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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
SBH icon
401
Sally Beauty Holdings
SBH
$1.58B
$608K 0.05%
+25,600
New +$708K
TROX icon
402
Tronox
TROX
$917M
$604K 0.05%
+138,300
New +$1.29M
TREX icon
403
Trex
TREX
$4.85B
$599K 0.05%
+72,000
New +$740K
CAKE icon
404
Cheesecake Factory
CAKE
$5.27B
$593K 0.04%
+11,000
New +$604K
WPX
405
DELISTED
WPX Energy, Inc.
WPX
$593K 0.04%
+89,700
New +$750K
FHN icon
406
First Horizon
FHN
$12.3B
$591K 0.04%
41,700
+30,200
+263% +$457K
BAS
407
DELISTED
Basis Energy Services, Inc.
BAS
$591K 0.04%
+314
New +$954K
KEX icon
408
Kirby Corp
KEX
$7.05B
$588K 0.04%
+9,500
New +$672K
CMA
409
DELISTED
Comerica
CMA
$587K 0.04%
14,300
+3,600
+34% +$164K
CSOD
410
DELISTED
Cornerstone OnDemand, Inc.
CSOD
$587K 0.04%
17,800
+4,100
+30% +$150K
STNG icon
411
Scorpio Tankers
STNG
$3.77B
$586K 0.04%
6,400
+3,820
+148% +$383K
NBL
412
DELISTED
Noble Energy, Inc.
NBL
$585K 0.04%
19,400
+1,400
+8% +$48.2K
IPGP icon
413
IPG Photonics
IPGP
$3.91B
$584K 0.04%
+7,700
New +$653K
BTE icon
414
Baytex Energy
BTE
$3B
$581K 0.04%
+181,700
New +$1.39M
PENN icon
415
PENN Entertainment
PENN
$2.71B
$578K 0.04%
+34,500
New +$631K
HA
416
DELISTED
Hawaiian Holdings, Inc.
HA
$575K 0.04%
+23,300
New +$555K
CNQ icon
417
Canadian Natural Resources
CNQ
$95.6B
$571K 0.04%
+60,815
New +$669K
MDU icon
418
MDU Resources
MDU
$4.21B
$565K 0.04%
+86,523
New +$589K
SHO icon
419
Sunstone Hotel Investors
SHO
$2.18B
$563K 0.04%
+42,600
New +$614K
SRPT icon
420
Sarepta Therapeutics
SRPT
$1.71B
$558K 0.04%
17,400
+9,100
+110% +$309K
RAI
421
DELISTED
Reynolds American Inc
RAI
$557K 0.04%
12,600
-25,200
-67% -$1.05M
ATVI
422
DELISTED
Activision Blizzard
ATVI
$556K 0.04%
+18,000
New +$502K
BYD icon
423
Boyd Gaming
BYD
$6.21B
$555K 0.04%
+34,100
New +$565K
NUVA
424
DELISTED
NuVasive, Inc.
NUVA
$554K 0.04%
+11,500
New +$594K
ALV icon
425
Autoliv
ALV
$9.03B
$545K 0.04%
6,940
+4,442
+178% +$336K
15 16
17
18 19

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TFP
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UWPG
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FWM
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RCIM
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TC
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NA
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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.