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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 | |
|---|---|---|---|---|---|---|
|
JOYY
201
JOYY Inc
JOYY
$3.71B
| $604K | 0.09% |
+8,700
| New | +$580K |
|
|
HOUS
202
DELISTED
Anywhere Real Estate
HOUS
| $602K | 0.09% |
12,900
-13,200
| -51% | -$614K |
|
203
Maximus
MMS
$3.17B
| $598K | 0.09% |
+9,100
| New | +$595K |
|
204
WEC Energy
WEC
$35.7B
| $598K | 0.09% |
13,300
-2,300
| -15% | -$110K |
|
205
Align Technology
ALGN
$12.1B
| $589K | 0.09% |
+9,400
| New | +$555K |
|
206
Alaska Air
ALK
$5.29B
| $586K | 0.09% |
9,100
+5,300
| +139% | +$341K |
|
|
DHC
207
Diversified Healthcare Trust
DHC
$2.15B
| $586K | 0.09% |
33,701
-4,540
| -12% | -$89.9K |
|
208
American Eagle Outfitters
AEO
$2.88B
| $585K | 0.09% |
34,000
-50,800
| -60% | -$854K |
|
209
Owens Corning
OC
$11.2B
| $585K | 0.09% |
14,200
+100
| +0.7% | +$4.1K |
|
210
Nabors Industries
NBR
$1.27B
| $582K | 0.09% |
+808
| New | +$609K |
|
211
Visteon
VC
$2.79B
| $577K | 0.09% |
+5,500
| New | +$579K |
|
212
Voya Financial
VOYA
$9.01B
| $576K | 0.09% |
12,400
-58,300
| -82% | -$2.63M |
|
213
McCormick & Company Non-Voting
MKC
$13.7B
| $574K | 0.09% |
14,200
-6,200
| -30% | -$241K |
|
|
CHK
214
DELISTED
Chesapeake Energy Corporation
CHK
| $565K | 0.09% |
+253
| New | +$714K |
|
215
Ventas
VTR
$48B
| $558K | 0.08% |
7,881
-13,836
| -64% | -$1.08M |
|
|
HIMX
216
Himax Technologies
HIMX
$2.19B
| $554K | 0.08% |
+69,000
| New | +$469K |
|
217
Petrobras Class A
PBR.A
$111B
| $554K | 0.08% |
67,900
+7,800
| +13% | +$65.3K |
|
|
COL
218
DELISTED
Rockwell Collins
COL
| $554K | 0.08% |
6,000
+1,800
| +43% | +$173K |
|
219
J.M. Smucker
SJM
$12.7B
| $552K | 0.08% |
+5,100
| New | +$590K |
|
220
Cooper Companies
COO
$14.1B
| $551K | 0.08% |
12,400
-4,800
| -28% | -$216K |
|
|
CMA
221
DELISTED
Comerica
CMA
| $549K | 0.08% |
+10,700
| New | +$521K |
|
|
PNRA
222
DELISTED
Panera Bread Co
PNRA
| $541K | 0.08% |
3,100
+200
| +7% | +$35.9K |
|
|
NBIS
223
Nebius Group N.V.
NBIS
$48.3B
| $535K | 0.08% |
+35,200
| New | +$643K |
|
|
NVO
224
Novo Nordisk
NVO
$208B
| $520K | 0.08% |
+19,000
| New | +$534K |
|
|
DF
225
DELISTED
Dean Foods Company
DF
| $520K | 0.08% |
+32,200
| New | +$562K |
|
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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.