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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
+5.91%
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
$1.04B
AUM Growth
+$393M
(+61%)
Cap. Flow
+$376M
Cap. Flow
% of AUM
36.15%
Top 10 Holdings %
Top 10 Hldgs %
30.94%
Holding
842
New
377
Increased
129
Reduced
93
Closed
242
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
Apple
AAPL
|
+$50.2M |
| 2 |
iShares 20+ Year Treasury Bond ETF
TLT
|
+$42.2M |
| 3 |
iShares US Real Estate ETF
IYR
|
+$31.8M |
| 4 |
iShares MSCI EAFE ETF
EFA
|
+$30.6M |
| 5 |
iShares MSCI Japan ETF
EWJ
|
+$26.5M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
State Street Financial Select Sector SPDR ETF
XLF
|
+$18.7M |
| 2 |
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
|
+$16.5M |
| 3 |
Bank of America
BAC
|
+$12.7M |
| 4 |
Oracle
ORCL
|
+$10.8M |
| 5 |
Alibaba
BABA
|
+$9.12M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Technology | 10.89% |
| 2 | Consumer Discretionary | 10.11% |
| 3 | Healthcare | 10.05% |
| 4 | Financials | 8.88% |
| 5 | Communication Services | 6.31% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
351
Precigen
PGEN
$2.12B
| $494K | 0.05% |
+11,405
| New | +$410K |
|
|
AVP
352
DELISTED
Avon Products, Inc.
AVP
| $492K | 0.05% |
61,700
-24,100
| -28% | -$200K |
|
|
GNC
353
DELISTED
GNC Holdings, Inc.
GNC
| $490K | 0.05% |
+10,000
| New | +$461K |
|
|
ARRY
354
DELISTED
Array Biopharma Inc
ARRY
| $489K | 0.05% |
+66,400
| New | +$473K |
|
|
LHO
355
DELISTED
LaSalle Hotel Properties
LHO
| $489K | 0.05% |
+12,600
| New | +$508K |
|
356
Deutsche Bank
DB
$69.6B
| $486K | 0.05% |
+15,680
| New | +$439K |
|
|
BEAV
357
DELISTED
B/E Aerospace Inc
BEAV
| $483K | 0.05% |
7,600
-3,500
| -32% | -$215K |
|
358
CF Industries
CF
$19.3B
| $482K | 0.05% |
8,500
-31,000
| -78% | -$1.85M |
|
|
BTU
359
DELISTED
PEABODY ENERGY CORP COM STK NEW (DE)
BTU
| $481K | 0.05% |
+6,520
| New | +$658K |
|
|
ANN
360
DELISTED
ANN INC
ANN
| $480K | 0.05% |
+11,700
| New | +$428K |
|
361
Quest Diagnostics
DGX
$25.9B
| $476K | 0.05% |
6,200
-14,000
| -69% | -$1M |
|
362
Bunge Global
BG
$20.4B
| $469K | 0.05% |
5,700
-800
| -12% | -$68.3K |
|
363
SiriusXM
SIRI
$10.4B
| $469K | 0.05% |
12,280
+6,900
| +128% | +$259K |
|
|
SPR
364
DELISTED
Spirit AeroSystems
SPR
| $469K | 0.05% |
+9,000
| New | +$431K |
|
365
Intuit
INTU
$86.3B
| $465K | 0.04% |
+4,800
| New | +$446K |
|
|
ALR
366
DELISTED
Alere Inc
ALR
| $464K | 0.04% |
+9,500
| New | +$417K |
|
|
PNRA
367
DELISTED
Panera Bread Co
PNRA
| $464K | 0.04% |
2,900
-1,500
| -34% | -$249K |
|
|
DCT
368
DELISTED
DCT Industrial Trust Inc.
DCT
| $464K | 0.04% |
+13,400
| New | +$484K |
|
369
Graphic Packaging
GPK
$3.24B
| $462K | 0.04% |
31,800
+5,100
| +19% | +$74.6K |
|
370
Ligand Pharmaceuticals
LGND
$5.94B
| $462K | 0.04% |
+9,618
| New | +$369K |
|
|
SIRO
371
DELISTED
SIRONA DENTAL SYSTEMS INC COM STK
SIRO
| $458K | 0.04% |
+5,100
| New | +$461K |
|
372
Steris
STE
$22.5B
| $456K | 0.04% |
+6,500
| New | +$429K |
|
|
CB
373
DELISTED
CHUBB CORPORATION
CB
| $454K | 0.04% |
+4,500
| New | +$456K |
|
|
HME
374
DELISTED
HOME PROPERTIES, INC
HME
| $450K | 0.04% |
+6,500
| New | +$450K |
|
|
PBCT
375
DELISTED
People's United Financial Inc
PBCT
| $446K | 0.04% |
29,400
-9,400
| -24% | -$139K |
|
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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 Technology at 11% of assets, down from 13% a quarter earlier, followed by Consumer Discretionary and Healthcare.
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.