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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
(+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 | 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 | |
|---|---|---|---|---|---|---|
|
TFM
401
DELISTED
THE FRESH MARKET, INC COM STK
TFM
| $222K | 0.03% |
5,400
-600
| -10% | -$22.8K |
|
402
D.R. Horton
DHI
$40.7B
| $220K | 0.03% |
+8,700
| New | +$204K |
|
|
SWI
403
DELISTED
SOLARWINDS INC COM STK (DE)
SWI
| $219K | 0.03% |
+4,400
| New | +$210K |
|
404
Hormel Foods
HRL
$14B
| $218K | 0.03% |
+8,400
| New | +$221K |
|
405
Middleby
MIDD
$6.03B
| $218K | 0.03% |
+2,200
| New | +$201K |
|
406
Cincinnati Financial
CINF
$26.8B
| $217K | 0.03% |
+4,200
| New | +$210K |
|
407
Brinker International
EAT
$9B
| $217K | 0.03% |
3,700
-1,900
| -34% | -$104K |
|
|
SBNY
408
DELISTED
Signature Bank
SBNY
| $214K | 0.03% |
+1,700
| New | +$203K |
|
409
The GEO Group
GEO
$4.1B
| $213K | 0.03% |
+7,950
| New | +$207K |
|
|
FRC
410
DELISTED
First Republic Bank
FRC
| $213K | 0.03% |
+4,100
| New | +$206K |
|
411
Cognizant
CTSH
$24.3B
| $210K | 0.03% |
+4,000
| New | +$200K |
|
412
Barclays
BCS
$93.4B
| $208K | 0.03% |
+14,952
| New | +$205K |
|
|
HNT
413
DELISTED
HEALTH NET INC
HNT
| $208K | 0.03% |
+3,900
| New | +$192K |
|
|
LPNT
414
DELISTED
LifePoint Health, Inc.
LPNT
| $208K | 0.03% |
+2,900
| New | +$201K |
|
415
Guidewire Software
GWRE
$12.8B
| $207K | 0.03% |
+4,100
| New | +$202K |
|
416
Idexx Laboratories
IDXX
$44.1B
| $207K | 0.03% |
+2,800
| New | +$196K |
|
|
N
417
DELISTED
Netsuite Inc
N
| $207K | 0.03% |
+1,900
| New | +$194K |
|
418
Weyerhaeuser
WY
$16.9B
| $204K | 0.03% |
5,700
-13,400
| -70% | -$460K |
|
|
WDR
419
DELISTED
Waddell & Reed Financial, Inc.
WDR
| $204K | 0.03% |
+4,100
| New | +$196K |
|
420
MSC Industrial Direct
MSM
$6.78B
| $203K | 0.03% |
+2,500
| New | +$204K |
|
421
Live Nation Entertainment
LYV
$42.7B
| $201K | 0.03% |
7,700
-2,500
| -25% | -$63K |
|
|
EV
422
DELISTED
Eaton Vance Corp.
EV
| $200K | 0.03% |
+4,900
| New | +$193K |
|
|
HTS
423
DELISTED
HATTERAS FINANCIAL CORP
HTS
| $200K | 0.03% |
+10,900
| New | +$206K |
|
|
CY
424
DELISTED
Cypress Semiconductor
CY
| $191K | 0.03% |
+13,400
| New | +$148K |
|
|
JNS
425
DELISTED
Janus Capital Group Inc
JNS
| $190K | 0.03% |
11,800
-15,300
| -56% | -$230K |
|
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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.