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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
TFM
801
DELISTED
THE FRESH MARKET, INC COM STK
TFM
– –
-12,200
Closed -$495K
SUNE
802
DELISTED
SUNEDISON, INC COM
SUNE
– –
-45,500
Closed -$1.09M
AFFX
803
DELISTED
Affymetrix Inc
AFFX
– –
-18,400
Closed -$231K
SIRO
804
DELISTED
SIRONA DENTAL SYSTEMS INC COM STK
SIRO
– –
-5,100
Closed -$458K
PCL
805
DELISTED
PLUM CREEK TIMBER CO (REIT)
PCL
– –
-9,400
Closed -$408K
SWI
806
DELISTED
SOLARWINDS INC COM STK (DE)
SWI
– –
-5,800
Closed -$297K
TW
807
DELISTED
TOWERS WATSON & CO COM STK CL A (DE)
TW
– –
-5,000
Closed -$660K
ALTR
808
DELISTED
Altera Corp
ALTR
– –
-84,500
Closed -$3.63M
FSL
809
DELISTED
FREESCALE SEMICONDUCTOR LTD
FSL
– –
-21,900
Closed -$892K
CYBX
810
DELISTED
CYBERONICS INC
CYBX
– –
-6,300
Closed -$408K
HME
811
DELISTED
HOME PROPERTIES, INC
HME
– –
-6,500
Closed -$450K
ANN
812
DELISTED
ANN INC
ANN
– –
-11,700
Closed -$480K
INFA
813
DELISTED
INFORMATICA CORP
INFA
– –
-13,600
Closed -$596K
RKT
814
DELISTED
ROCK-TENN COMPANY CL-A
RKT
– –
-19,400
Closed -$1.25M
IGTE
815
DELISTED
IGATE CORPORATION
IGTE
– –
-8,300
Closed -$354K
MWV
816
DELISTED
MEADWESTVACO CORP
MWV
– –
-18,300
Closed -$912K
LO
817
DELISTED
LORILLARD INC COM STK
LO
– –
-15,500
Closed -$1.01M
PCYC
818
DELISTED
PHARMACYCLICS INC
PCYC
– –
-22,100
Closed -$5.66M
DCT
819
DELISTED
DCT Industrial Trust Inc.
DCT
– –
-13,400
Closed -$464K
STRZA
820
DELISTED
Starz - Series A
STRZA
– –
-7,700
Closed -$264K
NBG
821
DELISTED
NATIONAL BANK OF GREECE SA ADR REPSTG 1 SHARE (NEW)
NBG
– –
-23,300
Closed -$29K
XL
822
DELISTED
XL Group Ltd.
XL
– –
-25,200
Closed -$927K
EXXI
823
DELISTED
ENERGY XXI LTD COM SHS
EXXI
– –
-26,600
Closed -$96K
ESV
824
DELISTED
Ensco Rowan plc
ESV
– –
-5,100
Closed -$429K
ATVI
825
DELISTED
Activision Blizzard
ATVI
– –
-76,700
Closed -$1.74M
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.