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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
CHTR icon
76
Charter Communications
CHTR
$17.2B
$4.22M 0.32%
24,000
+13,700
+133% +$2.5M
UNH icon
77
UnitedHealth
UNH
$377B
$4.2M 0.32%
36,200
+7,100
+24% +$850K
X
78
DELISTED
US Steel
X
$4.19M 0.32%
+402,200
New +$6.72M
INTC icon
79
Intel
INTC
$459B
$4.12M 0.31%
+136,700
New +$3.95M
TAP icon
80
Molson Coors Class B
TAP
$7.86B
$4.04M 0.3%
+48,700
New +$3.53M
COF icon
81
Capital One
COF
$134B
$4.04M 0.3%
55,700
+5,300
+11% +$426K
MAS icon
82
Masco
MAS
$14.7B
$3.99M 0.3%
+158,400
New +$4.06M
XPO icon
83
XPO
XPO
$23.1B
$3.94M 0.3%
+478,237
New +$6.27M
JOY
84
DELISTED
Joy Global Inc
JOY
$3.94M 0.3%
+264,000
New +$6.4M
FCX icon
85
Freeport-McMoran
FCX
$91.5B
$3.94M 0.3%
+406,200
New +$4.87M
EBAY icon
86
eBay
EBAY
$47.6B
$3.93M 0.3%
+160,800
New +$4.32M
JCP
87
DELISTED
J.C. Penney Company, Inc.
JCP
$3.9M 0.29%
420,200
+400,500
+2,033% +$3.55M
BP icon
88
BP
BP
$114B
$3.89M 0.29%
+151,414
New +$4.44M
CI icon
89
Cigna
CI
$74.5B
$3.89M 0.29%
+28,800
New +$4.18M
GMCR
90
DELISTED
KEURIG GREEN MTN INC
GMCR
$3.87M 0.29%
74,200
+22,200
+43% +$1.37M
SPLS
91
DELISTED
Staples Inc
SPLS
$3.83M 0.29%
+326,100
New +$4.59M
MNK
92
DELISTED
MALLINCKRODT PUBLIC LIMITED COMPANY
MNK
$3.79M 0.29%
+59,300
New +$5.87M
MW
93
DELISTED
THE MENS WAREHOUSE INC
MW
$3.77M 0.28%
88,700
+84,300
+1,916% +$4.67M
LUV icon
94
Southwest Airlines
LUV
$23B
$3.74M 0.28%
98,300
+13,500
+16% +$498K
UNP icon
95
Union Pacific
UNP
$173B
$3.7M 0.28%
+41,900
New +$3.82M
FBIN icon
96
Fortune Brands Innovations
FBIN
$6.22B
$3.59M 0.27%
+88,452
New +$3.64M
MON
97
DELISTED
Monsanto Co
MON
$3.58M 0.27%
+42,000
New +$4.15M
IP icon
98
International Paper
IP
$21.9B
$3.56M 0.27%
+99,581
New +$4.22M
UAL icon
99
United Airlines
UAL
$41.7B
$3.54M 0.27%
66,800
+54,700
+452% +$3.09M
SHW icon
100
Sherwin-Williams
SHW
$86B
$3.52M 0.26%
+47,400
New +$4.16M
2 3
4
5 6

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TFP
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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.