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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
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 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
NRF
326
DELISTED
NorthStar Realty Finance Corp.
NRF
$335K 0.05%
+9,550
New +$340K
EPC icon
327
Edgewell Personal Care
EPC
$1.23B
$334K 0.05%
+3,507
New +$323K
PVH icon
328
PVH
PVH
$3.31B
$333K 0.05%
2,600
-1,900
-42% -$228K
AGU
329
DELISTED
Agrium
AGU
$331K 0.05%
+3,500
New +$328K
ALB icon
330
Albemarle
ALB
$12.9B
$330K 0.05%
5,500
-300
-5% -$17.7K
CAH icon
331
Cardinal Health
CAH
$54.1B
$330K 0.05%
4,100
-2,100
-34% -$166K
AMAT icon
332
Applied Materials
AMAT
$329B
$326K 0.05%
+13,100
New +$296K
MYGN icon
333
Myriad Genetics
MYGN
$368M
$326K 0.05%
9,600
+3,000
+45% +$106K
DOC icon
334
Healthpeak Properties
DOC
$14B
$325K 0.05%
+8,125
New +$322K
PRU icon
335
Prudential Financial
PRU
$40.4B
$325K 0.05%
+3,600
New +$309K
UHS icon
336
Universal Health Services
UHS
$10.7B
$322K 0.05%
+2,900
New +$305K
ALNY icon
337
Alnylam Pharmaceuticals
ALNY
$32B
$320K 0.05%
3,300
-500
-13% -$46.3K
DECK icon
338
Deckers Outdoor
DECK
$10.6B
$318K 0.05%
21,000
-1,200
-5% -$18.3K
HOLX
339
DELISTED
Hologic
HOLX
$318K 0.05%
+11,900
New +$307K
LRCX icon
340
Lam Research
LRCX
$337B
$317K 0.05%
+40,000
New +$310K
INFY icon
341
Infosys
INFY
$45B
$314K 0.05%
40,000
-40,000
-50% -$324K
TDC icon
342
Teradata
TDC
$2.71B
$314K 0.05%
+7,200
New +$308K
BRSL
343
Brightstar Lottery PLC
BRSL
$1.93B
$313K 0.05%
+18,200
New +$306K
UPBD icon
344
Upbound Group
UPBD
$1.04B
$312K 0.05%
+8,600
New +$277K
MRSH
345
Marsh
MRSH
$84.4B
$309K 0.05%
+5,400
New +$296K
AYI icon
346
Acuity Brands
AYI
$8.89B
$308K 0.05%
+2,200
New +$299K
LCI
347
DELISTED
Lannett Company, Inc.
LCI
$308K 0.05%
+1,800
New +$334K
NOK icon
348
Nokia
NOK
$56.7B
$307K 0.05%
+39,100
New +$316K
WU icon
349
Western Union
WU
$2.04B
$302K 0.05%
16,900
-1,100
-6% -$19.1K
TM icon
350
Toyota
TM
$228B
$301K 0.05%
+2,400
New +$288K
12 13
14
15 16

Similar funds

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 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.