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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 | |
|---|---|---|---|---|---|---|
|
BMS
201
DELISTED
Bemis
BMS
| $986K | 0.09% |
21,300
+7,700
| +57% | +$357K |
|
202
Diamondback Energy
FANG
$55.5B
| $983K | 0.09% |
+12,800
| New | +$888K |
|
203
Ameren
AEE
$28.7B
| $979K | 0.09% |
+23,200
| New | +$1.01M |
|
|
VISN
204
Vistance Networks Inc
VISN
$1.55B
| $976K | 0.09% |
+34,200
| New | +$952K |
|
205
Cheniere Energy
LNG
$55.6B
| $975K | 0.09% |
12,600
-27,900
| -69% | -$2.08M |
|
206
Starwood Property Trust
STWD
$5.66B
| $969K | 0.09% |
+39,900
| New | +$959K |
|
207
News Corp Class A
NWSA
$16.1B
| $967K | 0.09% |
+60,400
| New | +$978K |
|
208
Cirrus Logic
CRUS
$6.03B
| $961K | 0.09% |
+28,900
| New | +$839K |
|
209
Intuitive Surgical
ISRG
$133B
| $959K | 0.09% |
17,100
-2,700
| -14% | -$153K |
|
|
CST
210
DELISTED
CST Brands, Inc.
CST
| $959K | 0.09% |
+21,900
| New | +$951K |
|
211
Nike
NKE
$54B
| $953K | 0.09% |
19,000
| – | – |
|
212
Essex Property Trust
ESS
$17.8B
| $942K | 0.09% |
+4,100
| New | +$928K |
|
213
Novavax
NVAX
$1.54B
| $941K | 0.09% |
5,690
+4,780
| +525% | +$776K |
|
|
ANDV
214
DELISTED
Andeavor
ANDV
| $940K | 0.09% |
+10,300
| New | +$864K |
|
215
Whirlpool
WHR
$2.17B
| $929K | 0.09% |
+4,600
| New | +$934K |
|
216
Tidewater
TDW
$4.53B
| $928K | 0.09% |
+1,504
| New | +$1.34M |
|
|
XL
217
DELISTED
XL Group Ltd.
XL
| $927K | 0.09% |
+25,200
| New | +$904K |
|
218
Akamai
AKAM
$15.3B
| $923K | 0.09% |
13,000
+3,600
| +38% | +$238K |
|
|
ONIT
219
Onity Group
ONIT
$290M
| $915K | 0.09% |
+7,400
| New | +$991K |
|
|
MWV
220
DELISTED
MEADWESTVACO CORP
MWV
| $912K | 0.09% |
+18,300
| New | +$911K |
|
221
SL Green Realty
SLG
$3.67B
| $911K | 0.09% |
7,334
+5,268
| +255% | +$651K |
|
|
SEE
222
DELISTED
Sealed Air
SEE
| $906K | 0.09% |
+19,900
| New | +$882K |
|
|
FSL
223
DELISTED
FREESCALE SEMICONDUCTOR LTD
FSL
| $892K | 0.09% |
+21,900
| New | +$754K |
|
|
AMTD
224
DELISTED
TD Ameritrade Holding Corp
AMTD
| $886K | 0.09% |
23,800
+2,300
| +11% | +$81.8K |
|
225
Yum! Brands
YUM
$38.2B
| $873K | 0.08% |
+15,440
| New | +$843K |
|
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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.