We are live on ! Find out more
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
KBH icon
126
KB Home
KBH
$3.37B
$1.07M 0.16%
+64,700
New +$987K
AGCO icon
127
AGCO
AGCO
$7.4B
$1.07M 0.16%
+18,900
New +$960K
WIN
128
DELISTED
Windstream Holdings Inc
WIN
$1.04M 0.16%
32,740
+23,714
+263% +$1.13M
KBR icon
129
KBR
KBR
$4.64B
$1.03M 0.16%
+52,900
New +$948K
GIS icon
130
General Mills
GIS
$19.1B
$1.01M 0.15%
18,200
-35,300
-66% -$1.98M
CIEN icon
131
Ciena
CIEN
$53.4B
$1.01M 0.15%
+42,600
New +$973K
LH icon
132
Labcorp
LH
$25.4B
$1.01M 0.15%
9,661
+6,285
+186% +$654K
HSY icon
133
Hershey
HSY
$35.5B
$1M 0.15%
+11,300
New +$1.07M
SFM icon
134
Sprouts Farmers Market
SFM
$8.13B
$995K 0.15%
36,900
+1,700
+5% +$52.2K
LPNT
135
DELISTED
LifePoint Health, Inc.
LPNT
$982K 0.15%
+11,300
New +$854K
DISH
136
DELISTED
DISH Network Corp.
DISH
$975K 0.15%
+14,400
New +$1.01M
IDTI
137
DELISTED
Integrated Device Technology I
IDTI
$969K 0.15%
+44,700
New +$964K
INSY
138
DELISTED
Insys Therapeutics, Inc.
INSY
$966K 0.15%
+26,900
New +$838K
PGR icon
139
Progressive
PGR
$123B
$951K 0.14%
34,200
+13,300
+64% +$363K
KATE
140
DELISTED
Kate Spade & Company
KATE
$947K 0.14%
+44,000
New +$1.27M
TJX icon
141
TJX Companies
TJX
$174B
$939K 0.14%
28,400
-49,800
-64% -$1.66M
IHS
142
DELISTED
IHS INC CL-A COM STK
IHS
$926K 0.14%
+7,200
New +$899K
TMO icon
143
Thermo Fisher Scientific
TMO
$213B
$921K 0.14%
7,100
-9,900
-58% -$1.29M
BURL icon
144
Burlington
BURL
$23.2B
$911K 0.14%
+17,800
New +$951K
HBI
145
DELISTED
Hanesbrands
HBI
$909K 0.14%
27,300
-20,300
-43% -$664K
IBN icon
146
ICICI Bank
IBN
$108B
$906K 0.14%
+95,700
New +$899K
DHI icon
147
D.R. Horton
DHI
$40B
$897K 0.14%
32,800
+6,500
+25% +$175K
AR icon
148
Antero Resources
AR
$11.1B
$896K 0.13%
26,100
+17,000
+187% +$675K
DLTR icon
149
Dollar Tree
DLTR
$24.4B
$892K 0.13%
11,300
-5,200
-32% -$411K
GT icon
150
Goodyear
GT
$2B
$877K 0.13%
+29,100
New +$865K
4 5
6
7 8

Similar funds

MK
MASTERINVEST Kapitalanlage Vienna $962M AUM 27.59% 1-Year Est. Return
TFP
Triple Frond Partners San Francisco, California $963M AUM 27.45% 1-Year Est. Return
UWPG
Ullmann Wealth Partners Group Jacksonville Beach, Florida $963M AUM 17.06% 1-Year Est. Return
FWM
Focused Wealth Management Newburgh, New York $964M AUM 18.71% 1-Year Est. Return
RCIM
Red Cedar Investment Management Grand Rapids, Michigan $965M AUM 30.25% 1-Year Est. Return
TC
TwinBeech Capital Purchase, New York $965M AUM 0.23% 1-Year Est. Return
NA
Navellier & Associates Reno, Nevada $960M AUM 79.37% 1-Year Est. Return
GHC
Graham Holdings Company Arlington, Virginia $967M AUM 15.12% 1-Year Est. Return

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.