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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
+5.36%
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
$648M
AUM Growth
+$130M
(+25%)
Cap. Flow
+$112M
Cap. Flow
% of AUM
17.28%
Top 10 Holdings %
Top 10 Hldgs %
26.73%
Holding
663
New
335
Increased
58
Reduced
71
Closed
197
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
iShares China Large-Cap ETF
FXI
|
+$36.2M |
| 2 |
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
|
+$16.8M |
| 3 |
Alibaba
BABA
|
+$14.6M |
| 4 |
State Street Financial Select Sector SPDR ETF
XLF
|
+$11.2M |
| 5 |
Oracle
ORCL
|
+$11M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
iShares MSCI Brazil ETF
EWZ
|
+$45.9M |
| 2 |
VanEck Gold Miners ETF
GDX
|
+$31.9M |
| 3 |
YHOO
Yahoo Inc
YHOO
|
+$29.4M |
| 4 |
Tesla
TSLA
|
+$20.3M |
| 5 |
State Street Energy Select Sector SPDR ETF
XLE
|
+$14.8M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Miscellaneous | 20.68% |
| 2 | Financials | 18.59% |
| 3 | Technology | 13.44% |
| 4 | Healthcare | 13.25% |
| 5 | Consumer Discretionary | 9.4% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
|
FISV
301
Fiserv Inc
FISV
$26.3B
| $390K | 0.06% |
+11,000
| New | +$377K |
|
|
CSC
302
DELISTED
Computer Sciences
CSC
| $384K | 0.06% |
+14,475
| New | +$373K |
|
303
NVR
NVR
$16.5B
| $382K | 0.06% |
+300
| New | +$364K |
|
304
Nasdaq
NDAQ
$49.6B
| $374K | 0.06% |
+23,400
| New | +$344K |
|
305
NextEra Energy
NEE
$168B
| $372K | 0.06% |
+14,000
| New | +$354K |
|
|
GRA
306
DELISTED
W.R. Grace & Co.
GRA
| $372K | 0.06% |
+3,900
| New | +$363K |
|
307
Valero Energy
VLO
$116B
| $371K | 0.06% |
+7,500
| New | +$363K |
|
308
CoStar Group
CSGP
$12.3B
| $367K | 0.06% |
+20,000
| New | +$323K |
|
309
Service Corp International
SCI
$11B
| $367K | 0.06% |
+16,200
| New | +$355K |
|
310
Rockwell Automation
ROK
$46.1B
| $366K | 0.06% |
+3,300
| New | +$362K |
|
|
DATA
311
DELISTED
Tableau Software, Inc.
DATA
| $364K | 0.06% |
+4,300
| New | +$342K |
|
312
Graphic Packaging
GPK
$2.87B
| $363K | 0.06% |
+26,700
| New | +$331K |
|
313
United Therapeutics
UTHR
$21.4B
| $362K | 0.06% |
2,800
-3,900
| -58% | -$503K |
|
314
Opko Health
OPK
$1.21B
| $357K | 0.06% |
+35,800
| New | +$306K |
|
315
Viatris
VTRS
$19.5B
| $355K | 0.05% |
+6,300
| New | +$338K |
|
|
BID
316
DELISTED
Sotheby's
BID
| $354K | 0.05% |
+8,200
| New | +$324K |
|
|
CTXS
317
DELISTED
Citrix Systems Inc
CTXS
| $350K | 0.05% |
+6,907
| New | +$357K |
|
|
VAR
318
DELISTED
Varian Medical Systems, Inc.
VAR
| $346K | 0.05% |
+4,562
| New | +$340K |
|
319
Timken Company
TKR
$8.09B
| $345K | 0.05% |
+8,100
| New | +$340K |
|
320
Raymond James Financial
RJF
$31.7B
| $343K | 0.05% |
+9,000
| New | +$330K |
|
321
Cooper Companies
COO
$10.4B
| $340K | 0.05% |
8,400
-6,800
| -45% | -$273K |
|
322
Eldorado Gold
EGO
$10.6B
| $336K | 0.05% |
11,060
-2,780
| -20% | -$90.1K |
|
323
ICICI Bank
IBN
$101B
| $336K | 0.05% |
+32,010
| New | +$327K |
|
324
Moody's
MCO
$80.6B
| $335K | 0.05% |
+3,500
| New | +$339K |
|
|
ARIA
325
DELISTED
Ariad Pharmaceuticals Inc
ARIA
| $335K | 0.05% |
+48,900
| New | +$306K |
|
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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 Miscellaneous at 21% of assets, down from 32% a quarter earlier, followed by Financials and Technology.
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.