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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
PAY
151
DELISTED
Verifone Systems Inc
PAY
$952K 0.15%
+25,600
New +$901K
MAS icon
152
Masco
MAS
$14.3B
$942K 0.15%
42,561
-5,463
-11% -$113K
MJN
153
DELISTED
Mead Johnson Nutrition Company
MJN
$935K 0.14%
+9,300
New +$927K
HUM icon
154
Humana
HUM
$43.9B
$933K 0.14%
+6,500
New +$888K
SWN
155
DELISTED
Southwestern Energy Company
SWN
$916K 0.14%
33,600
+5,100
+18% +$164K
NKE icon
156
Nike
NKE
$64.1B
$913K 0.14%
19,000
-120,800
-86% -$5.67M
PGR icon
157
Progressive
PGR
$128B
$909K 0.14%
+33,700
New +$889K
NI icon
158
NiSource
NI
$21.5B
$890K 0.14%
53,445
+30,285
+131% +$493K
NUS icon
159
Nu Skin
NUS
$257M
$874K 0.13%
+20,000
New +$883K
INCY icon
160
Incyte
INCY
$25.8B
$870K 0.13%
+11,900
New +$777K
WIN
161
DELISTED
Windstream Holdings Inc
WIN
$870K 0.13%
+13,494
New +$1.03M
FTNT icon
162
Fortinet
FTNT
$112B
$864K 0.13%
+141,000
New +$760K
XRX icon
163
Xerox
XRX
$345M
$856K 0.13%
+23,453
New +$827K
RH icon
164
RH
RH
$3.33B
$854K 0.13%
+8,900
New +$746K
YHOO
165
DELISTED
Yahoo Inc
YHOO
$853K 0.13%
16,900
-624,000
-97% -$29.4M
BEN icon
166
Franklin Resources
BEN
$16.8B
$836K 0.13%
+15,100
New +$834K
RF icon
167
Regions Financial
RF
$26.4B
$835K 0.13%
+79,100
New +$790K
HIG icon
168
Hartford Financial Services
HIG
$39.9B
$833K 0.13%
20,000
+6,000
+43% +$237K
QEP
169
DELISTED
QEP RESOURCES, INC.
QEP
$826K 0.13%
40,900
+21,900
+115% +$511K
POT
170
DELISTED
Potash Corp Of Saskatchewan
POT
$815K 0.13%
+23,100
New +$787K
ALXN
171
DELISTED
Alexion Pharmaceuticals
ALXN
$814K 0.13%
4,400
-1,200
-21% -$222K
DG icon
172
Dollar General
DG
$28.4B
$813K 0.13%
11,500
-47,100
-80% -$3.07M
PSA icon
173
Public Storage
PSA
$61.5B
$813K 0.13%
+4,400
New +$797K
AVP
174
DELISTED
Avon Products, Inc.
AVP
$805K 0.12%
+85,800
New +$887K
MOS icon
175
The Mosaic Company
MOS
$7.19B
$803K 0.12%
+17,600
New +$780K
5 6
7
8 9

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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.