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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 | |
|---|---|---|---|---|---|---|
301
iShares MSCI Brazil ETF
EWZ
$9.28B
| $344K | 0.05% |
10,500
-333,500
| -97% | -$11.5M |
|
|
BERY
302
DELISTED
Berry Global Group, Inc.
BERY
| $343K | 0.05% |
+11,543
| New | +$363K |
|
|
CST
303
DELISTED
CST Brands, Inc.
CST
| $339K | 0.05% |
8,700
-13,200
| -60% | -$550K |
|
|
CAA
304
DELISTED
CalAtlantic Group, Inc.
CAA
| $336K | 0.05% |
+7,560
| New | +$321K |
|
305
Manhattan Associates
MANH
$11.2B
| $328K | 0.05% |
+5,500
| New | +$304K |
|
|
SHLD
306
DELISTED
Sears Holding Corporation
SHLD
| $328K | 0.05% |
12,300
+6,500
| +112% | +$251K |
|
|
LCI
307
DELISTED
Lannett Company, Inc.
LCI
| $326K | 0.05% |
1,375
+225
| +20% | +$54K |
|
|
NSM
308
DELISTED
Nationstar Mortgage Holdings
NSM
| $322K | 0.05% |
+19,200
| New | +$416K |
|
|
TCF
309
DELISTED
TCF Financial Corporation
TCF
| $322K | 0.05% |
+19,400
| New | +$312K |
|
|
GRA
310
DELISTED
W.R. Grace & Co.
GRA
| $320K | 0.05% |
+3,200
| New | +$315K |
|
311
SL Green Realty
SLG
$3.76B
| $318K | 0.05% |
2,996
-4,338
| -59% | -$509K |
|
|
PFPT
312
DELISTED
Proofpoint, Inc.
PFPT
| $318K | 0.05% |
+5,000
| New | +$294K |
|
|
ITC
313
DELISTED
ITC HOLDINGS CORP
ITC
| $318K | 0.05% |
+9,900
| New | +$345K |
|
314
UGI
UGI
$7.74B
| $316K | 0.05% |
9,200
+1,700
| +23% | +$60.3K |
|
315
Mattel
MAT
$4.38B
| $315K | 0.05% |
12,300
-126,600
| -91% | -$3.33M |
|
|
PPLI
316
People Inc
PPLI
$3.09B
| $310K | 0.05% |
21,822
-23,501
| -52% | -$312K |
|
317
Idexx Laboratories
IDXX
$44.1B
| $307K | 0.05% |
4,800
-2,000
| -29% | -$138K |
|
318
Golar LNG
GLNG
$5B
| $304K | 0.05% |
+6,500
| New | +$282K |
|
319
EnerSys
ENS
$6.78B
| $302K | 0.05% |
+4,300
| New | +$295K |
|
320
Campbell Soup
CPB
$6.55B
| $300K | 0.05% |
6,300
+1,300
| +26% | +$60.7K |
|
321
Ameren
AEE
$30.3B
| $297K | 0.04% |
7,900
-15,300
| -66% | -$614K |
|
|
EJ
322
DELISTED
E HOUSE (CHINA) HOLDINGS LIMITED
EJ
| $297K | 0.04% |
+44,300
| New | +$285K |
|
|
ACOR
323
DELISTED
Acorda Therapeutics
ACOR
| $296K | 0.04% |
74
+1
| +1% | +$3.86K |
|
|
HMIN
324
DELISTED
HOMEINNS HOTEL GROUP SPONSORED ADR
HMIN
| $296K | 0.04% |
+9,600
| New | +$267K |
|
325
OGE Energy
OGE
$9.78B
| $291K | 0.04% |
+10,200
| New | +$317K |
|
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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.