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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
LLY icon
151
Eli Lilly
LLY
$1.02T
$2.31M 0.17%
+27,600
New +$2.33M
VTR icon
152
Ventas
VTR
$44.6B
$2.31M 0.17%
41,200
+33,319
+423% +$2.19M
NRG icon
153
NRG Energy
NRG
$22.1B
$2.31M 0.17%
+155,300
New +$3.09M
MAR icon
154
Marriott International
MAR
$87.5B
$2.31M 0.17%
+33,800
New +$2.44M
B
155
Barrick Mining
B
$71.6B
$2.28M 0.17%
+358,700
New +$2.7M
CRI icon
156
Carter's
CRI
$1.08B
$2.27M 0.17%
+25,100
New +$2.52M
NFX
157
DELISTED
Newfield Exploration
NFX
$2.26M 0.17%
+68,600
New +$2.3M
NSC icon
158
Norfolk Southern
NSC
$70.9B
$2.19M 0.16%
28,600
+20,400
+249% +$1.66M
CYH icon
159
Community Health Systems
CYH
$400M
$2.18M 0.16%
61,710
+4,114
+7% +$189K
CNC icon
160
Centene
CNC
$32.5B
$2.17M 0.16%
+80,000
New +$2.68M
FMC icon
161
FMC
FMC
$1.26B
$2.16M 0.16%
+73,446
New +$2.85M
VOYA icon
162
Voya Financial
VOYA
$9.09B
$2.15M 0.16%
55,600
+43,200
+348% +$1.9M
LKQ icon
163
LKQ Corp
LKQ
$5.91B
$2.15M 0.16%
+75,900
New +$2.31M
CY
164
DELISTED
Cypress Semiconductor
CY
$2.15M 0.16%
252,200
+197,500
+361% +$2.07M
PARA
165
DELISTED
Paramount Global Class B
PARA
$2.13M 0.16%
+53,400
New +$2.59M
RTN
166
DELISTED
Raytheon Company
RTN
$2.11M 0.16%
+19,300
New +$2.02M
NBR icon
167
Nabors Industries
NBR
$1.29B
$2.09M 0.16%
4,416
+3,608
+447% +$2.03M
ANAC
168
DELISTED
ANACOR PHARMACEUTICALS INC COM
ANAC
$2.08M 0.16%
+17,700
New +$2.31M
ED icon
169
Consolidated Edison
ED
$39.1B
$2.06M 0.16%
+30,900
New +$1.95M
CAG icon
170
Conagra Brands
CAG
$7.3B
$2.06M 0.16%
65,407
-6,296
-9% -$211K
DINO icon
171
HF Sinclair
DINO
$20.4B
$2.06M 0.16%
+42,200
New +$2.01M
CPRI icon
172
Capri Holdings
CPRI
$1.67B
$2.05M 0.15%
48,500
-94,800
-66% -$4.01M
COP icon
173
ConocoPhillips
COP
$158B
$2.04M 0.15%
+42,600
New +$2.17M
BIG
174
DELISTED
Big Lots, Inc.
BIG
$2.02M 0.15%
+42,200
New +$1.88M
WELL icon
175
Welltower
WELL
$165B
$2M 0.15%
29,600
+12,700
+75% +$848K
5 6
7
8 9

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.