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QIM

Quantitative Investment Management Portfolio holdings

AUM $917M
1-Year Est. Return 3.96%
This Fund
S&P 500
This Quarter Est. Return
-13.36%
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
$1.33B
AUM Growth
+$665M
Cap. Flow
+$841M
Cap. Flow %
63.29%
Top 10 Hldgs %
16.01%
Holding
883
New
455
Increased
158
Reduced
51
Closed
219

Top Buys

Rank Stock Value
1
IBB icon
iShares Biotechnology ETF
IBB
+$46.2M
2
XLV icon
State Street Health Care Select Sector SPDR ETF
XLV
+$33.3M
3
XLE icon
State Street Energy Select Sector SPDR ETF
XLE
+$23.2M
4
FXI icon
iShares China Large-Cap ETF
FXI
+$23M
5
EWZ icon
iShares MSCI Brazil ETF
EWZ
+$22.5M

Top Sells

Rank Stock Value
1
META icon
Meta Platforms (Facebook)
META
+$54M
2
GILD icon
Gilead Sciences
GILD
+$30.3M
3
NFLX icon
Netflix
NFLX
+$21.9M
4
T icon
AT&T
T
+$16.7M
5
ASHR icon
Xtrackers Harvest CSI 300 China A-Shares ETF
ASHR
+$15.5M

Sector Composition

Rank Sector Weight
1 Miscellaneous 17.86%
2 Consumer Discretionary 16.12%
3 Healthcare 12.69%
4 Energy 12.15%
5 Technology 8.94%
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
AOS icon
277
A.O. Smith
AOS
$7.74B
$1.14M 0.09%
+35,000
New +$1.2M
CB
278
DELISTED
CHUBB CORPORATION
CB
$1.14M 0.09%
+9,300
New +$1.14M
MSTR icon
279
Strategy Inc
MSTR
$61.1B
$1.14M 0.09%
+58,000
New +$1.15M
MTD icon
280
Mettler-Toledo International
MTD
$27.9B
$1.14M 0.09%
+4,000
New +$1.26M
EXR icon
281
Extra Space Storage
EXR
$28.9B
$1.13M 0.09%
+14,700
New +$1.08M
EXPD icon
282
Expeditors International
EXPD
$24.8B
$1.12M 0.08%
+23,800
New +$1.12M
ILF icon
283
iShares Latin America 40 ETF
ILF
$3.87B
$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
ANF icon
286
Abercrombie & Fitch
ANF
$5.76B
$1.12M 0.08%
+52,700
New +$1.07M
CBOE icon
287
Cboe Global Markets
CBOE
$28.5B
$1.11M 0.08%
+16,600
New +$1.05M
GLW icon
288
Corning
GLW
$129B
$1.09M 0.08%
+63,600
New +$1.14M
CIEN icon
289
Ciena
CIEN
$49.5B
$1.08M 0.08%
52,300
+9,700
+23% +$225K
VISN
290
Vistance Networks Inc
VISN
$1.52B
$1.08M 0.08%
+35,900
New +$1.11M
SSYS icon
291
Stratasys
SSYS
$701M
$1.06M 0.08%
+40,200
New +$1.24M
SIG icon
292
Signet Jewelers
SIG
$3.85B
$1.06M 0.08%
+7,800
New +$1M
CDNS icon
293
Cadence Design Systems
CDNS
$77.9B
$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
NVAX icon
298
Novavax
NVAX
$1.67B
$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
ESI icon
300
Element Solutions
ESI
$7.98B
$1.03M 0.08%
+81,400
New +$1.68M
10 11
12
13 14

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 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 Miscellaneous at 18% of assets, up from 10% a quarter earlier, followed by Consumer Discretionary and Healthcare.

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.