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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 | |
|---|---|---|---|---|---|---|
|
ALJ
601
DELISTED
Alon USA Energy Inc
ALJ
| $207K | 0.02% |
+11,500
| New | +$218K |
|
|
TIVO
602
DELISTED
Tivo Inc
TIVO
| $206K | 0.02% |
+19,700
| New | +$238K |
|
603
Flowers Foods
FLO
$1.55B
| $205K | 0.02% |
+8,300
| New | +$188K |
|
604
Standard BioTools
LAB
$333M
| $202K | 0.02% |
+25,000
| New | +$394K |
|
605
Leggett & Platt
LEG
$1.41B
| $202K | 0.02% |
+4,900
| New | +$229K |
|
|
MENT
606
DELISTED
Mentor Graphics Corp
MENT
| $201K | 0.02% |
+8,200
| New | +$209K |
|
607
ScottsMiracle-Gro
SMG
$3.83B
| $200K | 0.02% |
+3,300
| New | +$204K |
|
|
CAA
608
DELISTED
CalAtlantic Group, Inc.
CAA
| $200K | 0.02% |
5,020
-2,540
| -34% | -$111K |
|
609
Clean Energy Fuels
CLNE
$418M
| $199K | 0.02% |
44,400
-800
| -2% | -$4.15K |
|
|
SGY
610
DELISTED
Stone Energy
SGY
| $193K | 0.01% |
+686
| New | +$262K |
|
611
Transocean
RIG
$5.76B
| $188K | 0.01% |
14,600
-15,800
| -52% | -$219K |
|
612
Trimble
TRMB
$13.7B
| $187K | 0.01% |
+11,400
| New | +$230K |
|
|
SRC
613
DELISTED
SPIRIT REALTY CAPITAL, INC.
SRC
| $185K | 0.01% |
+4,527
| New | +$200K |
|
614
Zumiez
ZUMZ
$344M
| $178K | 0.01% |
+11,400
| New | +$260K |
|
|
LTM
615
DELISTED
LATAM Airlines Group S.A American Depositary Shares (Each representing 1 Common Share)
LTM
| $175K | 0.01% |
+35,900
| New | +$208K |
|
616
Comstock Resources
CRK
$3.83B
| $173K | 0.01% |
18,140
+15,720
| +650% | +$174K |
|
|
DHC
617
Diversified Healthcare Trust
DHC
$2.17B
| $173K | 0.01% |
10,796
-22,905
| -68% | -$378K |
|
|
NGD
618
DELISTED
New Gold Inc
NGD
| $169K | 0.01% |
+74,600
| New | +$173K |
|
619
MasTec
MTZ
$21.7B
| $166K | 0.01% |
+10,500
| New | +$183K |
|
|
FNSR
620
DELISTED
Finisar Corp
FNSR
| $165K | 0.01% |
+14,900
| New | +$233K |
|
|
HOS
621
DELISTED
Hornbeck Offshore Services, Inc.
HOS
| $162K | 0.01% |
+12,000
| New | +$213K |
|
622
RPC Inc
RES
$1.3B
| $161K | 0.01% |
+18,300
| New | +$209K |
|
623
Intrepid Potash
IPI
$453M
| $157K | 0.01% |
+2,850
| New | +$237K |
|
|
ONIT
624
Onity Group
ONIT
$328M
| $154K | 0.01% |
+1,533
| New | +$194K |
|
625
Innoviva
INVA
$1.53B
| $153K | 0.01% |
+21,400
| New | +$291K |
|
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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.