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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
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 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
IMAX icon
726
IMAX
IMAX
$2.8B
– –
-5,000
Closed -$201K
ITB icon
727
iShares US Home Construction ETF
ITB
$2.25B
– –
-78,900
Closed -$2.17M
JNPR
728
DELISTED
Juniper Networks
JNPR
– –
-29,700
Closed -$771K
KBH icon
729
KB Home
KBH
$3.45B
– –
-64,700
Closed -$1.07M
KBR icon
730
KBR
KBR
$4.68B
– –
-52,900
Closed -$1.03M
KR icon
731
Kroger
KR
$35.7B
– –
-42,000
Closed -$1.52M
LEN icon
732
Lennar Class A
LEN
$20.5B
– –
-33,093
Closed -$1.61M
LH icon
733
Labcorp
LH
$24.9B
– –
-9,661
Closed -$1.01M
LNC icon
734
Lincoln National
LNC
$8.82B
– –
-8,700
Closed -$515K
LNW
735
DELISTED
Light & Wonder
LNW
– –
-28,400
Closed -$441K
LPLA icon
736
LPL Financial
LPLA
$28.4B
– –
-29,100
Closed -$1.35M
LRCX icon
737
Lam Research
LRCX
$369B
– –
-27,000
Closed -$219K
LULU icon
738
lululemon athletica
LULU
$14B
– –
-23,800
Closed -$1.55M
MAN icon
739
ManpowerGroup
MAN
$2.52B
– –
-3,900
Closed -$348K
MANH icon
740
Manhattan Associates
MANH
$10.9B
– –
-5,500
Closed -$328K
MCO icon
741
Moody's
MCO
$83.7B
– –
-1,900
Closed -$205K
MEI icon
742
Methode Electronics
MEI
$499M
– –
-9,000
Closed -$247K
MFC icon
743
Manulife Financial
MFC
$74B
– –
-22,500
Closed -$418K
MKC icon
744
McCormick & Company Non-Voting
MKC
$13.9B
– –
-14,200
Closed -$574K
MMS icon
745
Maximus
MMS
$3.27B
– –
-9,100
Closed -$598K
MNST icon
746
Monster Beverage
MNST
$91.5B
– –
-97,200
Closed -$2.17M
MOS icon
747
The Mosaic Company
MOS
$6.93B
– –
-9,100
Closed -$426K
MS icon
748
Morgan Stanley
MS
$332B
– –
-56,400
Closed -$2.19M
MTB icon
749
M&T Bank
MTB
$36.2B
– –
-7,000
Closed -$874K
MTDR icon
750
Matador Resources
MTDR
$6.06B
– –
-10,800
Closed -$270K
28 29
30
31 32

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FWM
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RCIM
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GHC
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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.