We are live on ! Find out more
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
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 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
SLB icon
426
SLB Ltd
SLB
$72.6B
$375K 0.04%
+4,500
New +$375K
EHC icon
427
Encompass Health
EHC
$11B
$372K 0.04%
+10,559
New +$361K
ACGL icon
428
Arch Capital
ACGL
$34.5B
$369K 0.04%
+18,000
New +$360K
MFRM
429
DELISTED
MATTRESS FIRM HLDG CORP COM STK (DE)
MFRM
$369K 0.04%
+5,300
New +$327K
PBR.A icon
430
Petrobras Class A
PBR.A
$109B
$366K 0.04%
+60,100
New +$391K
SDRL
431
DELISTED
Seadrill Limited Common Stock
SDRL
$366K 0.04%
146
-92
-39% -$267K
LH icon
432
Labcorp
LH
$25.9B
$365K 0.04%
3,376
-12,454
-79% -$1.28M
ETR icon
433
Entergy
ETR
$50.4B
$364K 0.04%
+9,400
New +$386K
PHM icon
434
Pultegroup
PHM
$24.5B
$364K 0.04%
16,400
-12,400
-43% -$270K
PDCO
435
DELISTED
Patterson Companies, Inc.
PDCO
$361K 0.03%
+7,400
New +$369K
RHP icon
436
Ryman Hospitality Properties
RHP
$8.41B
$359K 0.03%
+5,900
New +$342K
TXT icon
437
Textron
TXT
$15B
$359K 0.03%
+8,100
New +$352K
MPC icon
438
Marathon Petroleum
MPC
$91.7B
$358K 0.03%
+7,000
New +$336K
FINL
439
DELISTED
Finish Line
FINL
$355K 0.03%
+14,500
New +$349K
IGTE
440
DELISTED
IGATE CORPORATION
IGTE
$354K 0.03%
+8,300
New +$333K
MHK icon
441
Mohawk Industries
MHK
$7.29B
$352K 0.03%
1,900
-2,400
-56% -$415K
RJF icon
442
Raymond James Financial
RJF
$33.6B
$352K 0.03%
9,300
+300
+3% +$11.2K
GES
443
DELISTED
Guess Inc
GES
$351K 0.03%
+18,900
New +$357K
URE icon
444
ProShares Ultra Real Estate
URE
$58.4M
$351K 0.03%
+6,200
New +$354K
AXS icon
445
AXIS Capital
AXS
$7.67B
$340K 0.03%
6,600
+900
+16% +$45.8K
BITA
446
DELISTED
Bitauto Holdings Limited
BITA
$340K 0.03%
+6,700
New +$410K
CIM
447
Chimera Investment
CIM
$1.06B
$334K 0.03%
7,107
+3,847
+118% +$184K
AVY icon
448
Avery Dennison
AVY
$13.4B
$333K 0.03%
+6,300
New +$333K
ABG icon
449
Asbury Automotive
ABG
$4.34B
$332K 0.03%
+4,000
New +$309K
AFL icon
450
Aflac
AFL
$64.8B
$332K 0.03%
10,400
-21,000
-67% -$641K
16 17
18
19 20

Similar funds

MK
MASTERINVEST Kapitalanlage Vienna $962M AUM 27.59% 1-Year Est. Return
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 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.