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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
RDN icon
526
Radian Group
RDN
$5.27B
$324K 0.02%
+20,400
New +$364K
LCI
527
DELISTED
Lannett Company, Inc.
LCI
$323K 0.02%
1,950
+575
+42% +$126K
ERF
528
DELISTED
Enerplus Corporation
ERF
$322K 0.02%
+66,400
New +$421K
MDC
529
DELISTED
M.D.C. Holdings, Inc.
MDC
$322K 0.02%
17,083
-6,527
-28% -$137K
NUAN
530
DELISTED
Nuance Communications, Inc.
NUAN
$322K 0.02%
+22,754
New +$340K
DEI icon
531
Douglas Emmett
DEI
$2.01B
$321K 0.02%
+11,200
New +$325K
DAR icon
532
Darling Ingredients
DAR
$9.56B
$320K 0.02%
+28,500
New +$364K
SD
533
DELISTED
SANDRIDGE ENERGY, INC.
SD
$319K 0.02%
1,182,900
+981,600
+488% +$513K
TGNA
534
DELISTED
TEGNA Inc
TGNA
$317K 0.02%
+22,188
New +$376K
SVU
535
DELISTED
SUPERVALU Inc.
SVU
$315K 0.02%
6,271
+2,214
+55% +$127K
UPL
536
DELISTED
Ultra Petroleum Corp. Common Stock
UPL
$314K 0.02%
+49,200
New +$389K
HBAN icon
537
Huntington Bancshares
HBAN
$35.8B
$313K 0.02%
29,600
+19,500
+193% +$218K
WWW icon
538
Wolverine World Wide
WWW
$1.61B
$309K 0.02%
+14,300
New +$389K
ATI icon
539
ATI
ATI
$27.3B
$307K 0.02%
+21,700
New +$449K
FLTX
540
DELISTED
Fleetmatics Group PLC
FLTX
$304K 0.02%
+6,200
New +$295K
P
541
DELISTED
Pandora Media Inc
P
$300K 0.02%
+14,100
New +$247K
CAH icon
542
Cardinal Health
CAH
$55.1B
$299K 0.02%
+3,900
New +$326K
SWI
543
DELISTED
SOLARWINDS INC COM STK (DE)
SWI
$298K 0.02%
+7,600
New +$312K
GG
544
DELISTED
Goldcorp Inc
GG
$294K 0.02%
+23,500
New +$329K
KMT icon
545
Kennametal
KMT
$2.74B
$293K 0.02%
+11,800
New +$353K
SNV
546
DELISTED
Synovus
SNV
$293K 0.02%
+9,900
New +$303K
TAL
547
DELISTED
TAL INTERNATIONAL GROUP, INC.
TAL
$293K 0.02%
+21,500
New +$453K
NE
548
DELISTED
Noble Corporation
NE
$289K 0.02%
+26,500
New +$333K
FOE
549
DELISTED
Ferro Corporation
FOE
$286K 0.02%
+26,200
New +$355K
WRLD icon
550
World Acceptance Corp
WRLD
$900M
$284K 0.02%
10,600
+3,000
+39% +$128K
20 21
22
23 24

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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.