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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 | |
|---|---|---|---|---|---|---|
701
Marvell Technology
MRVL
$199B
| – | – |
-16,900
| Closed | -$245K |
|
702
MSCI
MSCI
$39.6B
| – | – |
-5,900
| Closed | -$279K |
|
703
Motorola Solutions
MSI
$77.6B
| – | – |
-11,900
| Closed | -$798K |
|
704
MSC Industrial Direct
MSM
$6.69B
| – | – |
-2,500
| Closed | -$203K |
|
705
Micron Technology
MU
$1.05T
| – | – |
-135,200
| Closed | -$4.73M |
|
706
Myriad Genetics
MYGN
$371M
| – | – |
-9,600
| Closed | -$326K |
|
707
Nokia
NOK
$55.1B
| – | – |
-39,100
| Closed | -$307K |
|
708
NetApp
NTAP
$37.3B
| – | – |
-23,600
| Closed | -$978K |
|
709
Nu Skin
NUS
$231M
| – | – |
-20,000
| Closed | -$874K |
|
710
NVIDIA
NVDA
$5.12T
| – | – |
-1,376,000
| Closed | -$689K |
|
711
NVR
NVR
$16.7B
| – | – |
-300
| Closed | -$382K |
|
712
Newell Brands
NWL
$2.4B
| – | – |
-16,400
| Closed | -$624K |
|
713
O-I Glass
OI
$974M
| – | – |
-17,300
| Closed | -$466K |
|
714
Pan American Silver
PAAS
$20.1B
| – | – |
-12,300
| Closed | -$113K |
|
715
Paychex
PAYX
$42.1B
| – | – |
-13,100
| Closed | -$604K |
|
|
PDS
716
Precision Drilling
PDS
$1.15B
| – | – |
-670
| Closed | -$81K |
|
717
Principal Financial Group
PFG
$25.3B
| – | – |
-7,700
| Closed | -$399K |
|
718
POSCO
PKX
$18.5B
| – | – |
-3,900
| Closed | -$248K |
|
719
Philip Morris
PM
$303B
| – | – |
-16,000
| Closed | -$1.3M |
|
720
Prudential Financial
PRU
$41.2B
| – | – |
-3,600
| Closed | -$325K |
|
721
PVH
PVH
$3.3B
| – | – |
-2,600
| Closed | -$333K |
|
722
Qualcomm
QCOM
$201B
| – | – |
-100,100
| Closed | -$7.44M |
|
723
Ribbon Communications
RBBN
$326M
| – | – |
-2,000
| Closed | -$39K |
|
724
Radian Group
RDN
$4.68B
| – | – |
-14,300
| Closed | -$239K |
|
725
Roper Technologies
ROP
$38B
| – | – |
-3,100
| Closed | -$484K |
|
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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.