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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
DVN icon
501
Devon Energy
DVN
$51.3B
– –
-13,100
Closed -$893K
ECL icon
502
Ecolab
ECL
$79.8B
– –
-3,000
Closed -$344K
EPP icon
503
iShares MSCI Pacific ex Japan ETF
EPP
$2.21B
– –
-8,500
Closed -$391K
EQR icon
504
Equity Residential
EQR
$25.8B
– –
-6,400
Closed -$394K
ERX icon
505
Direxion Daily Energy Bull 2X ETF
ERX
$231M
– –
-1,100
Closed -$1.05M
ETN icon
506
Eaton
ETN
$141B
– –
-7,800
Closed -$494K
EWA icon
507
iShares MSCI Australia ETF
EWA
$1.38B
– –
-44,100
Closed -$1.05M
EWH icon
508
iShares MSCI Hong Kong ETF
EWH
$1.23B
– –
-106,700
Closed -$2.17M
EWT icon
509
iShares MSCI Taiwan ETF
EWT
$9.13B
– –
-63,200
Closed -$1.93M
EWW icon
510
iShares MSCI Mexico ETF
EWW
$1.89B
– –
-8,000
Closed -$549K
EWZ icon
511
iShares MSCI Brazil ETF
EWZ
$8.98B
– –
-1,056,500
Closed -$45.9M
EXAS
512
DELISTED
Exact Sciences
EXAS
– –
-11,300
Closed -$218K
FCX icon
513
Freeport-McMoran
FCX
$86.2B
– –
-29,000
Closed -$946K
FDX icon
514
FedEx
FDX
$73B
– –
-6,500
Closed -$1.05M
FE icon
515
FirstEnergy
FE
$28.4B
– –
-15,300
Closed -$513K
FHN icon
516
First Horizon
FHN
$12.2B
– –
-37,800
Closed -$464K
FL
517
DELISTED
Foot Locker
FL
– –
-6,500
Closed -$361K
FMC icon
518
FMC
FMC
$1.25B
– –
-13,375
Closed -$663K
FNF icon
519
Fidelity National Financial
FNF
$14.4B
– –
-12,099
Closed -$233K
FNV icon
520
Franco-Nevada
FNV
$41.3B
– –
-4,600
Closed -$224K
FTI icon
521
TechnipFMC
FTI
$28.6B
– –
-5,914
Closed -$238K
GD icon
522
General Dynamics
GD
$103B
– –
-2,700
Closed -$343K
GDXJ icon
523
VanEck Junior Gold Miners ETF
GDXJ
$6.86B
– –
-48,300
Closed -$1.62M
GFI icon
524
Gold Fields
GFI
$28.8B
– –
-38,200
Closed -$148K
GSK icon
525
GSK
GSK
$107B
– –
-11,440
Closed -$657K
19 20
21
22 23

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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.