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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 | |
|---|---|---|---|---|---|---|
526
Masco
MAS
$14.2B
| $245K | 0.02% |
10,470
-32,091
| -75% | -$728K |
|
527
UGI
UGI
$7.76B
| $244K | 0.02% |
+7,500
| New | +$263K |
|
528
Lamar Advertising Co
LAMR
$16.3B
| $243K | 0.02% |
4,100
-900
| -18% | -$51.4K |
|
|
DNB
529
DELISTED
Dun & Bradstreet
DNB
| $243K | 0.02% |
+1,900
| New | +$238K |
|
530
Equifax
EFX
$20.7B
| $241K | 0.02% |
+2,600
| New | +$231K |
|
|
SHLD
531
DELISTED
Sears Holding Corporation
SHLD
| $240K | 0.02% |
+5,800
| New | +$211K |
|
|
BOBE
532
DELISTED
Bob Evans Farms, Inc.
BOBE
| $240K | 0.02% |
+5,200
| New | +$276K |
|
533
Tenet Healthcare
THC
$21.8B
| $237K | 0.02% |
+4,800
| New | +$224K |
|
|
ULTI
534
DELISTED
Ultimate Software Group Inc
ULTI
| $237K | 0.02% |
1,400
-400
| -22% | -$63.4K |
|
535
G-III Apparel Group
GIII
$1.55B
| $236K | 0.02% |
+4,200
| New | +$216K |
|
|
BBG
536
DELISTED
Bill Barrett Corp
BBG
| $236K | 0.02% |
+28,500
| New | +$291K |
|
|
LVLT
537
DELISTED
Level 3 Communications Inc
LVLT
| $236K | 0.02% |
4,400
-8,400
| -66% | -$438K |
|
|
DCH
538
Dauch Corp
DCH
$1.39B
| $235K | 0.02% |
+9,100
| New | +$224K |
|
|
BCR
539
DELISTED
CR Bard Inc.
BCR
| $234K | 0.02% |
+1,400
| New | +$240K |
|
540
Fomento Económico Mexicano
FMX
$43.2B
| $233K | 0.02% |
+2,500
| New | +$223K |
|
541
Campbell Soup
CPB
$6.58B
| $232K | 0.02% |
5,000
-9,600
| -66% | -$443K |
|
|
MFA
542
MFA Financial
MFA
$935M
| $231K | 0.02% |
7,350
+2,400
| +48% | +$76K |
|
|
AFFX
543
DELISTED
Affymetrix Inc
AFFX
| $231K | 0.02% |
+18,400
| New | +$214K |
|
|
FNGN
544
DELISTED
Financial Engines, Inc.
FNGN
| $230K | 0.02% |
5,500
-5,300
| -49% | -$209K |
|
545
Cracker Barrel
CBRL
$1.28B
| $228K | 0.02% |
+1,500
| New | +$212K |
|
546
ServiceNow
NOW
$114B
| $228K | 0.02% |
14,500
-29,000
| -67% | -$427K |
|
547
Brookdale Senior Living
BKD
$3.49B
| $226K | 0.02% |
+6,000
| New | +$220K |
|
548
Scotiabank
BNS
$107B
| $226K | 0.02% |
+4,755
| New | +$232K |
|
|
MDSO
549
DELISTED
Medidata Solutions, Inc.
MDSO
| $225K | 0.02% |
+4,600
| New | +$213K |
|
|
CLVS
550
DELISTED
Clovis Oncology, Inc.
CLVS
| $222K | 0.02% |
+3,000
| New | +$212K |
|
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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.