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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
(+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 | 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 | |
|---|---|---|---|---|---|---|
701
Diageo
DEO
$47.6B
| – | – |
-22,900
| Closed | -$2.66M |
|
702
Digital Realty Trust
DLR
$67.6B
| – | – |
-11,400
| Closed | -$760K |
|
703
Dollar Tree
DLTR
$21B
| – | – |
-11,300
| Closed | -$892K |
|
704
Healthpeak Properties
DOC
$14B
| – | – |
-11,639
| Closed | -$386K |
|
705
Brinker International
EAT
$8.23B
| – | – |
-4,800
| Closed | -$276K |
|
706
Eldorado Gold
EGO
$11.3B
| – | – |
-2,740
| Closed | -$56K |
|
707
Encompass Health
EHC
$12B
| – | – |
-18,352
| Closed | -$672K |
|
708
Eastman Chemical
EMN
$7.5B
| – | – |
-14,100
| Closed | -$1.15M |
|
709
EnerSys
ENS
$6.41B
| – | – |
-4,300
| Closed | -$302K |
|
710
Entergy
ETR
$48.7B
| – | – |
-10,800
| Closed | -$380K |
|
|
FISV
711
Fiserv Inc
FISV
$25.1B
| – | – |
-19,800
| Closed | -$820K |
|
|
FITB
712
Fifth Third Bancorp
FITB
$48.1B
| – | – |
-61,700
| Closed | -$1.28M |
|
713
First Solar
FSLR
$21.1B
| – | – |
-10,100
| Closed | -$474K |
|
714
General Dynamics
GD
$95.4B
| – | – |
-17,700
| Closed | -$2.51M |
|
|
715
Gilead Sciences
GILD
$186B
| – | – |
-259,100
| Closed | -$30.3M |
|
716
General Mills
GIS
$19.4B
| – | – |
-18,200
| Closed | -$1.01M |
|
717
GoPro
GPRO
$268M
| – | – |
-145,900
| Closed | -$7.69M |
|
718
Goodyear
GT
$1.45B
| – | – |
-29,100
| Closed | -$877K |
|
|
HBI
719
DELISTED
Hanesbrands
HBI
| – | – |
-27,300
| Closed | -$909K |
|
720
HDFC Bank
HDB
$119B
| – | – |
-45,200
| Closed | -$683K |
|
721
Harley-Davidson
HOG
$2.7B
| – | – |
-19,700
| Closed | -$1.11M |
|
|
HOUS
722
DELISTED
Anywhere Real Estate
HOUS
| – | – |
-12,900
| Closed | -$602K |
|
723
ICICI Bank
IBN
$101B
| – | – |
-95,700
| Closed | -$906K |
|
724
International Flavors & Fragrances
IFF
$21.2B
| – | – |
-1,900
| Closed | -$207K |
|
725
Illumina
ILMN
$36.2B
| – | – |
-24,878
| Closed | -$5.28M |
|
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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 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.