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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 | |
|---|---|---|---|---|---|---|
|
ADXS
176
DELISTED
Advaxis Inc
ADXS
| $709K | 0.11% |
+2,327
| New | +$735K |
|
177
US Bancorp
USB
$98.2B
| $707K | 0.11% |
+16,300
| New | +$712K |
|
178
Alkermes
ALKS
$8.22B
| $701K | 0.11% |
10,900
-20,900
| -66% | -$1.28M |
|
179
Wynn Resorts
WYNN
$10.3B
| $700K | 0.11% |
+7,100
| New | +$802K |
|
180
Regions Financial
RF
$26.4B
| $699K | 0.11% |
67,500
+200
| +0.3% | +$2.02K |
|
181
Stanley Black & Decker
SWK
$14.3B
| $684K | 0.1% |
+6,500
| New | +$662K |
|
182
HDFC Bank
HDB
$123B
| $683K | 0.1% |
+45,200
| New | +$656K |
|
183
Prothena Corp
PRTA
$425M
| $679K | 0.1% |
+12,900
| New | +$509K |
|
184
Encompass Health
EHC
$11B
| $672K | 0.1% |
18,352
+7,793
| +74% | +$278K |
|
|
AKRX
185
DELISTED
Akorn Inc
AKRX
| $672K | 0.1% |
+15,400
| New | +$712K |
|
186
BioMarin Pharmaceuticals
BMRN
$11.6B
| $670K | 0.1% |
+4,900
| New | +$607K |
|
187
Huntington Ingalls Industries
HII
$12.9B
| $664K | 0.1% |
5,900
-300
| -5% | -$38.1K |
|
188
Bunge Global
BG
$20.4B
| $658K | 0.1% |
7,500
+1,800
| +32% | +$160K |
|
189
RH
RH
$3.13B
| $654K | 0.1% |
6,700
+3,400
| +103% | +$314K |
|
190
MarketAxess Holdings
MKTX
$5.71B
| $649K | 0.1% |
7,000
+4,000
| +133% | +$353K |
|
|
CY
191
DELISTED
Cypress Semiconductor
CY
| $643K | 0.1% |
54,700
+14,500
| +36% | +$191K |
|
192
United Airlines
UAL
$39.4B
| $641K | 0.1% |
12,100
-31,100
| -72% | -$1.8M |
|
193
Northrop Grumman
NOC
$77.1B
| $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 |
|
198
Pentair
PNR
$10.4B
| $611K | 0.09% |
+13,252
| New | +$561K |
|
199
Albemarle
ALB
$13.9B
| $607K | 0.09% |
+11,000
| New | +$657K |
|
200
Northern Trust
NTRS
$22.4B
| $604K | 0.09% |
7,900
+2,200
| +39% | +$164K |
|
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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.