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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
O icon
551
Realty Income
O
$61.1B
– –
-10,010
Closed -$395K
ODP
552
DELISTED
ODP
ODP
– –
-2,650
Closed -$136K
OHI icon
553
Omega Healthcare
OHI
$15.3B
– –
-10,900
Closed -$372K
OIH icon
554
VanEck Oil Services ETF
OIH
$1.97B
– –
-4,195
Closed -$4.16M
OKE icon
555
Oneok
OKE
$56.7B
– –
-7,000
Closed -$458K
PANW icon
556
Palo Alto Networks
PANW
$256B
– –
-130,800
Closed -$2.14M
PBR icon
557
Petrobras
PBR
$120B
– –
-576,500
Closed -$8.18M
PBR.A icon
558
Petrobras Class A
PBR.A
$106B
– –
-222,500
Closed -$3.31M
PG icon
559
Procter & Gamble
PG
$340B
– –
-4,000
Closed -$334K
PII icon
560
Polaris
PII
$3.83B
– –
-2,600
Closed -$389K
POST icon
561
Post Holdings
POST
$4.42B
– –
-13,599
Closed -$295K
PSEC icon
562
Prospect Capital
PSEC
$1.08B
– –
-16,800
Closed -$166K
PSX icon
563
Phillips 66
PSX
$82.9B
– –
-7,300
Closed -$593K
RCL icon
564
Royal Caribbean
RCL
$86.5B
– –
-5,400
Closed -$363K
RGLD icon
565
Royal Gold
RGLD
$16.6B
– –
-4,800
Closed -$311K
RIG icon
566
Transocean
RIG
$5.48B
– –
-48,100
Closed -$1.54M
ROST icon
567
Ross Stores
ROST
$80.8B
– –
-30,200
Closed -$1.14M
RRC icon
568
Range Resources
RRC
$9.33B
– –
-11,000
Closed -$745K
SEE
569
DELISTED
Sealed Air
SEE
– –
-23,900
Closed -$833K
SEM
570
DELISTED
Select Medical
SEM
– –
-24,870
Closed -$161K
SID icon
571
Companhia Siderúrgica Nacional
SID
$1.37B
– –
-33,300
Closed -$118K
SIG icon
572
Signet Jewelers
SIG
$3.84B
– –
-4,700
Closed -$535K
SLB icon
573
SLB Ltd
SLB
$72.7B
– –
-17,900
Closed -$1.82M
SLV icon
574
iShares Silver Trust
SLV
$27.7B
– –
-49,600
Closed -$810K
SM icon
575
SM Energy
SM
$7.6B
– –
-9,400
Closed -$733K
21 22
23
24 25

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MK
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TFP
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UWPG
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FWM
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RCIM
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TC
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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.