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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
AEE icon
251
Ameren
AEE
$28.3B
$1.32M 0.1%
31,300
+23,400
+296% +$943K
BLMN icon
252
Bloomin' Brands
BLMN
$690M
$1.32M 0.1%
+72,700
New +$1.55M
BHI
253
DELISTED
Baker Hughes
BHI
$1.32M 0.1%
25,300
+21,400
+549% +$1.2M
AVP
254
DELISTED
Avon Products, Inc.
AVP
$1.31M 0.1%
+403,300
New +$2.04M
ALNY icon
255
Alnylam Pharmaceuticals
ALNY
$32B
$1.31M 0.1%
+16,300
New +$1.81M
PRE
256
DELISTED
PARTNERRE LTD
PRE
$1.29M 0.1%
9,300
+400
+4% +$54.7K
FSL
257
DELISTED
FREESCALE SEMICONDUCTOR LTD
FSL
$1.28M 0.1%
+35,000
New +$1.31M
AMZN icon
258
Amazon
AMZN
$2.74T
$1.28M 0.1%
+50,000
New +$1.26M
TT icon
259
Trane Technologies
TT
$94.4B
$1.27M 0.1%
+25,000
New +$1.49M
MELI icon
260
Mercado Libre
MELI
$90.5B
$1.25M 0.09%
+13,700
New +$1.61M
AEO icon
261
American Eagle Outfitters
AEO
$2.52B
$1.24M 0.09%
79,300
+45,300
+133% +$774K
HRC
262
DELISTED
HILL-ROM HOLDINGS, INC.
HRC
$1.24M 0.09%
23,800
+14,300
+151% +$773K
LGND icon
263
Ligand Pharmaceuticals
LGND
$5.66B
$1.23M 0.09%
+23,083
New +$1.4M
AZO icon
264
AutoZone
AZO
$46.7B
$1.23M 0.09%
+1,700
New +$1.2M
SBNY
265
DELISTED
Signature Bank
SBNY
$1.22M 0.09%
+8,900
New +$1.26M
EXPR
266
DELISTED
Express, Inc.
EXPR
$1.22M 0.09%
+3,415
New +$1.28M
SIRO
267
DELISTED
SIRONA DENTAL SYSTEMS INC COM STK
SIRO
$1.2M 0.09%
+12,900
New +$1.28M
BWLD
268
DELISTED
Buffalo Wild Wings, Inc.
BWLD
$1.2M 0.09%
+6,200
New +$1.16M
PKG icon
269
Packaging Corp of America
PKG
$20.8B
$1.19M 0.09%
19,800
+12,700
+179% +$848K
ESV
270
DELISTED
Ensco Rowan plc
ESV
$1.18M 0.09%
+20,950
New +$1.44M
SPN
271
DELISTED
Superior Energy Services, Inc.
SPN
$1.16M 0.09%
+9,220
New +$1.51M
GES
272
DELISTED
Guess Inc
GES
$1.15M 0.09%
+53,700
New +$1.16M
PE
273
DELISTED
PARSLEY ENERGY INC
PE
$1.15M 0.09%
+76,100
New +$1.18M
SGEN
274
DELISTED
Seagen Inc. Common Stock
SGEN
$1.15M 0.09%
29,700
+21,100
+245% +$950K
OKE icon
275
Oneok
OKE
$58.9B
$1.14M 0.09%
+35,500
New +$1.3M
9 10
11
12 13

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.