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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 | |
|---|---|---|---|---|---|---|
451
Ashland
ASH
$3.33B
| – | – |
-6,132
| Closed | -$381K |
|
452
Altisource Portfolio Solutions
ASPS
$63.6M
| – | – |
-1,788
| Closed | -$184K |
|
|
ASRT
453
DELISTED
Assertio
ASRT
| – | – |
-568
| Closed | -$764K |
|
454
AvalonBay Communities
AVB
$26.5B
| – | – |
-9,700
| Closed | -$1.69M |
|
455
Avery Dennison
AVY
$13B
| – | – |
-6,300
| Closed | -$333K |
|
456
Axos Financial
AX
$5.77B
| – | – |
-16,800
| Closed | -$390K |
|
|
DCH
457
Dauch Corp
DCH
$1.34B
| – | – |
-9,100
| Closed | -$235K |
|
458
AXIS Capital
AXS
$7.68B
| – | – |
-6,600
| Closed | -$340K |
|
459
AstraZeneca
AZN
$263B
| – | – |
-21,000
| Closed | -$1.44M |
|
460
Alibaba
BABA
$293B
| – | – |
-41,200
| Closed | -$3.43M |
|
461
Best Buy
BBY
$18.2B
| – | – |
-66,500
| Closed | -$2.51M |
|
462
Brunswick
BC
$5.13B
| – | – |
-5,500
| Closed | -$282K |
|
463
Barclays
BCS
$92.7B
| – | – |
-22,589
| Closed | -$305K |
|
464
Belden
BDC
$4.85B
| – | – |
-2,800
| Closed | -$261K |
|
|
BDN
465
Brandywine Realty Trust
BDN
$524M
| – | – |
-23,600
| Closed | -$377K |
|
466
Bread Financial
BFH
$4.37B
| – | – |
-7,518
| Closed | -$1.78M |
|
467
Bausch Health
BHC
$2.58B
| – | – |
-43,400
| Closed | -$8.62M |
|
468
Brookdale Senior Living
BKD
$3.49B
| – | – |
-6,000
| Closed | -$226K |
|
469
Booking.com
BKNG
$149B
| – | – |
-95,000
| Closed | -$4.42M |
|
470
Blackrock
BLK
$169B
| – | – |
-1,600
| Closed | -$585K |
|
471
Bristol-Myers Squibb
BMY
$133B
| – | – |
-61,300
| Closed | -$3.95M |
|
472
Scotiabank
BNS
$107B
| – | – |
-4,755
| Closed | -$226K |
|
473
BP
BP
$116B
| – | – |
-42,303
| Closed | -$1.37M |
|
474
Berkshire Hathaway Class B
BRK.B
$1.1T
| – | – |
-33,900
| Closed | -$4.89M |
|
475
AB InBev
BUD
$170B
| – | – |
-12,900
| Closed | -$1.57M |
|
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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.