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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 | |
|---|---|---|---|---|---|---|
501
Deutsche Bank
DB
$69B
| – | – |
-15,680
| Closed | -$486K |
|
502
Douglas Emmett
DEI
$1.98B
| – | – |
-24,200
| Closed | -$721K |
|
503
Quest Diagnostics
DGX
$25.7B
| – | – |
-6,200
| Closed | -$476K |
|
504
Danaher
DHR
$137B
| – | – |
-12,051
| Closed | -$687K |
|
505
HF Sinclair
DINO
$16.3B
| – | – |
-14,300
| Closed | -$575K |
|
506
Duke Energy
DUK
$97.8B
| – | – |
-53,900
| Closed | -$4.14M |
|
507
DaVita
DVA
$15.4B
| – | – |
-32,800
| Closed | -$2.67M |
|
508
DexCom
DXCM
$31.5B
| – | – |
-18,800
| Closed | -$292K |
|
509
eBay
EBAY
$50.6B
| – | – |
-50,134
| Closed | -$1.22M |
|
510
Ecolab
ECL
$78.1B
| – | – |
-14,600
| Closed | -$1.67M |
|
511
Consolidated Edison
ED
$40.1B
| – | – |
-52,500
| Closed | -$3.2M |
|
|
512
iShares MSCI EAFE ETF
EFA
$78B
| – | – |
-486,500
| Closed | -$31.2M |
|
513
Equifax
EFX
$20.3B
| – | – |
-2,600
| Closed | -$241K |
|
514
8x8 Inc
EGHT
$269M
| – | – |
-12,300
| Closed | -$103K |
|
515
Edison International
EIX
$28.2B
| – | – |
-21,200
| Closed | -$1.32M |
|
516
Enbridge
ENB
$119B
| – | – |
-16,100
| Closed | -$780K |
|
517
EOG Resources
EOG
$79.2B
| – | – |
-17,200
| Closed | -$1.58M |
|
518
Equity Residential
EQR
$24.9B
| – | – |
-15,700
| Closed | -$1.22M |
|
519
Eversource Energy
ES
$26.9B
| – | – |
-10,500
| Closed | -$530K |
|
|
ESPR
520
DELISTED
Esperion Therapeutics
ESPR
| – | – |
-21,500
| Closed | -$1.99M |
|
521
Essex Property Trust
ESS
$18.3B
| – | – |
-4,100
| Closed | -$942K |
|
522
East-West Bancorp
EWBC
$17.9B
| – | – |
-6,700
| Closed | -$271K |
|
523
iShares MSCI Hong Kong ETF
EWH
$1.24B
| – | – |
-13,200
| Closed | -$289K |
|
524
Exelon
EXC
$47.2B
| – | – |
-33,508
| Closed | -$803K |
|
525
Exelixis
EXEL
$13.3B
| – | – |
-69,400
| Closed | -$178K |
|
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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.