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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 | |
|---|---|---|---|---|---|---|
|
TRQ
276
DELISTED
Turquoise Hill Resources Ltd
TRQ
| $391K | 0.06% |
+10,320
| New | +$424K |
|
|
RPTP
277
DELISTED
RAPTOR PHARMACEUTICAL CORP COM STK (DE)
RPTP
| $390K | 0.06% |
+24,700
| New | +$300K |
|
|
SE
278
DELISTED
Spectra Energy Corp Wi
SE
| $387K | 0.06% |
+11,900
| New | +$424K |
|
279
Healthpeak Properties
DOC
$15.1B
| $386K | 0.06% |
+11,639
| New | +$424K |
|
|
RDUS
280
DELISTED
Radius Health, Inc.
RDUS
| $385K | 0.06% |
+5,700
| New | +$266K |
|
|
LKM
281
DELISTED
Link Motion Inc.
LKM
| $385K | 0.06% |
+73,100
| New | +$325K |
|
282
Invesco Solar ETF
TAN
$1.42B
| $384K | 0.06% |
+9,800
| New | +$442K |
|
283
Universal Display
OLED
$3.68B
| $382K | 0.06% |
7,400
+1,900
| +35% | +$95.8K |
|
284
Entergy
ETR
$50.2B
| $380K | 0.06% |
10,800
+1,400
| +15% | +$52.6K |
|
285
Ross Stores
ROST
$80.5B
| $379K | 0.06% |
7,800
+1,600
| +26% | +$80.4K |
|
|
CPHD
286
DELISTED
Cepheid Inc
CPHD
| $379K | 0.06% |
+6,200
| New | +$354K |
|
287
Akamai
AKAM
$16.7B
| $377K | 0.06% |
5,400
-7,600
| -58% | -$564K |
|
288
Neurocrine Biosciences
NBIX
$16.8B
| $377K | 0.06% |
+7,900
| New | +$335K |
|
|
FNFG
289
DELISTED
FIRST NIAGARA FINANCIAL GROUP INC
FNFG
| $376K | 0.06% |
39,900
-3,600
| -8% | -$32.9K |
|
290
Tyler Technologies
TYL
$12.7B
| $375K | 0.06% |
+2,900
| New | +$360K |
|
291
3D Systems Corp
DDD
$431M
| $374K | 0.06% |
+19,200
| New | +$463K |
|
|
EXAS
292
DELISTED
Exact Sciences
EXAS
| $374K | 0.06% |
+12,600
| New | +$317K |
|
293
Ovintiv
OVV
$17.3B
| $369K | 0.06% |
6,700
-7,900
| -54% | -$503K |
|
294
Realty Income
O
$59.6B
| $363K | 0.05% |
8,462
-21,363
| -72% | -$977K |
|
295
Williams-Sonoma
WSM
$26.9B
| $361K | 0.05% |
+8,800
| New | +$344K |
|
296
Zions Bancorporation
ZION
$10.2B
| $361K | 0.05% |
11,400
-8,900
| -44% | -$262K |
|
297
Worthington Enterprises
WOR
$2.75B
| $360K | 0.05% |
+19,464
| New | +$332K |
|
298
Pinnacle West Capital
PNW
$12.2B
| $358K | 0.05% |
6,300
-4,200
| -40% | -$253K |
|
299
PRA Group
PRAA
$663M
| $355K | 0.05% |
+5,700
| New | +$328K |
|
300
ManpowerGroup
MAN
$2.44B
| $348K | 0.05% |
+3,900
| New | +$336K |
|
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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.