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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 | |
|---|---|---|---|---|---|---|
601
Acadia Pharmaceuticals
ACAD
$4.55B
| – | – |
-9,100
| Closed | -$288K |
|
602
Adobe
ADBE
$98.5B
| – | – |
-21,200
| Closed | -$1.54M |
|
603
Autodesk
ADSK
$49.6B
| – | – |
-8,800
| Closed | -$528K |
|
604
AES
AES
$10.6B
| – | – |
-20,900
| Closed | -$287K |
|
605
AGCO
AGCO
$7.76B
| – | – |
-10,300
| Closed | -$465K |
|
606
Assurant
AIZ
$14B
| – | – |
-4,100
| Closed | -$280K |
|
607
Albemarle
ALB
$13.9B
| – | – |
-5,500
| Closed | -$330K |
|
608
Alnylam Pharmaceuticals
ALNY
$27.4B
| – | – |
-3,300
| Closed | -$320K |
|
609
Applied Materials
AMAT
$398B
| – | – |
-13,100
| Closed | -$326K |
|
610
Ametek
AME
$55B
| – | – |
-21,300
| Closed | -$1.12M |
|
611
Amgen
AMGN
$209B
| – | – |
-21,800
| Closed | -$3.47M |
|
612
Affiliated Managers Group
AMG
$9.65B
| – | – |
-7,600
| Closed | -$1.61M |
|
613
Ameriprise Financial
AMP
$48.1B
| – | – |
-8,000
| Closed | -$1.06M |
|
|
ANSS
614
DELISTED
Ansys
ANSS
| – | – |
-3,400
| Closed | -$278K |
|
615
Ares Capital
ARCC
$13.5B
| – | – |
-30,700
| Closed | -$479K |
|
616
ASML
ASML
$634B
| – | – |
-4,200
| Closed | -$452K |
|
617
Avnet
AVT
$7.12B
| – | – |
-6,000
| Closed | -$258K |
|
618
American Express
AXP
$228B
| – | – |
-33,500
| Closed | -$3.12M |
|
619
Acuity Brands
AYI
$10.1B
| – | – |
-2,200
| Closed | -$308K |
|
|
620
Bank of America
BAC
$433B
| – | – |
-711,600
| Closed | -$12.7M |
|
621
Ball Corp
BALL
$17.4B
| – | – |
-19,800
| Closed | -$674K |
|
622
Baxter International
BAX
$13.8B
| – | – |
-50,259
| Closed | -$2M |
|
623
Franklin Resources
BEN
$17.2B
| – | – |
-15,100
| Closed | -$836K |
|
624
Baidu
BIDU
$36.5B
| – | – |
-2,800
| Closed | -$638K |
|
625
BioMarin Pharmaceuticals
BMRN
$11.7B
| – | – |
-4,900
| Closed | -$442K |
|
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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.