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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
HBI
276
DELISTED
Hanesbrands
HBI
$479K 0.07%
+17,200
New +$472K
A icon
277
Agilent Technologies
A
$39.2B
$474K 0.07%
+11,600
New +$468K
GEN icon
278
Gen Digital
GEN
$16.3B
$467K 0.07%
+18,200
New +$453K
OI icon
279
O-I Glass
OI
$1.13B
$466K 0.07%
+17,300
New +$445K
AGCO icon
280
AGCO
AGCO
$7.76B
$465K 0.07%
+10,300
New +$456K
SYK icon
281
Stryker
SYK
$133B
$462K 0.07%
+4,900
New +$435K
DE icon
282
Deere & Co
DE
$162B
$460K 0.07%
+5,200
New +$449K
BRCD
283
DELISTED
Brocade Communications Systems, Inc. NEW
BRCD
$455K 0.07%
38,500
+20,500
+114% +$222K
ASML icon
284
ASML
ASML
$634B
$452K 0.07%
4,200
+1,500
+56% +$152K
MTB icon
285
M&T Bank
MTB
$35.8B
$452K 0.07%
3,600
+400
+13% +$49.1K
CVC
286
DELISTED
CABLEVISION SYS CP NY GRP CL-A
CVC
$449K 0.07%
+21,800
New +$416K
KLAC icon
287
KLA
KLAC
$236B
$443K 0.07%
+63,000
New +$465K
BMRN icon
288
BioMarin Pharmaceuticals
BMRN
$11.7B
$442K 0.07%
4,900
-1,800
-27% -$150K
CMI icon
289
Cummins
CMI
$87.3B
$432K 0.07%
+3,000
New +$424K
EXPE icon
290
Expedia Group
EXPE
$35.2B
$426K 0.07%
5,000
-1,600
-24% -$136K
EG icon
291
Everest Group
EG
$14.9B
$425K 0.07%
+2,500
New +$422K
AEO icon
292
American Eagle Outfitters
AEO
$2.9B
$419K 0.06%
+30,200
New +$408K
CRI icon
293
Carter's
CRI
$1.39B
$419K 0.06%
4,800
-3,300
-41% -$266K
CHL
294
DELISTED
China Mobile Limited
CHL
$417K 0.06%
7,100
-16,900
-70% -$1.01M
ULTA icon
295
Ulta Beauty
ULTA
$22.2B
$409K 0.06%
3,200
-11,900
-79% -$1.46M
WWAV
296
DELISTED
The WhiteWave Foods Company
WWAV
$409K 0.06%
11,700
-800
-6% -$28.4K
ASPS icon
297
Altisource Portfolio Solutions
ASPS
$58.8M
$408K 0.06%
+1,513
New +$782K
SCTY
298
DELISTED
SolarCity Corporation
SCTY
$406K 0.06%
+7,600
New +$408K
PFG icon
299
Principal Financial Group
PFG
$24.5B
$399K 0.06%
+7,700
New +$399K
FNGN
300
DELISTED
Financial Engines, Inc.
FNGN
$394K 0.06%
+10,800
New +$374K
10 11
12
13 14

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UWPG
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FWM
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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.