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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
SNV
376
DELISTED
Synovus
SNV
$260K 0.04%
+9,600
New +$243K
CCK icon
377
Crown Holdings
CCK
$12.9B
$259K 0.04%
5,100
-5,300
-51% -$255K
WTW icon
378
Willis Towers Watson
WTW
$31.7B
$259K 0.04%
+2,190
New +$245K
TCO
379
DELISTED
Taubman Centers Inc.
TCO
$259K 0.04%
+3,400
New +$260K
AVT icon
380
Avnet
AVT
$7.12B
$258K 0.04%
+6,000
New +$254K
TDG icon
381
TransDigm Group
TDG
$69.9B
$255K 0.04%
1,300
-300
-19% -$56.6K
EMBJ
382
Embraer S.A. ADS
EMBJ
$12.1B
$254K 0.04%
+6,900
New +$254K
ARRS
383
DELISTED
ARRIS International plc Ordinary Shares
ARRS
$250K 0.04%
+8,300
New +$235K
PKX icon
384
POSCO
PKX
$16.5B
$248K 0.04%
+3,900
New +$269K
DEI icon
385
Douglas Emmett
DEI
$2.02B
$247K 0.04%
+8,700
New +$240K
MRVL icon
386
Marvell Technology
MRVL
$165B
$245K 0.04%
+16,900
New +$229K
SKX
387
DELISTED
Skechers
SKX
$243K 0.04%
13,200
-21,000
-61% -$392K
WSM icon
388
Williams-Sonoma
WSM
$27.5B
$242K 0.04%
+6,400
New +$222K
BRK.B icon
389
Berkshire Hathaway Class B
BRK.B
$1.1T
$240K 0.04%
+1,600
New +$231K
ON icon
390
ON Semiconductor
ON
$32.6B
$240K 0.04%
+23,700
New +$208K
OCR
391
DELISTED
OMNICARE INC
OCR
$240K 0.04%
+3,300
New +$224K
RDN icon
392
Radian Group
RDN
$5.16B
$239K 0.04%
+14,300
New +$231K
SLG icon
393
SL Green Realty
SLG
$3.81B
$238K 0.04%
+2,066
New +$229K
HII icon
394
Huntington Ingalls Industries
HII
$12.6B
$236K 0.04%
2,100
-1,200
-36% -$126K
TMH
395
DELISTED
Team Health Holdings Inc
TMH
$235K 0.04%
4,100
-1,700
-29% -$97.9K
MKC icon
396
McCormick & Company Non-Voting
MKC
$13.7B
$230K 0.04%
+6,200
New +$222K
EXR icon
397
Extra Space Storage
EXR
$31.3B
$228K 0.04%
+3,900
New +$223K
ANAC
398
DELISTED
ANACOR PHARMACEUTICALS INC COM
ANAC
$228K 0.04%
+7,100
New +$213K
JLL icon
399
Jones Lang LaSalle
JLL
$16.8B
$224K 0.03%
+1,500
New +$207K
MDRX
400
DELISTED
Veradigm Inc. Common Stock
MDRX
$224K 0.03%
+17,600
New +$224K
14 15
16
17 18

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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.