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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
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
PSA icon
101
Public Storage
PSA
$61.5B
$2.17M 0.21%
11,000
+6,600
+150% +$1.31M
HST icon
102
Host Hotels & Resorts
HST
$17.5B
$2.1M 0.2%
+104,100
New +$2.32M
ON icon
103
ON Semiconductor
ON
$30.7B
$2.04M 0.2%
168,400
+144,700
+611% +$1.66M
TCO
104
DELISTED
Taubman Centers Inc.
TCO
$2.03M 0.19%
26,300
+22,900
+674% +$1.81M
MET icon
105
MetLife
MET
$62.4B
$2.02M 0.19%
+44,768
New +$2.01M
ESPR
106
DELISTED
Esperion Therapeutics
ESPR
$1.99M 0.19%
+21,500
New +$1.39M
CMS icon
107
CMS Energy
CMS
$23.3B
$1.98M 0.19%
+56,800
New +$2.02M
MDVN
108
DELISTED
MEDIVATION, INC.
MDVN
$1.96M 0.19%
30,400
+9,000
+42% +$516K
ALKS icon
109
Alkermes
ALKS
$8.11B
$1.94M 0.19%
+31,800
New +$2.17M
OIH icon
110
VanEck Oil Services ETF
OIH
$1.97B
$1.84M 0.18%
+2,735
New +$1.87M
VTR icon
111
Ventas
VTR
$47.5B
$1.81M 0.17%
+21,717
New +$1.87M
BFH icon
112
Bread Financial
BFH
$4.32B
$1.78M 0.17%
7,518
+4,385
+140% +$1M
PLD icon
113
Prologis
PLD
$136B
$1.76M 0.17%
+40,500
New +$1.77M
PARA
114
DELISTED
Paramount Global Class B
PARA
$1.75M 0.17%
28,900
+16,700
+137% +$976K
ATVI
115
DELISTED
Activision Blizzard
ATVI
$1.74M 0.17%
+76,700
New +$1.68M
AVB icon
116
AvalonBay Communities
AVB
$27.5B
$1.69M 0.16%
+9,700
New +$1.68M
ECL icon
117
Ecolab
ECL
$79.8B
$1.67M 0.16%
+14,600
New +$1.6M
RHT
118
DELISTED
Red Hat Inc
RHT
$1.65M 0.16%
21,800
-15,100
-41% -$1.02M
SHW icon
119
Sherwin-Williams
SHW
$83.5B
$1.62M 0.16%
+17,100
New +$1.59M
ICF icon
120
iShares Select U.S. REIT ETF
ICF
$2.13B
$1.6M 0.15%
+31,600
New +$1.61M
HBI
121
DELISTED
Hanesbrands
HBI
$1.59M 0.15%
47,600
+30,400
+177% +$921K
MTB icon
122
M&T Bank
MTB
$36.3B
$1.59M 0.15%
12,500
+8,900
+247% +$1.08M
EOG icon
123
EOG Resources
EOG
$77.7B
$1.58M 0.15%
17,200
-25,500
-60% -$2.3M
BUD icon
124
AB InBev
BUD
$164B
$1.57M 0.15%
12,900
+4,200
+48% +$507K
GGP
125
DELISTED
GGP Inc.
GGP
$1.56M 0.15%
+52,800
New +$1.58M
3 4
5
6 7

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UWPG
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FWM
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RCIM
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GHC
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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.