCI Brazil ETF
EWZ
+$45.9M
2
GDX icon
VanEck Gold Miners ETF
GDX
+$31.9M
3
YHOO
Yahoo Inc
YHOO
+$29.4M
4
TSLA icon
Tesla
TSLA
+$20.3M
5
XLE icon
State Street Energy Select Sector SPDR ETF
XLE
+$14.8M

Sector Composition

Rank Sector Weight
1 Financials 18.45%
2 Technology 13.34%
3 Healthcare 13.02%
4 Consumer Discretionary 9.33%
5 Communication Services 8.2%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
PEG icon
251
Public Service Enterprise Group
PEG
$38.6B
$521K 0.08%
+12,600
New +$507K
VXX
252
DELISTED
iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019
VXX
$519K 0.08%
1,031
-24,744
-96% -$12.2M
GHC icon
253
Graham Holdings Company
GHC
$5.28B
$518K 0.08%
+993
New +$489K
TPR icon
254
Tapestry
TPR
$30.8B
$518K 0.08%
+13,800
New +$487K
VRSK icon
255
Verisk Analytics
VRSK
$26.1B
$518K 0.08%
8,100
+2,500
+45% +$156K
CHRW icon
256
C.H. Robinson
CHRW
$17.3B
$516K 0.08%
+6,900
New +$492K
FBIN icon
257
Fortune Brands Innovations
FBIN
$5.88B
$516K 0.08%
13,338
+4,914
+58% +$180K
IP icon
258
International Paper
IP
$22.8B
$514K 0.08%
+10,138
New +$496K
TNL icon
259
Travel + Leisure Co
TNL
$4.61B
$514K 0.08%
+13,290
New +$481K
TIF
260
DELISTED
Tiffany & Co.
TIF
$512K 0.08%
+4,800
New +$480K
CBRE icon
261
CBRE Group
CBRE
$43.8B
$506K 0.08%
+14,800
New +$473K
AFSI
262
DELISTED
AmTrust Financial Services, Inc.
AFSI
$506K 0.08%
+18,000
New +$453K
BMR
263
DELISTED
BIOMED REALTY TRUST INC
BMR
$506K 0.08%
+23,500
New +$501K
FOSL icon
264
Fossil Group
FOSL
$288M
$498K 0.08%
+4,500
New +$470K
MHFI
265
DELISTED
MCGRAW-HILL FINANCIAL INC COM
MHFI
$498K 0.08%
5,600
-14,400
-72% -$1.26M
LNC icon
266
Lincoln National
LNC
$8.8B
$495K 0.08%
+8,600
New +$468K
TT icon
267
Trane Technologies
TT
$97.3B
$494K 0.08%
+7,800
New +$476K
DLR icon
268
Digital Realty Trust
DLR
$71.5B
$490K 0.08%
7,400
+1,800
+32% +$120K
JAH
269
DELISTED
JARDEN CORPORATION
JAH
$488K 0.08%
+10,200
New +$444K
PBI icon
270
Pitney Bowes
PBI
$2.46B
$487K 0.08%
+20,000
New +$489K
IFF icon
271
International Flavors & Fragrances
IFF
$20.3B
$486K 0.08%
+4,800
New +$474K
ROP icon
272
Roper Technologies
ROP
$38.5B
$484K 0.07%
+3,100
New +$475K
PCP
273
DELISTED
PRECISION CASTPARTS CORP
PCP
$481K 0.07%
+2,000
New +$462K
FAST icon
274
Fastenal
FAST
$53.5B
$480K 0.07%
+40,400
New +$452K
ARCC icon
275
Ares Capital
ARCC
$13.5B
$479K 0.07%
+30,700
New +$490K
9 10
11
12 13

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FWM
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RCIM
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GHC
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Quantitative Investment Management's Q4 2014 Portfolio in Review

As of Q4 2014, Quantitative Investment Management held 663 positions worth $648M, up 25% from $519M the previous quarter. Its ten largest holdings account for 27% of the portfolio.

Quantitative Investment Management deployed $112M of net new capital in Q4 2014, opening 335 new positions and adding to 58 existing holdings. Its largest new stake was iShares iBoxx $ High Yield Corporate Bond ETF: 184,000 shares worth $16.5M.

By sector, the portfolio is most concentrated in Financials at 18% of assets, up from 9.8% a quarter earlier, followed by Technology and Healthcare.

On the sell side, the largest reduction was VanEck Gold Miners ETF, an estimated $31.9M trimmed.

  • Quantitative Investment Management's largest Q4 2014 buy was iShares iBoxx $ High Yield Corporate Bond ETF: 184,000 shares worth $16.5M.
  • Quantitative Investment Management added most to iShares China Large-Cap ETF in Q4 2014, an estimated $36.2M increase.
  • Quantitative Investment Management's biggest Q4 2014 reduction was VanEck Gold Miners ETF, cutting an estimated $31.9M.
  • Quantitative Investment Management fully exited iShares MSCI Brazil ETF in Q4 2014, selling an estimated $45.9M.
  • Quantitative Investment Management's ten largest holdings make up 27% of its $648M portfolio in Q4 2014.
  • Quantitative Investment Management opened 335 new positions and closed 197 in Q4 2014.
  • Quantitative Investment Management's portfolio value rose 25% quarter-over-quarter to $648M.

Based on Quantitative Investment Management's 13F filing for Q4 2014, filed 5 Feb 2015.