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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 | |
|---|---|---|---|---|---|---|
|
1
Meta Platforms (Facebook)
META
$1.42T
| $55.7M | 8.39% |
649,300
+248,300
| +62% | +$20.3M |
|
|
2
Gilead Sciences
GILD
$162B
| $30.3M | 4.57% |
+259,100
| New | +$28.3M |
|
3
Netflix
NFLX
$299B
| $20.5M | 3.09% |
2,184,000
+1,505,000
| +222% | +$12.6M |
|
|
4
AT&T
T
$159B
| $16.7M | 2.51% |
+622,412
| New | +$16.1M |
|
|
5
Xtrackers Harvest CSI 300 China A-Shares ETF
ASHR
$1.54B
| $15.5M | 2.34% |
337,400
+301,600
| +842% | +$14.7M |
|
6
Williams Companies
WMB
$87.5B
| $15.4M | 2.33% |
+269,100
| New | +$13.9M |
|
|
7
Bank of America
BAC
$435B
| $15.2M | 2.29% |
+894,000
| New | +$14.7M |
|
8
Comcast
CMCSA
$85B
| $13.7M | 2.06% |
+454,000
| New | +$13.3M |
|
|
ALXN
9
DELISTED
Alexion Pharmaceuticals
ALXN
| $12.6M | 1.89% |
+69,499
| New | +$12M |
|
10
State Street SPDR S&P Regional Banking ETF
KRE
$4.5B
| $8.61M | 1.3% |
194,900
-53,400
| -22% | -$2.27M |
|
11
Target
TGT
$65.6B
| $8.06M | 1.21% |
+98,800
| New | +$8M |
|
12
Walt Disney
DIS
$167B
| $8.01M | 1.21% |
70,200
+56,100
| +398% | +$6.16M |
|
13
MetLife
MET
$61.9B
| $7.86M | 1.18% |
157,529
+112,761
| +252% | +$5.34M |
|
14
GoPro
GPRO
$130M
| $7.69M | 1.16% |
+145,900
| New | +$7.5M |
|
15
Walmart Inc
WMT
$885B
| $7.32M | 1.1% |
309,600
+59,700
| +24% | +$1.52M |
|
|
QIHU
16
DELISTED
QIHOO 360 TECHNOLOGY CO LTD ADS RPSTG 3 CL A SHS
QIHU
| $6.9M | 1.04% |
102,000
+79,500
| +353% | +$4.8M |
|
17
iShares MSCI Japan ETF
EWJ
$21.9B
| $6.86M | 1.03% |
133,900
-434,500
| -76% | -$22.6M |
|
|
LNKD
18
DELISTED
LinkedIn Corporation
LNKD
| $6.76M | 1.02% |
32,700
+21,900
| +203% | +$4.88M |
|
|
BRCM
19
DELISTED
BROADCOM CORP CL-A
BRCM
| $6.04M | 0.91% |
+117,400
| New | +$5.71M |
|
20
Capri Holdings
CPRI
$1.83B
| $6.03M | 0.91% |
+143,300
| New | +$8.08M |
|
|
ESRX
21
DELISTED
Express Scripts Holding Company
ESRX
| $5.97M | 0.9% |
67,100
+26,600
| +66% | +$2.32M |
|
22
TripAdvisor
TRIP
$1.65B
| $5.87M | 0.88% |
+67,400
| New | +$5.48M |
|
23
Baxter International
BAX
$13.5B
| $5.5M | 0.83% |
+144,703
| New | +$5.41M |
|
|
24
iShares 20+ Year Treasury Bond ETF
TLT
$42.1B
| $5.44M | 0.82% |
46,300
-276,700
| -86% | -$34M |
|
25
Illumina
ILMN
$31B
| $5.28M | 0.8% |
+24,878
| New | +$4.86M |
|
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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.