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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
+8.09%
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
$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 | 21.83% |
| 2 | Healthcare | 18.04% |
| 3 | Financials | 11.75% |
| 4 | Miscellaneous | 10.25% |
| 5 | Consumer Discretionary | 8.62% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
426
Companhia Siderúrgica Nacional
SID
$1.6B
| $39K | 0.01% |
+23,800
| New | +$50.9K |
|
|
ARO
427
DELISTED
Aeropostale Inc
ARO
| $35K | 0.01% |
+21,900
| New | +$57.7K |
|
|
YGE
428
DELISTED
Yingli Green Energy Holding Comp
YGE
| $17K | ﹤0.01% |
+1,440
| New | +$22.2K |
|
429
Agilent Technologies
A
$43.5B
| – | – |
-13,300
| Closed | -$552K |
|
430
American Airlines Group
AAL
$8.37B
| – | – |
-46,100
| Closed | -$2.43M |
|
|
431
Apple
AAPL
$4.85T
| – | – |
-1,663,600
| Closed | -$51.8M |
|
432
AbbVie
ABBV
$463B
| – | – |
-187,400
| Closed | -$11M |
|
433
Asbury Automotive
ABG
$3.56B
| – | – |
-4,000
| Closed | -$332K |
|
434
Analog Devices
ADI
$175B
| – | – |
-19,400
| Closed | -$1.22M |
|
435
American Electric Power
AEP
$65.5B
| – | – |
-24,300
| Closed | -$1.37M |
|
436
Aflac
AFL
$58.7B
| – | – |
-10,400
| Closed | -$332K |
|
437
AGNC Investment
AGNC
$11.7B
| – | – |
-63,300
| Closed | -$1.35M |
|
|
AIV
438
Aimco
AIV
$333M
| – | – |
-83,326
| Closed | -$436K |
|
439
Allstate
ALL
$64.7B
| – | – |
-5,600
| Closed | -$398K |
|
440
Amkor Technology
AMKR
$11.5B
| – | – |
-18,700
| Closed | -$165K |
|
441
America Movil
AMX
$68.7B
| – | – |
-13,500
| Closed | -$276K |
|
442
Amazon
AMZN
$2.66T
| – | – |
-644,000
| Closed | -$12M |
|
443
AutoNation
AN
$6.49B
| – | – |
-8,600
| Closed | -$553K |
|
444
Abercrombie & Fitch
ANF
$5.96B
| – | – |
-9,500
| Closed | -$209K |
|
445
Aon
AON
$64B
| – | – |
-3,200
| Closed | -$307K |
|
446
APA Corp
APA
$15.8B
| – | – |
-12,300
| Closed | -$742K |
|
447
Air Products & Chemicals
APD
$63.9B
| – | – |
-2,378
| Closed | -$332K |
|
448
Amphenol
APH
$191B
| – | – |
-28,800
| Closed | -$212K |
|
449
Aptiv
APTV
$9.01B
| – | – |
-29,500
| Closed | -$2.35M |
|
450
Aramark
ARMK
$15.3B
| – | – |
-37,811
| Closed | -$863K |
|
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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 22% of assets, up from 6.4% 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.