We are live on ! Find out more
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
LVNTA
626
DELISTED
Liberty Interactive Corporation Series A Liberty Ventures
LVNTA
– –
-9,000
Closed -$341K
CPN
627
DELISTED
Calpine Corporation
CPN
– –
-46,300
Closed -$1M
VALE.P
628
DELISTED
Vale S A
VALE.P
– –
-106,000
Closed -$1.03M
ALR
629
DELISTED
Alere Inc
ALR
– –
-9,600
Closed -$372K
MACK
630
DELISTED
Merrimack Pharmaceuticals, Inc.
MACK
– –
-2,313
Closed -$159K
ALJ
631
DELISTED
Alon USA Energy Inc
ALJ
– –
-16,400
Closed -$235K
ZLTQ
632
DELISTED
ZELTIQ Aesthetics, Inc.
ZLTQ
– –
-15,000
Closed -$339K
SE
633
DELISTED
Spectra Energy Corp Wi
SE
– –
-12,200
Closed -$478K
ISIL
634
DELISTED
Intersil Corp
ISIL
– –
-19,600
Closed -$278K
MEG
635
DELISTED
Media General, Inc
MEG
– –
-10,300
Closed -$135K
LGF
636
DELISTED
Lions Gate Entertainment
LGF
– –
-7,600
Closed -$250K
DRYS
637
DELISTED
DryShips Inc. Common Stock
DRYS
– –
0
– -$28K
ESI
638
DELISTED
ITT EDUCATIONAL SERVICES INC
ESI
– –
-16,400
Closed -$70K
IHS
639
DELISTED
IHS INC CL-A COM STK
IHS
– –
-2,800
Closed -$350K
ADT
640
DELISTED
ADT Corp
ADT
– –
-14,600
Closed -$517K
BTU
641
DELISTED
PEABODY ENERGY CORP COM STK NEW (DE)
BTU
– –
-4,940
Closed -$917K
ACI
642
DELISTED
ARCH COAL, INC.
ACI
– –
-8,710
Closed -$184K
MM
643
DELISTED
MILLENNIAL MEDIA INC COM STK (DE)
MM
– –
-25,500
Closed -$47K
CTRX
644
DELISTED
CATAMARAN CORP COM STK (CDA)
CTRX
– –
-6,900
Closed -$290K
ANR
645
DELISTED
Alpha Natural Resources Inc
ANR
– –
-71,800
Closed -$178K
WLT
646
DELISTED
WALTER ENERGY INC COM STK (DE)
WLT
– –
-99,700
Closed -$233K
RKT
647
DELISTED
ROCK-TENN COMPANY CL-A
RKT
– –
-4,400
Closed -$209K
XLS
648
DELISTED
EXELIS INC COM STK
XLS
– –
-17,000
Closed -$281K
ARUN
649
DELISTED
ARUBA NETWORKS, INC.
ARUN
– –
-31,200
Closed -$673K
VOLC
650
DELISTED
VOLCANO CORPORATION COM STK
VOLC
– –
-12,700
Closed -$135K
23 24 25
26
27

Similar funds

MK
MASTERINVEST Kapitalanlage Vienna $962M AUM 27.59% 1-Year Est. Return
TFP
Triple Frond Partners San Francisco, California $963M AUM 27.45% 1-Year Est. Return
UWPG
Ullmann Wealth Partners Group Jacksonville Beach, Florida $963M AUM 17.06% 1-Year Est. Return
FWM
Focused Wealth Management Newburgh, New York $964M AUM 18.71% 1-Year Est. Return
RCIM
Red Cedar Investment Management Grand Rapids, Michigan $965M AUM 30.25% 1-Year Est. Return
TC
TwinBeech Capital Purchase, New York $965M AUM 0.23% 1-Year Est. Return
NA
Navellier & Associates Reno, Nevada $960M AUM 79.37% 1-Year Est. Return
GHC
Graham Holdings Company Arlington, Virginia $967M AUM 15.12% 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 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.