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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 | |
|---|---|---|---|---|---|---|
476
BorgWarner
BWA
$12.7B
| – | – |
-8,066
| Closed | -$429K |
|
477
Boston Properties
BXP
$10.2B
| – | – |
-7,600
| Closed | -$1.07M |
|
478
Boyd Gaming
BYD
$5.49B
| – | – |
-14,700
| Closed | -$208K |
|
479
Cheesecake Factory
CAKE
$4.83B
| – | – |
-5,800
| Closed | -$286K |
|
480
Chubb
CB
$132B
| – | – |
-5,100
| Closed | -$568K |
|
481
Cboe Global Markets
CBOE
$28.2B
| – | – |
-9,000
| Closed | -$516K |
|
482
CBRE Group
CBRE
$40.1B
| – | – |
-11,100
| Closed | -$429K |
|
483
Cracker Barrel
CBRL
$966M
| – | – |
-1,500
| Closed | -$228K |
|
484
Crown Castle
CCI
$31.2B
| – | – |
-12,200
| Closed | -$1.01M |
|
485
Coeur Mining
CDE
$19.5B
| – | – |
-55,800
| Closed | -$262K |
|
486
CF Industries
CF
$20B
| – | – |
-8,500
| Closed | -$482K |
|
|
CIVI
487
DELISTED
Civitas Resources
CIVI
| – | – |
-157
| Closed | -$431K |
|
488
Compass Minerals
CMP
$1B
| – | – |
-2,300
| Closed | -$214K |
|
489
CMS Energy
CMS
$20.7B
| – | – |
-56,800
| Closed | -$1.98M |
|
|
VISN
490
Vistance Networks Inc
VISN
$1.5B
| – | – |
-34,200
| Closed | -$976K |
|
491
Camden Property Trust
CPT
$11.7B
| – | – |
-15,200
| Closed | -$1.19M |
|
492
Charles River Laboratories
CRL
$13.1B
| – | – |
-5,500
| Closed | -$436K |
|
493
Salesforce
CRM
$206B
| – | – |
-4,100
| Closed | -$273K |
|
494
Cirrus Logic
CRUS
$5.91B
| – | – |
-28,900
| Closed | -$961K |
|
495
Cisco
CSCO
$425B
| – | – |
-195,800
| Closed | -$5.39M |
|
496
Canadian Solar
CSIQ
$770M
| – | – |
-16,400
| Closed | -$547K |
|
497
Cognizant
CTSH
$27.9B
| – | – |
-10,000
| Closed | -$623K |
|
498
CubeSmart
CUBE
$8.94B
| – | – |
-26,600
| Closed | -$642K |
|
499
Crane NXT
CXT
$2.72B
| – | – |
-13,243
| Closed | -$287K |
|
500
Dominion Energy
D
$55.9B
| – | – |
-6,200
| Closed | -$439K |
|
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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.