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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
-13.36%
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
$1.33B
AUM Growth
+$665M
(+100%)
Cap. Flow
+$841M
Cap. Flow
% of AUM
63.29%
Top 10 Holdings %
Top 10 Hldgs %
16.01%
Holding
883
New
455
Increased
158
Reduced
51
Closed
219
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
iShares Biotechnology ETF
IBB
|
+$46.2M |
| 2 |
State Street Health Care Select Sector SPDR ETF
XLV
|
+$33.3M |
| 3 |
State Street Energy Select Sector SPDR ETF
XLE
|
+$23.2M |
| 4 |
iShares China Large-Cap ETF
FXI
|
+$23M |
| 5 |
iShares MSCI Brazil ETF
EWZ
|
+$22.5M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Meta Platforms (Facebook)
META
|
+$54M |
| 2 |
Gilead Sciences
GILD
|
+$30.3M |
| 3 |
Netflix
NFLX
|
+$21.9M |
| 4 |
AT&T
T
|
+$16.7M |
| 5 |
Xtrackers Harvest CSI 300 China A-Shares ETF
ASHR
|
+$15.5M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Consumer Discretionary | 16.07% |
| 2 | Healthcare | 11.56% |
| 3 | Energy | 11.43% |
| 4 | Technology | 8.71% |
| 5 | Industrials | 7.7% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
|
TECD
276
DELISTED
Tech Data Corp
TECD
| $1.14M | 0.09% |
+16,700
| New | +$1.02M |
|
277
A.O. Smith
AOS
$8.25B
| $1.14M | 0.09% |
+35,000
| New | +$1.2M |
|
|
CB
278
DELISTED
CHUBB CORPORATION
CB
| $1.14M | 0.09% |
+9,300
| New | +$1.14M |
|
279
Strategy Inc
MSTR
$34.7B
| $1.14M | 0.09% |
+58,000
| New | +$1.15M |
|
280
Mettler-Toledo International
MTD
$29B
| $1.14M | 0.09% |
+4,000
| New | +$1.26M |
|
281
Extra Space Storage
EXR
$31.6B
| $1.13M | 0.09% |
+14,700
| New | +$1.08M |
|
282
Expeditors International
EXPD
$22.3B
| $1.12M | 0.08% |
+23,800
| New | +$1.12M |
|
283
iShares Latin America 40 ETF
ILF
$3.82B
| $1.12M | 0.08% |
+49,500
| New | +$1.27M |
|
|
ADT
284
DELISTED
ADT Corp
ADT
| $1.12M | 0.08% |
37,400
+500
| +1% | +$16.2K |
|
|
CONN
285
DELISTED
Conn's Inc.
CONN
| $1.12M | 0.08% |
+46,500
| New | +$1.52M |
|
286
Abercrombie & Fitch
ANF
$4.84B
| $1.12M | 0.08% |
+52,700
| New | +$1.07M |
|
287
Cboe Global Markets
CBOE
$31.1B
| $1.11M | 0.08% |
+16,600
| New | +$1.05M |
|
288
Corning
GLW
$126B
| $1.09M | 0.08% |
+63,600
| New | +$1.14M |
|
289
Ciena
CIEN
$55.3B
| $1.08M | 0.08% |
52,300
+9,700
| +23% | +$225K |
|
|
VISN
290
Vistance Networks Inc
VISN
$2.72B
| $1.08M | 0.08% |
+35,900
| New | +$1.11M |
|
291
Stratasys
SSYS
$706M
| $1.06M | 0.08% |
+40,200
| New | +$1.24M |
|
292
Signet Jewelers
SIG
$3.69B
| $1.06M | 0.08% |
+7,800
| New | +$1M |
|
293
Cadence Design Systems
CDNS
$92.6B
| $1.06M | 0.08% |
+51,100
| New | +$1.04M |
|
|
SEE
294
DELISTED
Sealed Air
SEE
| $1.04M | 0.08% |
+22,300
| New | +$1.15M |
|
|
MXIM
295
DELISTED
Maxim Integrated Products
MXIM
| $1.04M | 0.08% |
+31,300
| New | +$1.04M |
|
|
VALE.P
296
DELISTED
Vale S A
VALE.P
| $1.04M | 0.08% |
+311,500
| New | +$1.29M |
|
|
ULTI
297
DELISTED
Ultimate Software Group Inc
ULTI
| $1.04M | 0.08% |
5,800
+4,500
| +346% | +$804K |
|
298
Novavax
NVAX
$1.22B
| $1.04M | 0.08% |
7,330
+1,710
| +30% | +$383K |
|
|
HTWR
299
DELISTED
HEARTWARE INTERNATIONAL INC COM STK (DE)
HTWR
| $1.03M | 0.08% |
+19,700
| New | +$1.5M |
|
300
Element Solutions
ESI
$9.18B
| $1.03M | 0.08% |
+81,400
| New | +$1.68M |
|
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Quantitative Investment Management's Q3 2015 Portfolio in Review
As of Q3 2015, Quantitative Investment Management held 883 positions worth $1.33B, up 100% from $664M the previous quarter. Its ten largest holdings account for 16% of the portfolio.
Quantitative Investment Management deployed $841M of net new capital in Q3 2015, opening 455 new positions and adding to 158 existing holdings. Its largest new stake was iShares Biotechnology ETF: 384,900 shares worth $38.9M.
By sector, the portfolio is most concentrated in Consumer Discretionary at 16% of assets, up from 8.3% a quarter earlier, followed by Healthcare and Energy.
On the sell side, the largest reduction was Meta Platforms (Facebook), an estimated $54M trimmed.
- Quantitative Investment Management's largest Q3 2015 buy was iShares Biotechnology ETF: 384,900 shares worth $38.9M.
- Quantitative Investment Management added most to iShares MSCI Brazil ETF in Q3 2015, an estimated $22.5M increase.
- Quantitative Investment Management's biggest Q3 2015 reduction was Meta Platforms (Facebook), cutting an estimated $54M.
- Quantitative Investment Management fully exited Gilead Sciences in Q3 2015, selling an estimated $30.3M.
- Quantitative Investment Management's ten largest holdings make up 16% of its $1.33B portfolio in Q3 2015.
- Quantitative Investment Management opened 455 new positions and closed 219 in Q3 2015.
- Quantitative Investment Management's portfolio value rose 100% quarter-over-quarter to $1.33B.
Based on Quantitative Investment Management's 13F filing for Q3 2015, filed 10 Nov 2015.