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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 | |
|---|---|---|---|---|---|---|
|
IPG
576
DELISTED
Interpublic Group of Companies
IPG
| – | – |
-19,800
| Closed | -$437K |
|
577
IPG Photonics
IPGP
$3.61B
| – | – |
-9,200
| Closed | -$852K |
|
578
Intuitive Surgical
ISRG
$127B
| – | – |
-17,100
| Closed | -$959K |
|
579
Gartner
IT
$10.1B
| – | – |
-3,600
| Closed | -$301K |
|
580
Illinois Tool Works
ITW
$82.6B
| – | – |
-10,600
| Closed | -$1.03M |
|
581
Invesco
IVZ
$13.1B
| – | – |
-19,400
| Closed | -$769K |
|
|
582
iShares US Real Estate ETF
IYR
$4.66B
| – | – |
-480,100
| Closed | -$38.1M |
|
583
JB Hunt Transport Services
JBHT
$25.5B
| – | – |
-2,900
| Closed | -$247K |
|
584
Jabil
JBL
$33B
| – | – |
-23,300
| Closed | -$544K |
|
585
Keurig Dr Pepper
KDP
$42.3B
| – | – |
-19,600
| Closed | -$1.54M |
|
586
Kirby Corp
KEX
$7.01B
| – | – |
-2,700
| Closed | -$202K |
|
587
Kinross Gold
KGC
$27.4B
| – | – |
-122,400
| Closed | -$274K |
|
588
Kimco Realty
KIM
$17.2B
| – | – |
-30,700
| Closed | -$824K |
|
589
Kimberly-Clark
KMB
$36.3B
| – | – |
-10,400
| Closed | -$1.11M |
|
590
CarMax
KMX
$8.13B
| – | – |
-11,200
| Closed | -$772K |
|
591
Kilroy Realty
KRC
$4.52B
| – | – |
-3,600
| Closed | -$274K |
|
592
Lamar Advertising Co
LAMR
$16.2B
| – | – |
-4,100
| Closed | -$243K |
|
593
Liberty Global Class A
LBTYA
$3.62B
| – | – |
-27,766
| Closed | -$1.18M |
|
594
Lear
LEA
$6.54B
| – | – |
-4,900
| Closed | -$543K |
|
595
Ligand Pharmaceuticals
LGND
$5.76B
| – | – |
-9,618
| Closed | -$462K |
|
596
Eli Lilly
LLY
$1.02T
| – | – |
-53,500
| Closed | -$3.89M |
|
597
Cheniere Energy
LNG
$55.2B
| – | – |
-12,600
| Closed | -$975K |
|
598
Landstar System
LSTR
$5.93B
| – | – |
-3,200
| Closed | -$212K |
|
599
Lumen
LUMN
$6.57B
| – | – |
-9,600
| Closed | -$331K |
|
600
Mastercard
MA
$502B
| – | – |
-7,300
| Closed | -$630K |
|
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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.