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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
DVN icon
501
Devon Energy
DVN
$56.5B
– –
-13,100
Closed -$893K
ECL icon
502
Ecolab
ECL
$77B
– –
-3,000
Closed -$344K
EPP icon
503
iShares MSCI Pacific ex Japan ETF
EPP
$2.25B
– –
-8,500
Closed -$391K
VMRK
504
Vivmark Residential
VMRK
$50.8B
– –
-6,400
Closed -$394K
ERX icon
505
Direxion Daily Energy Bull 2X ETF
ERX
$266M
– –
-1,100
Closed -$1.05M
ETN icon
506
Eaton
ETN
$152B
– –
-7,800
Closed -$494K
EWA icon
507
iShares MSCI Australia ETF
EWA
$1.28B
– –
-44,100
Closed -$1.05M
EWH icon
508
iShares MSCI Hong Kong ETF
EWH
$1.16B
– –
-106,700
Closed -$2.17M
EWT icon
509
iShares MSCI Taiwan ETF
EWT
$11.6B
– –
-63,200
Closed -$1.93M
EWW icon
510
iShares MSCI Mexico ETF
EWW
$1.71B
– –
-8,000
Closed -$549K
EWZ icon
511
iShares MSCI Brazil ETF
EWZ
$8.6B
– –
-1,056,500
Closed -$45.9M
EXAS
512
DELISTED
Exact Sciences
EXAS
– –
-11,300
Closed -$218K
FCX icon
513
Freeport-McMoran
FCX
$99.6B
– –
-29,000
Closed -$946K
FDX icon
514
FedEx
FDX
$73B
– –
-6,500
Closed -$1.05M
FE icon
515
FirstEnergy
FE
$26.2B
– –
-15,300
Closed -$513K
FHN icon
516
First Horizon
FHN
$11.6B
– –
-37,800
Closed -$464K
FL
517
DELISTED
Foot Locker
FL
– –
-6,500
Closed -$361K
FMC icon
518
FMC
FMC
$1.41B
– –
-13,375
Closed -$663K
FNF icon
519
Fidelity National Financial
FNF
$11.7B
– –
-12,099
Closed -$233K
FNV icon
520
Franco-Nevada
FNV
$50.7B
– –
-4,600
Closed -$224K
FTI icon
521
TechnipFMC
FTI
$29.4B
– –
-5,914
Closed -$238K
GD icon
522
General Dynamics
GD
$97B
– –
-2,700
Closed -$343K
GDXJ icon
523
VanEck Junior Gold Miners ETF
GDXJ
$8.92B
– –
-48,300
Closed -$1.62M
GFI icon
524
Gold Fields
GFI
$38.2B
– –
-38,200
Closed -$148K
GSK icon
525
GSK
GSK
$100B
– –
-11,440
Closed -$657K
19 20
21
22 23

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.