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QIM

Quantitative Investment Management Portfolio holdings

AUM $917M
1-Year Est. Return 3.96%
This Fund
S&P 500
This Quarter Est. Return
+5.91%
1 Year Est. Return
-3.96%
3 Year Est. Return
+24.59%
5 Year Est. Return
+12.41%
10 Year Est. Return
+164.05%
AUM
$1.04B
AUM Growth
+$393M
Cap. Flow
+$376M
Cap. Flow %
36.15%
Top 10 Hldgs %
30.94%
Holding
842
New
377
Increased
129
Reduced
93
Closed
242

Top Buys

Rank Stock Value
1
AAPL icon
Apple
AAPL
+$50.2M
2
TLT icon
iShares 20+ Year Treasury Bond ETF
TLT
+$42.2M
3
IYR icon
iShares US Real Estate ETF
IYR
+$31.8M
4
EFA icon
iShares MSCI EAFE ETF
EFA
+$30.6M
5
EWJ icon
iShares MSCI Japan ETF
EWJ
+$26.5M

Top Sells

Rank Stock Value
1
XLF icon
State Street Financial Select Sector SPDR ETF
XLF
+$18.7M
2
HYG icon
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
+$16.5M
3
BAC icon
Bank of America
BAC
+$12.7M
4
ORCL icon
Oracle
ORCL
+$10.8M
5
BABA icon
Alibaba
BABA
+$9.12M

Sector Composition

Rank Sector Weight
1 Miscellaneous 29.6%
2 Technology 11%
3 Consumer Discretionary 10.17%
4 Healthcare 10.12%
5 Financials 8.99%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
ULTA icon
251
Ulta Beauty
ULTA
$22.9B
$769K 0.07%
5,100
+1,900
+59% +$263K
EQIX icon
252
Equinix
EQIX
$100B
$768K 0.07%
3,300
+100
+3% +$22.6K
P
253
DELISTED
Pandora Media Inc
P
$765K 0.07%
+47,200
New +$755K
ASRT
254
DELISTED
Assertio
ASRT
$764K 0.07%
+568
New +$699K
RAI
255
DELISTED
Reynolds American Inc
RAI
$758K 0.07%
22,000
+13,000
+144% +$456K
DHI icon
256
D.R. Horton
DHI
$39.7B
$749K 0.07%
26,300
+17,600
+202% +$459K
MCK icon
257
McKesson
MCK
$104B
$746K 0.07%
3,300
-4,000
-55% -$887K
INFY icon
258
Infosys
INFY
$45.2B
$743K 0.07%
84,800
+44,800
+112% +$395K
APA icon
259
APA Corp
APA
$15.7B
$742K 0.07%
+12,300
New +$774K
HSIC icon
260
Henry Schein
HSIC
$9.8B
$739K 0.07%
+13,515
New +$742K
GPC icon
261
Genuine Parts
GPC
$18.1B
$736K 0.07%
+7,900
New +$761K
SIVB
262
DELISTED
SVB Financial Group
SIVB
$724K 0.07%
+5,700
New +$681K
DEI icon
263
Douglas Emmett
DEI
$1.74B
$721K 0.07%
24,200
+15,500
+178% +$451K
FRT icon
264
Federal Realty Investment Trust
FRT
$9.89B
$721K 0.07%
+4,900
New +$703K
RDC
265
DELISTED
Rowan Companies Plc
RDC
$717K 0.07%
+40,500
New +$864K
IP icon
266
International Paper
IP
$18.2B
$715K 0.07%
13,622
+3,484
+34% +$181K
ZNGA
267
DELISTED
ZYNGA INC. CL A COMMON
ZNGA
$715K 0.07%
+251,200
New +$648K
GME icon
268
GameStop
GME
$10.8B
$709K 0.07%
+74,800
New +$703K
AXON
269
Axon Enterprise
AXON
$36.5B
$704K 0.07%
+29,200
New +$743K
PEG icon
270
Public Service Enterprise Group
PEG
$35.1B
$700K 0.07%
16,700
+4,100
+33% +$171K
FWONA icon
271
Liberty Media Series A
FWONA
$21.8B
$697K 0.07%
+26,920
New +$673K
GSK icon
272
GSK
GSK
$100B
$692K 0.07%
+12,000
New +$688K
DHR icon
273
Danaher
DHR
$146B
$687K 0.07%
+12,051
New +$691K
AXLL
274
DELISTED
AXIALL CORP COM STK (DE)
AXLL
$685K 0.07%
+14,600
New +$659K
FTR
275
DELISTED
Frontier Communications Corp.
FTR
$681K 0.07%
+6,447
New +$713K
9 10
11
12 13

Similar funds

HIC
Harvey Investment Company Louisville, Kentucky $918M AUM 14.93% 1-Year Est. Return
AGAM
Avalon Global Asset Management San Francisco, California $917M AUM 87.67% 1-Year Est. Return
RFA
RTD Financial Advisors Philadelphia, Pennsylvania $917M AUM 19.69% 1-Year Est. Return
SPG
Strategic Planning Group Bountiful, Utah $918M AUM 37.38% 1-Year Est. Return
TCM
Twin Capital Management Mcmurray, Pennsylvania $916M AUM 43.28% 1-Year Est. Return
DLP
De Lisle Partners Poole, United Kingdom $916M AUM 54.05% 1-Year Est. Return
SIC
SJS Investment Consulting Sylvania, Ohio $919M AUM 23.4% 1-Year Est. Return
GC
Greenvale Capital London, United Kingdom $916M AUM 32.73% 1-Year Est. Return

Quantitative Investment Management's Q1 2015 Portfolio in Review

As of Q1 2015, Quantitative Investment Management held 842 positions worth $1.04B, up 61% from $648M the previous quarter. Its ten largest holdings account for 31% of the portfolio.

Quantitative Investment Management deployed $376M of net new capital in Q1 2015, opening 377 new positions and adding to 129 existing holdings. Its largest new stake was Apple: 1,663,600 shares worth $51.8M.

By sector, the portfolio is most concentrated in Miscellaneous at 30% of assets, up from 21% a quarter earlier, followed by Technology and Consumer Discretionary.

On the sell side, the largest reduction was Oracle, an estimated $10.8M trimmed.

  • Quantitative Investment Management's largest Q1 2015 buy was Apple: 1,663,600 shares worth $51.8M.
  • Quantitative Investment Management added most to iShares US Real Estate ETF in Q1 2015, an estimated $31.8M increase.
  • Quantitative Investment Management's biggest Q1 2015 reduction was Oracle, cutting an estimated $10.8M.
  • Quantitative Investment Management fully exited State Street Financial Select Sector SPDR ETF in Q1 2015, selling an estimated $18.7M.
  • Quantitative Investment Management's ten largest holdings make up 31% of its $1.04B portfolio in Q1 2015.
  • Quantitative Investment Management opened 377 new positions and closed 242 in Q1 2015.
  • Quantitative Investment Management's portfolio value rose 61% quarter-over-quarter to $1.04B.

Based on Quantitative Investment Management's 13F filing for Q1 2015, filed 4 May 2015.