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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
SONY icon
351
Sony
SONY
$134B
$300K 0.05%
+73,500
New +$290K
HAIN icon
352
Hain Celestial
HAIN
$44.4M
$297K 0.05%
5,100
-2,900
-36% -$157K
COP icon
353
ConocoPhillips
COP
$145B
$296K 0.05%
+4,300
New +$300K
LHX icon
354
L3Harris
LHX
$50.7B
$294K 0.05%
+4,100
New +$284K
VAL
355
DELISTED
Valspar
VAL
$294K 0.05%
+3,400
New +$279K
IPGP icon
356
IPG Photonics
IPGP
$3.6B
$292K 0.05%
+3,900
New +$277K
AXS icon
357
AXIS Capital
AXS
$7.67B
$291K 0.04%
+5,700
New +$279K
RAI
358
DELISTED
Reynolds American Inc
RAI
$289K 0.04%
9,000
-11,000
-55% -$348K
ACAD icon
359
Acadia Pharmaceuticals
ACAD
$4.55B
$288K 0.04%
9,100
-6,300
-41% -$179K
AES icon
360
AES
AES
$10.6B
$287K 0.04%
+20,900
New +$285K
CBL
361
DELISTED
CBL& Associates Properties, Inc.
CBL
$285K 0.04%
+14,700
New +$277K
APTV icon
362
Aptiv
APTV
$12.3B
$283K 0.04%
+3,900
New +$269K
FDS icon
363
Factset
FDS
$9.35B
$281K 0.04%
2,000
– –
AIZ icon
364
Assurant
AIZ
$14B
$280K 0.04%
+4,100
New +$273K
MSCI icon
365
MSCI
MSCI
$41.9B
$279K 0.04%
+5,900
New +$276K
TER icon
366
Teradyne
TER
$57.2B
$279K 0.04%
+14,100
New +$266K
ANSS
367
DELISTED
Ansys
ANSS
$278K 0.04%
+3,400
New +$269K
MTG icon
368
MGIC Investment
MTG
$6.44B
$278K 0.04%
+29,900
New +$262K
PCL
369
DELISTED
PLUM CREEK TIMBER CO (REIT)
PCL
$278K 0.04%
+6,500
New +$267K
LAMR icon
370
Lamar Advertising Co
LAMR
$16.3B
$268K 0.04%
+5,000
New +$258K
CPAY icon
371
Corpay
CPAY
$25.5B
$267K 0.04%
+1,800
New +$259K
ENTA icon
372
Enanta Pharmaceuticals
ENTA
$378M
$264K 0.04%
+5,200
New +$233K
ULTI
373
DELISTED
Ultimate Software Group Inc
ULTI
$264K 0.04%
+1,800
New +$261K
TSS
374
DELISTED
Total System Services, Inc.
TSS
$261K 0.04%
+7,700
New +$249K
REXX
375
DELISTED
Rex Energy Corporation
REXX
$261K 0.04%
+5,130
New +$394K
13 14
15
16 17

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UWPG
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FWM
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RCIM
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NA
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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.