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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
Cap. Flow
-$392M
Cap. Flow %
-59.09%
Top 10 Hldgs %
30.75%
Holding
847
New
247
Increased
81
Reduced
98
Closed
419

Top Buys

Rank Stock Value
1
GILD icon
Gilead Sciences
GILD
+$28.3M
2
META icon
Meta Platforms (Facebook)
META
+$20.3M
3
T icon
AT&T
T
+$16.1M
4
BAC icon
Bank of America
BAC
+$14.7M
5
ASHR icon
Xtrackers Harvest CSI 300 China A-Shares ETF
ASHR
+$14.7M

Top Sells

Rank Stock Value
1
AAPL icon
Apple
AAPL
+$51.8M
2
FXI icon
iShares China Large-Cap ETF
FXI
+$45.8M
3
IYR icon
iShares US Real Estate ETF
IYR
+$38.1M
4
TLT icon
iShares 20+ Year Treasury Bond ETF
TLT
+$34M
5
EFA icon
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
ALV icon
376
Autoliv
ALV
$9.02B
$210K 0.03%
2,498
-556
-18% -$48.9K
FRGI
377
DELISTED
Fiesta Restaurant Group, Inc.
FRGI
$210K 0.03%
+4,200
New +$222K
CVC
378
DELISTED
CABLEVISION SYS CP NY GRP CL-A
CVC
$210K 0.03%
+8,800
New +$191K
STWD icon
379
Starwood Property Trust
STWD
$5.92B
$209K 0.03%
9,700
-30,200
-76% -$716K
IFF icon
380
International Flavors & Fragrances
IFF
$20.2B
$207K 0.03%
1,900
-2,800
-60% -$323K
PHM icon
381
Pultegroup
PHM
$24.1B
$207K 0.03%
10,300
-6,100
-37% -$124K
NFG icon
382
National Fuel Gas
NFG
$7.82B
$206K 0.03%
+3,500
New +$221K
MCO icon
383
Moody's
MCO
$82.8B
$205K 0.03%
1,900
-11,800
-86% -$1.27M
NWL icon
384
Newell Brands
NWL
$2.38B
$205K 0.03%
+5,000
New +$200K
TPST icon
385
Tempest Therapeutics
TPST
$13.7M
$205K 0.03%
+2
New +$183K
IMAX icon
386
IMAX
IMAX
$2.62B
$201K 0.03%
+5,000
New +$194K
SEIC icon
387
SEI Investments
SEIC
$12.4B
$201K 0.03%
+4,100
New +$193K
CVE icon
388
Cenovus Energy
CVE
$55.7B
$196K 0.03%
12,300
-4,600
-27% -$80.1K
DNY
389
DELISTED
DONNELLEY R R & SONS CO
DNY
$189K 0.03%
10,900
-23,200
-68% -$402K
CMC icon
390
Commercial Metals
CMC
$7.6B
$188K 0.03%
+11,700
New +$191K
ZNGA
391
DELISTED
ZYNGA INC. CL A COMMON
ZNGA
$183K 0.03%
64,300
-186,900
-74% -$522K
FHN icon
392
First Horizon
FHN
$12.2B
$180K 0.03%
11,500
-17,700
-61% -$261K
HLX icon
393
Helix Energy Solutions
HLX
$1.4B
$179K 0.03%
+14,200
New +$224K
LOCK
394
DELISTED
LifeLock, Inc.
LOCK
$177K 0.03%
+10,800
New +$167K
SD
395
DELISTED
SANDRIDGE ENERGY, INC.
SD
$177K 0.03%
+201,300
New +$296K
CROX icon
396
Crocs
CROX
$6.14B
$172K 0.03%
+11,700
New +$165K
SLM icon
397
SLM Corp
SLM
$4.89B
$169K 0.03%
+17,200
New +$174K
JCP
398
DELISTED
J.C. Penney Company, Inc.
JCP
$166K 0.03%
+19,700
New +$170K
MACK
399
DELISTED
Merrimack Pharmaceuticals, Inc.
MACK
$166K 0.03%
+1,716
New +$163K
RGLS
400
DELISTED
Regulus Therapeutics
RGLS
$163K 0.02%
+124
New +$200K
14 15
16
17 18

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UWPG
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FWM
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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.