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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
(+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 | 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 | |
|---|---|---|---|---|---|---|
676
iBio
IBIO
$76.5M
| – | – |
-3
| Closed | -$8K |
|
677
IBM
IBM
$234B
| – | – |
-7,636
| Closed | -$1.17M |
|
678
ICICI Bank
IBN
$102B
| – | – |
-32,010
| Closed | -$336K |
|
|
BRSL
679
Brightstar Lottery PLC
BRSL
$1.93B
| – | – |
-18,200
| Closed | -$313K |
|
680
Illumina
ILMN
$33.6B
| – | – |
-6,579
| Closed | -$1.18M |
|
681
Incyte
INCY
$24.7B
| – | – |
-11,900
| Closed | -$870K |
|
682
Intel
INTC
$513B
| – | – |
-61,800
| Closed | -$2.24M |
|
683
iShares US Financials ETF
IYF
$4.35B
| – | – |
-51,600
| Closed | -$2.33M |
|
684
Jazz Pharmaceuticals
JAZZ
$15.6B
| – | – |
-4,000
| Closed | -$654K |
|
685
Jones Lang LaSalle
JLL
$15.7B
| – | – |
-1,500
| Closed | -$224K |
|
686
Johnson & Johnson
JNJ
$644B
| – | – |
-75,900
| Closed | -$7.94M |
|
|
JNPR
687
DELISTED
Juniper Networks
JNPR
| – | – |
-24,600
| Closed | -$549K |
|
|
JWN
688
DELISTED
Nordstrom
JWN
| – | – |
-9,100
| Closed | -$722K |
|
689
KLA
KLAC
$220B
| – | – |
-63,000
| Closed | -$443K |
|
690
Kohl's
KSS
$1.85B
| – | – |
-31,400
| Closed | -$1.92M |
|
691
L3Harris
LHX
$46.5B
| – | – |
-4,100
| Closed | -$294K |
|
692
Lockheed Martin
LMT
$123B
| – | – |
-4,100
| Closed | -$789K |
|
693
Lam Research
LRCX
$339B
| – | – |
-40,000
| Closed | -$317K |
|
694
Live Nation Entertainment
LYV
$39.7B
| – | – |
-7,700
| Closed | -$201K |
|
695
Macy's
M
$5.77B
| – | – |
-19,500
| Closed | -$1.28M |
|
696
Middleby
MIDD
$5.02B
| – | – |
-2,200
| Closed | -$218K |
|
697
Melco Resorts & Entertainment
MLCO
$1.76B
| – | – |
-28,500
| Closed | -$723K |
|
|
MRSH
698
Marsh
MRSH
$85.8B
| – | – |
-5,400
| Closed | -$309K |
|
699
The Mosaic Company
MOS
$8.09B
| – | – |
-17,600
| Closed | -$803K |
|
700
Merck
MRK
$355B
| – | – |
-38,042
| Closed | -$2.06M |
|
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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 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.