We are live on ! Find out more
QIM

Quantitative Investment Management Portfolio holdings

AUM $917M
1-Year Est. Return 3.96%
This Fund
S&P 500
This Quarter Est. Return
+8.09%
1 Year Est. Return
-3.96%
3 Year Est. Return
+24.59%
5 Year Est. Return
+12.41%
10 Year Est. Return
+164.05%
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 21.83%
2 Healthcare 18.04%
3 Financials 11.75%
4 Miscellaneous 10.25%
5 Consumer Discretionary 8.62%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
ADXS
176
DELISTED
Advaxis Inc
ADXS
$709K 0.11%
+2,327
New +$735K
USB icon
177
US Bancorp
USB
$96.9B
$707K 0.11%
+16,300
New +$712K
ALKS icon
178
Alkermes
ALKS
$7.72B
$701K 0.11%
10,900
-20,900
-66% -$1.28M
WYNN icon
179
Wynn Resorts
WYNN
$8.93B
$700K 0.11%
+7,100
New +$802K
RF icon
180
Regions Financial
RF
$25.3B
$699K 0.11%
67,500
+200
+0.3% +$2.02K
SWK icon
181
Stanley Black & Decker
SWK
$13.4B
$684K 0.1%
+6,500
New +$662K
HDB icon
182
HDFC Bank
HDB
$116B
$683K 0.1%
+45,200
New +$656K
PRTA icon
183
Prothena Corp
PRTA
$428M
$679K 0.1%
+12,900
New +$509K
EHC icon
184
Encompass Health
EHC
$12B
$672K 0.1%
18,352
+7,793
+74% +$278K
AKRX
185
DELISTED
Akorn Inc
AKRX
$672K 0.1%
+15,400
New +$712K
BMRN icon
186
BioMarin Pharmaceuticals
BMRN
$12.5B
$670K 0.1%
+4,900
New +$607K
HII icon
187
Huntington Ingalls Industries
HII
$11B
$664K 0.1%
5,900
-300
-5% -$38.1K
BG icon
188
Bunge Global
BG
$23.4B
$658K 0.1%
7,500
+1,800
+32% +$160K
RH icon
189
RH
RH
$2.36B
$654K 0.1%
6,700
+3,400
+103% +$314K
MKTX icon
190
MarketAxess Holdings
MKTX
$5.75B
$649K 0.1%
7,000
+4,000
+133% +$353K
CY
191
DELISTED
Cypress Semiconductor
CY
$643K 0.1%
54,700
+14,500
+36% +$191K
UAL icon
192
United Airlines
UAL
$34.7B
$641K 0.1%
12,100
-31,100
-72% -$1.8M
NOC icon
193
Northrop Grumman
NOC
$75.5B
$634K 0.1%
4,000
-16,200
-80% -$2.59M
DWRE
194
DELISTED
DEMANDWARE INC COM STK (DE)
DWRE
$632K 0.1%
8,900
+3,700
+71% +$238K
CMRX
195
DELISTED
Chimerix, Inc.
CMRX
$628K 0.09%
+13,600
New +$545K
VRE
196
DELISTED
Veris Residential
VRE
$621K 0.09%
+33,700
New +$614K
IMGN
197
DELISTED
Immunogen Inc
IMGN
$621K 0.09%
43,200
+31,000
+254% +$340K
PNR icon
198
Pentair
PNR
$9.03B
$611K 0.09%
+13,252
New +$561K
ALB icon
199
Albemarle
ALB
$13.4B
$607K 0.09%
+11,000
New +$657K
NTRS icon
200
Northern Trust
NTRS
$32.7B
$604K 0.09%
7,900
+2,200
+39% +$164K
6 7
8
9 10

Similar funds

HIC
Harvey Investment Company Louisville, Kentucky $918M AUM 14.93% 1-Year Est. Return
AGAM
Avalon Global Asset Management San Francisco, California $917M AUM 87.67% 1-Year Est. Return
RFA
RTD Financial Advisors Philadelphia, Pennsylvania $917M AUM 19.69% 1-Year Est. Return
SPG
Strategic Planning Group Bountiful, Utah $918M AUM 37.38% 1-Year Est. Return
TCM
Twin Capital Management Mcmurray, Pennsylvania $916M AUM 43.28% 1-Year Est. Return
DLP
De Lisle Partners Poole, United Kingdom $916M AUM 54.05% 1-Year Est. Return
SIC
SJS Investment Consulting Sylvania, Ohio $919M AUM 23.4% 1-Year Est. Return
GC
Greenvale Capital London, United Kingdom $916M AUM 32.73% 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 22% of assets, up from 6.4% 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.