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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
LUMN icon
101
Lumen
LUMN
$6.43B
$1.4M 0.22%
+35,300
New +$1.41M
TMO icon
102
Thermo Fisher Scientific
TMO
$214B
$1.39M 0.21%
+11,100
New +$1.35M
TEVA icon
103
Teva Pharmaceuticals
TEVA
$40.4B
$1.37M 0.21%
23,800
-13,700
-37% -$763K
DGX icon
104
Quest Diagnostics
DGX
$26B
$1.35M 0.21%
+20,200
New +$1.27M
RTN
105
DELISTED
Raytheon Company
RTN
$1.35M 0.21%
12,500
-20,700
-62% -$2.14M
STX icon
106
Seagate
STX
$174B
$1.32M 0.2%
+19,900
New +$1.23M
AET
107
DELISTED
Aetna Inc
AET
$1.32M 0.2%
+14,900
New +$1.25M
IVZ icon
108
Invesco
IVZ
$12.4B
$1.31M 0.2%
+33,100
New +$1.3M
PM icon
109
Philip Morris
PM
$309B
$1.3M 0.2%
+16,000
New +$1.37M
UNM icon
110
Unum
UNM
$13.2B
$1.29M 0.2%
+36,900
New +$1.25M
VOD icon
111
Vodafone
VOD
$37.1B
$1.28M 0.2%
+37,600
New +$1.27M
DO
112
DELISTED
Diamond Offshore Drilling
DO
$1.28M 0.2%
35,000
+25,200
+257% +$903K
M icon
113
Macy's
M
$6.51B
$1.28M 0.2%
+19,500
New +$1.18M
TWX
114
DELISTED
Time Warner Inc
TWX
$1.24M 0.19%
+14,500
New +$1.16M
FITB
115
Fifth Third Bancorp
FITB
$51.3B
$1.24M 0.19%
+60,600
New +$1.2M
TFCF
116
DELISTED
Twenty-First Century Fox, Inc. Class B
TFCF
$1.22M 0.19%
+33,100
New +$1.13M
TROW icon
117
T. Rowe Price
TROW
$25.5B
$1.22M 0.19%
+14,200
New +$1.16M
LLL
118
DELISTED
L3 Technologies, Inc.
LLL
$1.21M 0.19%
9,600
+5,700
+146% +$682K
KRFT
119
DELISTED
KRAFT FOODS GROUP INC COM STK (VA)
KRFT
$1.2M 0.19%
+19,200
New +$1.12M
BP icon
120
BP
BP
$112B
$1.2M 0.19%
37,964
-10,816
-22% -$364K
CL icon
121
Colgate-Palmolive
CL
$74.8B
$1.18M 0.18%
+17,100
New +$1.15M
ILMN icon
122
Illumina
ILMN
$29.5B
$1.18M 0.18%
+6,579
New +$1.16M
IBM icon
123
IBM
IBM
$213B
$1.17M 0.18%
+7,636
New +$1.21M
KMI icon
124
Kinder Morgan
KMI
$70.9B
$1.17M 0.18%
+27,600
New +$1.09M
ISRG icon
125
Intuitive Surgical
ISRG
$127B
$1.16M 0.18%
19,800
+13,500
+214% +$752K
3 4
5
6 7

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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
Navellier & Associates Reno, Nevada $960M AUM 79.37% 1-Year Est. Return
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.