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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 | |
|---|---|---|---|---|---|---|
601
Macerich
MAC
$7.33B
| – | – |
-11,700
| Closed | -$986K |
|
602
Masco
MAS
$14.1B
| – | – |
-10,470
| Closed | -$245K |
|
603
Microchip Technology
MCHP
$40.3B
| – | – |
-54,200
| Closed | -$1.32M |
|
604
McKesson
MCK
$100B
| – | – |
-3,300
| Closed | -$746K |
|
605
State Street SPDR S&P MIDCAP 400 ETF Trust
MDY
$26.6B
| – | – |
-28,800
| Closed | -$7.98M |
|
|
MFA
606
MFA Financial
MFA
$926M
| – | – |
-7,350
| Closed | -$231K |
|
607
Magna International
MGA
$18.7B
| – | – |
-10,200
| Closed | -$547K |
|
608
Mohawk Industries
MHK
$7.5B
| – | – |
-1,900
| Closed | -$352K |
|
609
3M
MMM
$90.9B
| – | – |
-11,242
| Closed | -$1.55M |
|
610
Altria Group
MO
$114B
| – | – |
-30,600
| Closed | -$1.53M |
|
611
Marathon Petroleum
MPC
$92.4B
| – | – |
-7,000
| Closed | -$358K |
|
612
Microsoft
MSFT
$3.45T
| – | – |
-62,300
| Closed | -$2.53M |
|
613
ArcelorMittal
MT
$52.9B
| – | – |
-5,904
| Closed | -$127K |
|
614
MGIC Investment
MTG
$6.16B
| – | – |
-15,700
| Closed | -$151K |
|
615
Vail Resorts
MTN
$5.32B
| – | – |
-3,100
| Closed | -$320K |
|
616
Manitowoc
MTW
$497M
| – | – |
-16,891
| Closed | -$329K |
|
617
Mueller Water Products
MWA
$3.95B
| – | – |
-18,700
| Closed | -$184K |
|
618
Navient
NAVI
$789M
| – | – |
-16,000
| Closed | -$325K |
|
619
Nasdaq
NDAQ
$52.7B
| – | – |
-18,000
| Closed | -$305K |
|
620
NextEra Energy
NEE
$181B
| – | – |
-92,400
| Closed | -$2.4M |
|
621
Annaly Capital Management
NLY
$17.1B
| – | – |
-32,625
| Closed | -$1.36M |
|
622
NNN REIT
NNN
$9.04B
| – | – |
-7,300
| Closed | -$299K |
|
623
ServiceNow
NOW
$115B
| – | – |
-14,500
| Closed | -$228K |
|
624
Novartis
NVS
$297B
| – | – |
-5,692
| Closed | -$502K |
|
625
News Corp Class A
NWSA
$14.9B
| – | – |
-60,400
| Closed | -$967K |
|
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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.