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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
WNR
176
DELISTED
Western Refining Inc
WNR
$1.15M 0.11%
+23,200
New +$969K
HUM icon
177
Humana
HUM
$43.9B
$1.14M 0.11%
6,400
-100
-2% -$15.8K
ZBH icon
178
Zimmer Biomet
ZBH
$18.8B
$1.14M 0.11%
9,991
+1,133
+13% +$129K
VLO icon
179
Valero Energy
VLO
$89.5B
$1.14M 0.11%
17,900
+10,400
+139% +$580K
FRC
180
DELISTED
First Republic Bank
FRC
$1.13M 0.11%
19,800
+15,700
+383% +$854K
BLUE
181
DELISTED
bluebird bio
BLUE
$1.12M 0.11%
+718
New +$947K
KMB icon
182
Kimberly-Clark
KMB
$37.6B
$1.11M 0.11%
+10,400
New +$1.15M
NI icon
183
NiSource
NI
$21.5B
$1.11M 0.11%
64,134
+10,689
+20% +$181K
STZ icon
184
Constellation Brands
STZ
$22.5B
$1.1M 0.11%
9,500
-6,200
-39% -$698K
DNKN
185
DELISTED
Dunkin' Brands Group, Inc.
DNKN
$1.09M 0.11%
+23,000
New +$1.07M
SUNE
186
DELISTED
SUNEDISON, INC COM
SUNE
$1.09M 0.1%
+45,500
New +$978K
PBR icon
187
Petrobras
PBR
$120B
$1.08M 0.1%
+180,500
New +$1.15M
PPG icon
188
PPG Industries
PPG
$24.9B
$1.08M 0.1%
+9,600
New +$1.1M
SIG icon
189
Signet Jewelers
SIG
$3.84B
$1.07M 0.1%
+7,700
New +$954K
BXP icon
190
Boston Properties
BXP
$11.6B
$1.07M 0.1%
+7,600
New +$1.06M
BIIB icon
191
Biogen
BIIB
$30.9B
$1.05M 0.1%
2,500
-17,200
-87% -$6.78M
RCPT
192
DELISTED
RECEPTOS INC COM STK (DE)
RCPT
$1.05M 0.1%
+6,400
New +$810K
ARMH
193
DELISTED
ARM HOLDINGS PLC ADS
ARMH
$1.04M 0.1%
+21,100
New +$1.05M
ITW icon
194
Illinois Tool Works
ITW
$84.1B
$1.03M 0.1%
+10,600
New +$1.02M
ICE icon
195
Intercontinental Exchange
ICE
$87.2B
$1.03M 0.1%
22,000
+10,000
+83% +$451K
LO
196
DELISTED
LORILLARD INC COM STK
LO
$1.01M 0.1%
+15,500
New +$1.03M
CCI icon
197
Crown Castle
CCI
$34.6B
$1.01M 0.1%
+12,200
New +$1.04M
ETFC
198
DELISTED
E*Trade Financial Corporation
ETFC
$988K 0.09%
34,600
+5,200
+18% +$133K
HIG icon
199
Hartford Financial Services
HIG
$39.9B
$986K 0.09%
23,600
+3,600
+18% +$148K
MAC icon
200
Macerich
MAC
$7.4B
$986K 0.09%
+11,700
New +$1.02M
6 7
8
9 10

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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.