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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
FTK icon
426
Flotek Industries
FTK
$999M
$544K 0.04%
+5,433
New +$551K
IPXL
427
DELISTED
Impax Laboratories, Inc.
IPXL
$535K 0.04%
+15,200
New +$685K
FRT icon
428
Federal Realty Investment Trust
FRT
$10.6B
$532K 0.04%
+3,900
New +$521K
BBG
429
DELISTED
Bill Barrett Corp
BBG
$531K 0.04%
+161,000
New +$842K
TGI
430
DELISTED
Triumph Group
TGI
$526K 0.04%
+12,500
New +$669K
DF
431
DELISTED
Dean Foods Company
DF
$523K 0.04%
31,700
-500
-2% -$8.54K
SNBR
432
DELISTED
Sleep Number
SNBR
$522K 0.04%
+23,900
New +$610K
BLOX
433
DELISTED
Infoblox Inc
BLOX
$514K 0.04%
+32,200
New +$703K
PRXL
434
DELISTED
Parexel International Corp
PRXL
$513K 0.04%
+8,300
New +$558K
MRVL icon
435
Marvell Technology
MRVL
$200B
$506K 0.04%
+56,000
New +$638K
SCG
436
DELISTED
Scana
SCG
$506K 0.04%
+9,000
New +$483K
GNC
437
DELISTED
GNC Holdings, Inc.
GNC
$501K 0.04%
+12,400
New +$565K
AXLL
438
DELISTED
AXIALL CORP COM STK (DE)
AXLL
$494K 0.04%
+31,500
New +$845K
SC
439
DELISTED
SANTANDER CONSUMER USA HOLDINGS INC
SC
$492K 0.04%
24,100
+8,400
+54% +$193K
VFC icon
440
VF Corp
VFC
$6.04B
$491K 0.04%
+7,646
New +$524K
RAX
441
DELISTED
Rackspace Hosting Inc
RAX
$491K 0.04%
19,900
-28,700
-59% -$925K
PBCT
442
DELISTED
People's United Financial Inc
PBCT
$489K 0.04%
31,100
+2,900
+10% +$46K
KATE
443
DELISTED
Kate Spade & Company
KATE
$489K 0.04%
25,600
-18,400
-42% -$367K
HALO icon
444
Halozyme
HALO
$9.93B
$488K 0.04%
+36,400
New +$731K
JD icon
445
JD.com
JD
$44.5B
$487K 0.04%
+18,700
New +$541K
HLF icon
446
Herbalife
HLF
$1.35B
$485K 0.04%
+17,800
New +$488K
STRZA
447
DELISTED
Starz - Series A
STRZA
$485K 0.04%
+13,000
New +$521K
WBS icon
448
Webster Financial
WBS
$12.7B
$484K 0.04%
+13,600
New +$506K
EW icon
449
Edwards Lifesciences
EW
$51.3B
$483K 0.04%
20,400
-58,200
-74% -$1.4M
BKS
450
DELISTED
Barnes & Noble
BKS
$483K 0.04%
39,900
-5,575
-12% -$89.5K
16 17
18
19 20

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UWPG
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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.