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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
AIG icon
26
American International
AIG
$42.5B
$5M 0.77%
+89,200
New +$4.78M
MU icon
27
Micron Technology
MU
$835B
$4.73M 0.73%
135,200
-208,000
-61% -$6.89M
AGN
28
DELISTED
Allergan plc
AGN
$4.53M 0.7%
17,600
+11,700
+198% +$2.92M
KRE icon
29
State Street SPDR S&P Regional Banking ETF
KRE
$4.51B
$4.29M 0.66%
+105,500
New +$4.14M
MSFT icon
30
Microsoft
MSFT
$2.9T
$4.25M 0.65%
+91,400
New +$4.29M
EBAY icon
31
eBay
EBAY
$51.2B
$4.2M 0.65%
+177,725
New +$4.03M
ACN icon
32
Accenture
ACN
$106B
$4.01M 0.62%
+44,900
New +$3.73M
EOG icon
33
EOG Resources
EOG
$77.7B
$3.93M 0.61%
+42,700
New +$3.97M
MS icon
34
Morgan Stanley
MS
$319B
$3.86M 0.59%
99,400
+20,500
+26% +$729K
COF icon
35
Capital One
COF
$128B
$3.73M 0.58%
+45,200
New +$3.68M
DIS icon
36
Walt Disney
DIS
$171B
$3.72M 0.57%
+39,500
New +$3.56M
CELG
37
DELISTED
Celgene Corp
CELG
$3.71M 0.57%
+33,200
New +$3.5M
AMGN icon
38
Amgen
AMGN
$209B
$3.47M 0.54%
+21,800
New +$3.4M
DD
39
DELISTED
Du Pont De Nemours E I
DD
$3.34M 0.52%
47,596
-316
-0.7% -$21.1K
HPQ icon
40
HP
HPQ
$26B
$3.33M 0.51%
182,546
+151,057
+480% +$2.53M
CMG icon
41
Chipotle Mexican Grill
CMG
$43.9B
$3.22M 0.5%
235,000
+165,000
+236% +$2.16M
DFS
42
DELISTED
Discover Financial Services
DFS
$3.16M 0.49%
+48,200
New +$3.09M
HD icon
43
Home Depot
HD
$337B
$3.14M 0.48%
+29,900
New +$2.9M
AXP icon
44
American Express
AXP
$224B
$3.12M 0.48%
+33,500
New +$3M
LLY icon
45
Eli Lilly
LLY
$1.08T
$3.1M 0.48%
45,000
+21,800
+94% +$1.47M
TXN icon
46
Texas Instruments
TXN
$248B
$3.03M 0.47%
+56,600
New +$2.86M
EXC icon
47
Exelon
EXC
$48.1B
$2.95M 0.46%
+111,599
New +$2.86M
IBB icon
48
iShares Biotechnology ETF
IBB
$9.45B
$2.85M 0.44%
+28,200
New +$2.74M
LNG icon
49
Cheniere Energy
LNG
$54.2B
$2.85M 0.44%
+40,500
New +$2.86M
CRM icon
50
Salesforce
CRM
$154B
$2.76M 0.43%
+46,600
New +$2.75M
1
2
3 4 5

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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.