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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 | |
|---|---|---|---|---|---|---|
651
RTX Corp
RTX
$290B
| – | – |
-84,058
| Closed | -$6.2M |
|
652
Revvity
RVTY
$12.6B
| – | – |
-8,600
| Closed | -$439K |
|
653
SAP
SAP
$212B
| – | – |
-8,800
| Closed | -$635K |
|
654
Sinclair Inc
SBGI
$992M
| – | – |
-16,400
| Closed | -$515K |
|
655
Starbucks
SBUX
$120B
| – | – |
-117,400
| Closed | -$5.56M |
|
656
Service Corp International
SCI
$11.8B
| – | – |
-8,400
| Closed | -$218K |
|
|
SEE
657
DELISTED
Sealed Air
SEE
| – | – |
-19,900
| Closed | -$906K |
|
|
SEM
658
DELISTED
Select Medical
SEM
| – | – |
-50,669
| Closed | -$404K |
|
659
Sunstone Hotel Investors
SHO
$2.19B
| – | – |
-38,000
| Closed | -$633K |
|
660
Sherwin-Williams
SHW
$82.7B
| – | – |
-17,100
| Closed | -$1.62M |
|
661
Signet Jewelers
SIG
$3.61B
| – | – |
-7,700
| Closed | -$1.07M |
|
662
SiriusXM
SIRI
$9.97B
| – | – |
-12,280
| Closed | -$469K |
|
663
SLB Ltd
SLB
$73.6B
| – | – |
-4,500
| Closed | -$375K |
|
664
iShares Silver Trust
SLV
$28B
| – | – |
-270,500
| Closed | -$4.31M |
|
|
SNCR
665
DELISTED
Synchronoss Technologies
SNCR
| – | – |
-644
| Closed | -$275K |
|
|
SNV
666
DELISTED
Synovus
SNV
| – | – |
-9,000
| Closed | -$252K |
|
667
Southern Company
SO
$109B
| – | – |
-126,400
| Closed | -$5.6M |
|
668
Sony
SONY
$137B
| – | – |
-76,000
| Closed | -$407K |
|
669
Simon Property Group
SPG
$74.4B
| – | – |
-20,500
| Closed | -$4.01M |
|
|
SPR
670
DELISTED
Spirit AeroSystems
SPR
| – | – |
-9,000
| Closed | -$469K |
|
671
Sempra
SRE
$57.9B
| – | – |
-7,600
| Closed | -$414K |
|
672
Stratasys
SSYS
$679M
| – | – |
-12,800
| Closed | -$675K |
|
673
Steris
STE
$22.3B
| – | – |
-6,500
| Closed | -$456K |
|
674
Steel Dynamics
STLD
$36B
| – | – |
-64,900
| Closed | -$1.3M |
|
675
Constellation Brands
STZ
$22.2B
| – | – |
-9,500
| Closed | -$1.1M |
|
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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.