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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
AET
126
DELISTED
Aetna Inc
AET
$1.55M 0.15%
14,600
-300
-2% -$29.4K
ICPT
127
DELISTED
Intercept Pharmaceuticals, Inc.
ICPT
$1.55M 0.15%
+5,500
New +$1.19M
MMM icon
128
3M
MMM
$91.8B
$1.55M 0.15%
+11,242
New +$1.55M
KDP icon
129
Keurig Dr Pepper
KDP
$42.8B
$1.54M 0.15%
+19,600
New +$1.52M
MO icon
130
Altria Group
MO
$125B
$1.53M 0.15%
+30,600
New +$1.62M
AAP icon
131
Advance Auto Parts
AAP
$3.53B
$1.53M 0.15%
10,200
+5,200
+104% +$802K
URBN icon
132
Urban Outfitters
URBN
$6.46B
$1.51M 0.14%
+33,000
New +$1.28M
O icon
133
Realty Income
O
$61.1B
$1.49M 0.14%
+29,825
New +$1.49M
ASHR icon
134
Xtrackers Harvest CSI 300 China A-Shares ETF
ASHR
$1.53B
$1.49M 0.14%
+35,800
New +$1.32M
DIS icon
135
Walt Disney
DIS
$171B
$1.48M 0.14%
14,100
-25,400
-64% -$2.56M
VNO icon
136
Vornado Realty Trust
VNO
$7.65B
$1.46M 0.14%
+16,081
New +$1.44M
VRSK icon
137
Verisk Analytics
VRSK
$27.7B
$1.45M 0.14%
20,300
+12,200
+151% +$824K
AEO icon
138
American Eagle Outfitters
AEO
$2.94B
$1.45M 0.14%
84,800
+54,600
+181% +$832K
AZN icon
139
AstraZeneca
AZN
$269B
$1.44M 0.14%
+21,000
New +$1.46M
MCO icon
140
Moody's
MCO
$83.7B
$1.42M 0.14%
13,700
+10,200
+291% +$986K
TCRT icon
141
Alaunos Therapeutics
TCRT
$4.64M
$1.38M 0.13%
+855
New +$1.27M
STI
142
DELISTED
SunTrust Banks, Inc.
STI
$1.38M 0.13%
+33,500
New +$1.36M
BP icon
143
BP
BP
$112B
$1.37M 0.13%
42,303
+4,339
+11% +$142K
HZNP
144
DELISTED
Horizon Therapeutics Public Limited Company Ordinary Shares
HZNP
$1.37M 0.13%
+52,800
New +$968K
AEP icon
145
American Electric Power
AEP
$70.4B
$1.37M 0.13%
+24,300
New +$1.44M
NLY icon
146
Annaly Capital Management
NLY
$17.3B
$1.36M 0.13%
+32,625
New +$1.39M
AGNC icon
147
AGNC Investment
AGNC
$12.7B
$1.35M 0.13%
+63,300
New +$1.37M
DLTR icon
148
Dollar Tree
DLTR
$24.8B
$1.34M 0.13%
+16,500
New +$1.25M
MCHP icon
149
Microchip Technology
MCHP
$38.8B
$1.32M 0.13%
+54,200
New +$1.31M
EIX icon
150
Edison International
EIX
$30.3B
$1.32M 0.13%
+21,200
New +$1.38M
4 5
6
7 8

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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.