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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
PNW icon
451
Pinnacle West Capital
PNW
$12.3B
$481K 0.04%
7,500
+1,200
+19% +$73.3K
BXP icon
452
Boston Properties
BXP
$11.2B
$473K 0.04%
+4,000
New +$478K
NKTR icon
453
Nektar Therapeutics
NKTR
$2.46B
$469K 0.04%
2,853
+186
+7% +$32.9K
CENX icon
454
Century Aluminum
CENX
$4.71B
$468K 0.04%
+101,800
New +$710K
RAMP icon
455
LiveRamp
RAMP
$2.3B
$468K 0.04%
+23,700
New +$457K
APOL
456
DELISTED
Apollo Education Group Inc Class A
APOL
$464K 0.03%
+42,000
New +$515K
FNFG
457
DELISTED
FIRST NIAGARA FINANCIAL GROUP INC
FNFG
$460K 0.03%
45,100
+5,200
+13% +$49.3K
TTPH
458
DELISTED
Tetraphase Pharmaceuticals, Inc.
TTPH
$459K 0.03%
+3,080
New +$2.26M
NUS icon
459
Nu Skin
NUS
$260M
$449K 0.03%
10,900
+5,800
+114% +$249K
AUY
460
DELISTED
Yamana Gold, Inc.
AUY
$449K 0.03%
264,700
+244,000
+1,179% +$499K
SEIC icon
461
SEI Investments
SEIC
$12.6B
$448K 0.03%
9,300
+5,200
+127% +$265K
ANDV
462
DELISTED
Andeavor
ANDV
$447K 0.03%
+4,600
New +$447K
GNTX icon
463
Gentex
GNTX
$5.1B
$446K 0.03%
+28,800
New +$458K
TSRO
464
DELISTED
TESARO, Inc.
TSRO
$445K 0.03%
+11,100
New +$607K
LZB icon
465
La-Z-Boy
LZB
$1.67B
$443K 0.03%
+16,700
New +$443K
EPE
466
DELISTED
EP Energy Corporation
EPE
$443K 0.03%
+86,100
New +$651K
WRK
467
DELISTED
WestRock Company
WRK
$442K 0.03%
+9,545
New +$511K
DXCM icon
468
DexCom
DXCM
$33B
$437K 0.03%
+20,400
New +$455K
MAT icon
469
Mattel
MAT
$4.27B
$435K 0.03%
20,700
+8,400
+68% +$197K
SHOO icon
470
Steven Madden
SHOO
$3.55B
$435K 0.03%
+17,850
New +$481K
MNKD icon
471
MannKind Corp
MNKD
$1.22B
$434K 0.03%
27,060
+10,640
+65% +$226K
AKS
472
DELISTED
AK Steel Holding Corp
AKS
$429K 0.03%
+178,200
New +$519K
ASRT
473
DELISTED
Assertio
ASRT
$426K 0.03%
+377
New +$644K
CRZO
474
DELISTED
Carrizo Oil & Gas Inc
CRZO
$421K 0.03%
+13,800
New +$500K
PKX icon
475
POSCO
PKX
$16.6B
$420K 0.03%
+12,000
New +$491K
17 18
19
20 21

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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.