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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
+8.09%
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
$664M
AUM Growth
-$377M
(-36%)
Cap. Flow
-$392M
Cap. Flow
% of AUM
-59.09%
Top 10 Holdings %
Top 10 Hldgs %
30.75%
Holding
847
New
247
Increased
81
Reduced
98
Closed
419
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
Gilead Sciences
GILD
|
+$28.3M |
| 2 |
Meta Platforms (Facebook)
META
|
+$20.3M |
| 3 |
AT&T
T
|
+$16.1M |
| 4 |
Bank of America
BAC
|
+$14.7M |
| 5 |
Xtrackers Harvest CSI 300 China A-Shares ETF
ASHR
|
+$14.7M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Apple
AAPL
|
+$51.8M |
| 2 |
iShares China Large-Cap ETF
FXI
|
+$45.8M |
| 3 |
iShares US Real Estate ETF
IYR
|
+$38.1M |
| 4 |
iShares 20+ Year Treasury Bond ETF
TLT
|
+$34M |
| 5 |
iShares MSCI EAFE ETF
EFA
|
+$31.2M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Communication Services | 20.88% |
| 2 | Healthcare | 17.5% |
| 3 | Financials | 11.75% |
| 4 | Consumer Discretionary | 8.33% |
| 5 | Consumer Staples | 7.16% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
251
Packaging Corp of America
PKG
$21.9B
| $443K | 0.07% |
7,100
-1,000
| -12% | -$70.4K |
|
|
LNW
252
DELISTED
Light & Wonder
LNW
| $441K | 0.07% |
+28,400
| New | +$403K |
|
|
FLG
253
Flagstar Bank National Association
FLG
$5.93B
| $439K | 0.07% |
7,967
-4,233
| -35% | -$223K |
|
254
Dick's Sporting Goods
DKS
$17.5B
| $434K | 0.07% |
+8,400
| New | +$462K |
|
|
SGI
255
Somnigroup International
SGI
$13.7B
| $428K | 0.06% |
+26,000
| New | +$397K |
|
256
The Mosaic Company
MOS
$7.03B
| $426K | 0.06% |
+9,100
| New | +$413K |
|
|
TMH
257
DELISTED
Team Health Holdings Inc
TMH
| $424K | 0.06% |
+6,500
| New | +$393K |
|
258
Advanced Micro Devices
AMD
$776B
| $423K | 0.06% |
+176,400
| New | +$427K |
|
259
Bath & Body Works
BBWI
$4.06B
| $420K | 0.06% |
+6,061
| New | +$435K |
|
|
SOHU
260
Sohu.com
SOHU
$362M
| $419K | 0.06% |
+7,100
| New | +$460K |
|
|
CTB
261
DELISTED
Cooper Tire & Rubber Co.
CTB
| $419K | 0.06% |
+12,400
| New | +$477K |
|
262
Manulife Financial
MFC
$73.9B
| $418K | 0.06% |
+22,500
| New | +$418K |
|
|
WOOF
263
DELISTED
VCA Inc.
WOOF
| $418K | 0.06% |
+7,700
| New | +$408K |
|
|
RYL
264
DELISTED
RYLAND GROUP INC
RYL
| $417K | 0.06% |
+9,000
| New | +$400K |
|
|
SGEN
265
DELISTED
Seagen Inc. Common Stock
SGEN
| $416K | 0.06% |
+8,600
| New | +$355K |
|
|
HNT
266
DELISTED
HEALTH NET INC
HNT
| $410K | 0.06% |
+6,400
| New | +$382K |
|
267
Synaptics
SYNA
$4.19B
| $407K | 0.06% |
4,700
-100
| -2% | -$9.13K |
|
268
Open Text
OTEX
$6.15B
| $405K | 0.06% |
+20,000
| New | +$482K |
|
269
Vale
VALE
$64.1B
| $405K | 0.06% |
68,900
-454,700
| -87% | -$3.04M |
|
|
SC
270
DELISTED
SANTANDER CONSUMER USA HOLDINGS INC
SC
| $401K | 0.06% |
+15,700
| New | +$383K |
|
271
United Parks & Resorts
PRKS
$2.1B
| $400K | 0.06% |
+21,700
| New | +$450K |
|
272
Polaris
PII
$3.82B
| $399K | 0.06% |
+2,700
| New | +$389K |
|
273
Universal Health Services
UHS
$10.2B
| $397K | 0.06% |
2,800
-4,400
| -61% | -$551K |
|
274
Arch Capital
ACGL
$34.3B
| $395K | 0.06% |
17,700
-300
| -2% | -$6.37K |
|
275
Teradata
TDC
$2.92B
| $392K | 0.06% |
+10,600
| New | +$436K |
|
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Quantitative Investment Management's Q2 2015 Portfolio in Review
As of Q2 2015, Quantitative Investment Management held 847 positions worth $664M, down 36% from $1.04B the previous quarter. Its ten largest holdings account for 31% of the portfolio.
Quantitative Investment Management withdrew a net $392M in Q2 2015, closing 419 positions and reducing 98 holdings. Its most notable exit was Apple, an estimated $51.8M position sold in full.
By sector, the portfolio is most concentrated in Communication Services at 21% of assets, up from 6.3% a quarter earlier, followed by Healthcare and Financials.
Against the trend, Quantitative Investment Management opened a new position in Gilead Sciences worth $30.3M.
- Quantitative Investment Management's largest Q2 2015 buy was Gilead Sciences: 259,100 shares worth $30.3M.
- Quantitative Investment Management added most to Meta Platforms (Facebook) in Q2 2015, an estimated $20.3M increase.
- Quantitative Investment Management's biggest Q2 2015 reduction was iShares 20+ Year Treasury Bond ETF, cutting an estimated $34M.
- Quantitative Investment Management fully exited Apple in Q2 2015, selling an estimated $51.8M.
- Quantitative Investment Management's ten largest holdings make up 31% of its $664M portfolio in Q2 2015.
- Quantitative Investment Management opened 247 new positions and closed 419 in Q2 2015.
- Quantitative Investment Management's portfolio value fell 36% quarter-over-quarter to $664M.
Based on Quantitative Investment Management's 13F filing for Q2 2015, filed 5 Aug 2015.