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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
PRGO icon
76
Perrigo
PRGO
$1.44B
$1.91M 0.29%
11,400
+5,500
+93% +$860K
ABT icon
77
Abbott
ABT
$187B
$1.8M 0.28%
+40,000
New +$1.74M
ADI icon
78
Analog Devices
ADI
$172B
$1.79M 0.28%
+32,300
New +$1.65M
X
79
DELISTED
US Steel
X
$1.79M 0.28%
67,000
-66,400
-50% -$2.21M
LNKD
80
DELISTED
LinkedIn Corporation
LNKD
$1.79M 0.28%
7,800
-11,200
-59% -$2.43M
USB icon
81
US Bancorp
USB
$97.9B
$1.78M 0.27%
+39,600
New +$1.7M
HON icon
82
Honeywell
HON
$76.4B
$1.76M 0.27%
+19,587
New +$1.69M
SCHW
83
Charles Schwab
SCHW
$182B
$1.74M 0.27%
57,700
+6,100
+12% +$173K
GWW icon
84
W.W. Grainger
GWW
$64.2B
$1.71M 0.26%
+6,700
New +$1.65M
HOT
85
DELISTED
STARWOOD HOTELS & RESORTS WORLDWIDE, INC.
HOT
$1.69M 0.26%
+20,900
New +$1.63M
SNDK
86
DELISTED
SANDISK CORP
SNDK
$1.69M 0.26%
+17,200
New +$1.64M
CMCSK
87
DELISTED
COMCAST CORP SPL A (NEW)
CMCSK
$1.66M 0.26%
28,800
+14,400
+100% +$829K
ENDP
88
DELISTED
Endo International plc
ENDP
$1.63M 0.25%
22,600
+11,600
+105% +$795K
AMG icon
89
Affiliated Managers Group
AMG
$9.51B
$1.61M 0.25%
+7,600
New +$1.51M
GRPN icon
90
Groupon
GRPN
$1.03B
$1.58M 0.24%
+9,540
New +$1.35M
BHC icon
91
Bausch Health
BHC
$1.75B
$1.56M 0.24%
10,900
-6,800
-38% -$915K
KBE icon
92
State Street SPDR S&P Bank ETF
KBE
$1.64B
$1.55M 0.24%
+46,100
New +$1.5M
ADBE icon
93
Adobe
ADBE
$105B
$1.54M 0.24%
+21,200
New +$1.49M
STZ icon
94
Constellation Brands
STZ
$22.5B
$1.54M 0.24%
+15,700
New +$1.44M
REGN icon
95
Regeneron Pharmaceuticals
REGN
$72.9B
$1.52M 0.23%
+3,700
New +$1.46M
MCK icon
96
McKesson
MCK
$104B
$1.51M 0.23%
+7,300
New +$1.48M
RDS.A
97
DELISTED
Royal Dutch Shell PLC ADS Class A
RDS.A
$1.49M 0.23%
+22,200
New +$1.54M
LH icon
98
Labcorp
LH
$25.2B
$1.47M 0.23%
+15,830
New +$1.4M
STT icon
99
State Street
STT
$48.4B
$1.42M 0.22%
18,100
+14,500
+403% +$1.09M
KEY icon
100
KeyCorp
KEY
$23.8B
$1.41M 0.22%
+101,200
New +$1.35M
2 3
4
5 6

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MK
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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.