We are live on ! Find out more
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
ABBV icon
26
AbbVie
ABBV
$433B
$9.05M 0.68%
+166,400
New +$10.8M
BKNG icon
27
Booking.com
BKNG
$149B
$9.03M 0.68%
+182,500
New +$9.07M
TSLA icon
28
Tesla
TSLA
$1.27T
$8.99M 0.68%
+543,000
New +$9.23M
MU icon
29
Micron Technology
MU
$937B
$8.98M 0.68%
+599,700
New +$10.3M
CCEP icon
30
Coca-Cola Europacific Partners
CCEP
$47.8B
$8.9M 0.67%
+184,100
New +$8.96M
EWJ icon
31
iShares MSCI Japan ETF
EWJ
$22B
$8.78M 0.66%
192,200
+58,300
+44% +$2.88M
AVGO icon
32
Broadcom
AVGO
$1.87T
$8.16M 0.61%
+653,000
New +$8.25M
BBY icon
33
Best Buy
BBY
$18B
$7.79M 0.59%
+209,900
New +$7.19M
TJX icon
34
TJX Companies
TJX
$174B
$7.53M 0.57%
211,000
+182,600
+643% +$6.4M
XOP icon
35
State Street SPDR S&P Oil & Gas Exploration & Production ETF
XOP
$3.68B
$7.49M 0.56%
+57,025
New +$8.7M
TWC
36
DELISTED
TIME WARNER CABLE INC NEW COM STK
TWC
$7.46M 0.56%
41,600
+22,700
+120% +$4.24M
KSS icon
37
Kohl's
KSS
$2.28B
$7.21M 0.54%
155,800
+115,200
+284% +$6.48M
PBR icon
38
Petrobras
PBR
$123B
$7.17M 0.54%
1,648,300
+1,429,100
+652% +$8.72M
MRO
39
DELISTED
Marathon Oil Corporation
MRO
$7.09M 0.53%
+460,600
New +$8.75M
YUM icon
40
Yum! Brands
YUM
$40.6B
$6.98M 0.53%
+121,434
New +$7.35M
ERX icon
41
Direxion Daily Energy Bull 2X ETF
ERX
$227M
$6.7M 0.5%
+26,200
New +$9.36M
RCL icon
42
Royal Caribbean
RCL
$86.7B
$6.5M 0.49%
73,000
+69,400
+1,928% +$6.09M
SMH icon
43
VanEck Semiconductor ETF
SMH
$68.5B
$6.46M 0.49%
+259,200
New +$6.6M
OIH icon
44
VanEck Oil Services ETF
OIH
$1.89B
$6.44M 0.48%
+11,715
New +$7.19M
APA icon
45
APA Corp
APA
$13B
$6.17M 0.46%
+157,500
New +$7.16M
MSI icon
46
Motorola Solutions
MSI
$72.6B
$6.11M 0.46%
+89,300
New +$5.63M
JBLU icon
47
JetBlue
JBLU
$2.35B
$6.05M 0.46%
234,800
+152,500
+185% +$3.59M
PANW icon
48
Palo Alto Networks
PANW
$283B
$5.9M 0.44%
+205,800
New +$6.07M
AIG icon
49
American International
AIG
$41.8B
$5.88M 0.44%
103,400
+41,600
+67% +$2.54M
BAX icon
50
Baxter International
BAX
$14.5B
$5.84M 0.44%
177,800
+33,097
+23% +$1.25M
1
2
3 4 5

Similar funds

MK
MASTERINVEST Kapitalanlage Vienna $962M AUM 27.59% 1-Year Est. Return
TFP
Triple Frond Partners San Francisco, California $963M AUM 27.45% 1-Year Est. Return
UWPG
Ullmann Wealth Partners Group Jacksonville Beach, Florida $963M AUM 17.06% 1-Year Est. Return
FWM
Focused Wealth Management Newburgh, New York $964M AUM 18.71% 1-Year Est. Return
RCIM
Red Cedar Investment Management Grand Rapids, Michigan $965M AUM 30.25% 1-Year Est. Return
TC
TwinBeech Capital Purchase, New York $965M AUM 0.23% 1-Year Est. Return
NA
Navellier & Associates Reno, Nevada $960M AUM 79.37% 1-Year Est. Return
GHC
Graham Holdings Company Arlington, Virginia $967M AUM 15.12% 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 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.