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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 | |
|---|---|---|---|---|---|---|
151
M&T Bank
MTB
$35.7B
| $874K | 0.13% |
7,000
-5,500
| -44% | -$677K |
|
152
Electronic Arts
EA
$53B
| $871K | 0.13% |
+13,100
| New | +$806K |
|
153
Equinix
EQIX
$101B
| $863K | 0.13% |
3,400
+100
| +3% | +$25.5K |
|
|
RCPT
154
DELISTED
RECEPTOS INC COM STK (DE)
RCPT
| $836K | 0.13% |
4,400
-2,000
| -31% | -$331K |
|
155
PBF Energy
PBF
$8.57B
| $832K | 0.13% |
+29,300
| New | +$824K |
|
|
FISV
156
Fiserv Inc
FISV
$28.8B
| $820K | 0.12% |
+19,800
| New | +$796K |
|
|
FINL
157
DELISTED
Finish Line
FINL
| $812K | 0.12% |
29,200
+14,700
| +101% | +$380K |
|
158
Vodafone
VOD
$36.3B
| $805K | 0.12% |
+22,100
| New | +$796K |
|
|
NMBL
159
DELISTED
Nimble Storage, Inc.
NMBL
| $802K | 0.12% |
28,600
+11,200
| +64% | +$292K |
|
160
KeyCorp
KEY
$24.2B
| $794K | 0.12% |
52,900
-128,900
| -71% | -$1.9M |
|
|
BKS
161
DELISTED
Barnes & Noble
BKS
| $773K | 0.12% |
+45,475
| New | +$710K |
|
|
JNPR
162
DELISTED
Juniper Networks
JNPR
| $771K | 0.12% |
+29,700
| New | +$780K |
|
163
Pediatrix Medical
MD
$2.18B
| $770K | 0.12% |
+10,400
| New | +$749K |
|
|
GWR
164
DELISTED
Genesee & Wyoming Inc.
GWR
| $769K | 0.12% |
10,100
-2,700
| -21% | -$238K |
|
|
NBL
165
DELISTED
Noble Energy, Inc.
NBL
| $768K | 0.12% |
+18,000
| New | +$849K |
|
166
Digital Realty Trust
DLR
$69.7B
| $760K | 0.11% |
11,400
+1,100
| +11% | +$72.3K |
|
167
Dillards
DDS
$9.19B
| $757K | 0.11% |
7,200
+4,400
| +157% | +$540K |
|
168
Assurant
AIZ
$13.8B
| $750K | 0.11% |
+11,200
| New | +$722K |
|
169
Hain Celestial
HAIN
$45M
| $750K | 0.11% |
+11,400
| New | +$720K |
|
|
EGRX
170
DELISTED
Eagle Pharmaceuticals, Inc.
EGRX
| $743K | 0.11% |
+9,200
| New | +$599K |
|
|
ASNA
171
DELISTED
Ascena Retail Group, Inc.
ASNA
| $734K | 0.11% |
+2,205
| New | +$675K |
|
172
Corpay
CPAY
$25B
| $733K | 0.11% |
+4,700
| New | +$737K |
|
173
iShares MSCI China ETF
MCHI
$6.32B
| $722K | 0.11% |
12,900
-60,800
| -82% | -$3.68M |
|
174
Norfolk Southern
NSC
$75.4B
| $716K | 0.11% |
+8,200
| New | +$799K |
|
175
Unum
UNM
$13.6B
| $715K | 0.11% |
+20,000
| New | +$699K |
|
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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.