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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
Cap. Flow
-$392M
Cap. Flow %
-59.09%
Top 10 Hldgs %
30.75%
Holding
847
New
247
Increased
81
Reduced
98
Closed
419

Top Buys

Rank Stock Value
1
GILD icon
Gilead Sciences
GILD
+$28.3M
2
META icon
Meta Platforms (Facebook)
META
+$20.3M
3
T icon
AT&T
T
+$16.1M
4
BAC icon
Bank of America
BAC
+$14.7M
5
ASHR icon
Xtrackers Harvest CSI 300 China A-Shares ETF
ASHR
+$14.7M

Top Sells

Rank Stock Value
1
AAPL icon
Apple
AAPL
+$51.8M
2
FXI icon
iShares China Large-Cap ETF
FXI
+$45.8M
3
IYR icon
iShares US Real Estate ETF
IYR
+$38.1M
4
TLT icon
iShares 20+ Year Treasury Bond ETF
TLT
+$34M
5
EFA icon
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
OA
776
DELISTED
Orbital ATK, Inc.
OA
– –
-8,800
Closed -$674K
DYN
777
DELISTED
Dynegy, Inc.
DYN
– –
-8,300
Closed -$260K
BBG
778
DELISTED
Bill Barrett Corp
BBG
– –
-28,500
Closed -$236K
LVNTA
779
DELISTED
Liberty Interactive Corporation Series A Liberty Ventures
LVNTA
– –
-9,000
Closed -$378K
BWLD
780
DELISTED
Buffalo Wild Wings, Inc.
BWLD
– –
-2,100
Closed -$380K
VALE.P
781
DELISTED
Vale S A
VALE.P
– –
-269,000
Closed -$1.3M
LVLT
782
DELISTED
Level 3 Communications Inc
LVLT
– –
-4,400
Closed -$236K
ALR
783
DELISTED
Alere Inc
ALR
– –
-9,500
Closed -$464K
PRXL
784
DELISTED
Parexel International Corp
PRXL
– –
-2,900
Closed -$200K
CAB
785
DELISTED
Cabela's Inc
CAB
– –
-9,300
Closed -$520K
DFT
786
DELISTED
DuPont Fabros Technology Inc.
DFT
– –
-15,400
Closed -$503K
YHOO
787
DELISTED
Yahoo Inc
YHOO
– –
-80,300
Closed -$3.57M
JNS
788
DELISTED
Janus Capital Group Inc
JNS
– –
-11,000
Closed -$189K
BEAV
789
DELISTED
B/E Aerospace Inc
BEAV
– –
-7,600
Closed -$483K
HAR
790
DELISTED
Harman International Industries
HAR
– –
-8,800
Closed -$1.18M
ARIA
791
DELISTED
Ariad Pharmaceuticals Inc
ARIA
– –
-60,400
Closed -$497K
APOL
792
DELISTED
Apollo Education Group Inc Class A
APOL
– –
-14,900
Closed -$281K
GGP
793
DELISTED
GGP Inc.
GGP
– –
-52,800
Closed -$1.56M
FCS
794
DELISTED
FAIRCHILD SEMICONDUCTOR INTL INC COMMON
FCS
– –
-11,700
Closed -$212K
MFRM
795
DELISTED
MATTRESS FIRM HLDG CORP COM STK (DE)
MFRM
– –
-5,300
Closed -$369K
RLYP
796
DELISTED
RELYPSA INC COM
RLYP
– –
-18,600
Closed -$670K
AXLL
797
DELISTED
AXIALL CORP COM STK (DE)
AXLL
– –
-14,600
Closed -$685K
HTS
798
DELISTED
HATTERAS FINANCIAL CORP
HTS
– –
-21,300
Closed -$386K
TE
799
DELISTED
TECO ENERGY INC
TE
– –
-15,600
Closed -$302K
MHFI
800
DELISTED
MCGRAW-HILL FINANCIAL INC COM
MHFI
– –
-12,300
Closed -$1.27M
30 31
32
33 34

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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.