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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
SONY icon
326
Sony
SONY
$137B
$879K 0.07%
+179,500
New +$957K
MAC icon
327
Macerich
MAC
$6.42B
$875K 0.07%
+11,400
New +$882K
STJ
328
DELISTED
St Jude Medical
STJ
$870K 0.07%
+13,800
New +$985K
MRD
329
DELISTED
MEMORIAL RESOURCE DEV CORP COM STK (DE)
MRD
$866K 0.07%
+49,300
New +$887K
CMPR icon
330
Cimpress
CMPR
$1.95B
$860K 0.06%
+11,300
New +$841K
VRE
331
DELISTED
Veris Residential
VRE
$860K 0.06%
45,600
+11,900
+35% +$234K
ON icon
332
ON Semiconductor
ON
$27.2B
$856K 0.06%
+91,100
New +$926K
ZBH icon
333
Zimmer Biomet
ZBH
$18.2B
$854K 0.06%
+9,373
New +$940K
CE icon
334
Celanese
CE
$4.98B
$846K 0.06%
+14,300
New +$907K
PTEN icon
335
Patterson-UTI
PTEN
$4.49B
$843K 0.06%
+64,200
New +$1.02M
PRTA icon
336
Prothena Corp
PRTA
$440M
$834K 0.06%
18,400
+5,500
+43% +$320K
TM icon
337
Toyota
TM
$227B
$832K 0.06%
+7,100
New +$890K
NMBL
338
DELISTED
Nimble Storage, Inc.
NMBL
$822K 0.06%
34,100
+5,500
+19% +$143K
MET icon
339
MetLife
MET
$61.7B
$820K 0.06%
19,523
-138,006
-88% -$6.45M
RDY icon
340
Dr. Reddy's Laboratories
RDY
$10.2B
$818K 0.06%
+64,000
New +$795K
THS
341
DELISTED
Treehouse Foods
THS
$816K 0.06%
+10,500
New +$841K
VRNT
342
DELISTED
Verint Systems
VRNT
$815K 0.06%
+37,101
New +$1.03M
OIS icon
343
Oil States International
OIS
$507M
$807K 0.06%
+30,900
New +$915K
DDD icon
344
3D Systems Corp
DDD
$603M
$803K 0.06%
69,600
+50,400
+263% +$700K
RSPP
345
DELISTED
RSP Permian, Inc.
RSPP
$801K 0.06%
+39,600
New +$935K
CDW icon
346
CDW
CDW
$18.3B
$792K 0.06%
+19,400
New +$735K
RPTP
347
DELISTED
RAPTOR PHARMACEUTICAL CORP COM STK (DE)
RPTP
$785K 0.06%
129,900
+105,200
+426% +$1.29M
BIDU icon
348
Baidu
BIDU
$30.7B
$783K 0.06%
+5,700
New +$940K
GPI icon
349
Group 1 Automotive
GPI
$2.94B
$783K 0.06%
+9,200
New +$828K
CST
350
DELISTED
CST Brands, Inc.
CST
$780K 0.06%
23,200
+14,500
+167% +$525K
12 13
14
15 16

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.