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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
KBE icon
176
State Street SPDR S&P Bank ETF
KBE
$1.67B
$1.99M 0.15%
60,000
-20,800
-26% -$726K
STZ icon
177
Constellation Brands
STZ
$22.4B
$1.99M 0.15%
+15,900
New +$1.96M
AMCX icon
178
AMC Global Media
AMCX
$479M
$1.98M 0.15%
+27,000
New +$2.09M
BBD icon
179
Banco Bradesco
BBD
$39.4B
$1.97M 0.15%
+780,195
New +$2.63M
HRL icon
180
Hormel Foods
HRL
$13.9B
$1.96M 0.15%
+62,000
New +$1.86M
RMD icon
181
ResMed
RMD
$31.2B
$1.96M 0.15%
38,500
+15,800
+70% +$850K
VRSN icon
182
VeriSign
VRSN
$27B
$1.91M 0.14%
+27,100
New +$1.85M
SGI
183
Somnigroup International
SGI
$14B
$1.91M 0.14%
106,800
+80,800
+311% +$1.48M
SDRL
184
DELISTED
Seadrill Limited Common Stock
SDRL
$1.89M 0.14%
+1,199
New +$2.56M
FL
185
DELISTED
Foot Locker
FL
$1.88M 0.14%
26,100
+6,300
+32% +$448K
USG
186
DELISTED
Usg
USG
$1.84M 0.14%
+69,100
New +$2.03M
HSY icon
187
Hershey
HSY
$35.7B
$1.84M 0.14%
20,000
+8,700
+77% +$793K
COR icon
188
Cencora
COR
$60B
$1.82M 0.14%
+19,200
New +$2.01M
ATW
189
DELISTED
Atwood Oceanics
ATW
$1.81M 0.14%
+122,600
New +$2.39M
CPA icon
190
Copa Holdings
CPA
$5.96B
$1.81M 0.14%
43,100
+39,600
+1,131% +$2.5M
MLM icon
191
Martin Marietta Materials
MLM
$32.6B
$1.79M 0.13%
+11,800
New +$1.91M
DVN icon
192
Devon Energy
DVN
$51.4B
$1.78M 0.13%
48,100
+44,000
+1,073% +$2.02M
TXN icon
193
Texas Instruments
TXN
$246B
$1.76M 0.13%
+35,500
New +$1.73M
ITUB icon
194
Itaú Unibanco
ITUB
$93.6B
$1.75M 0.13%
+599,338
New +$2.13M
GWRE icon
195
Guidewire Software
GWRE
$13.1B
$1.75M 0.13%
+33,200
New +$1.84M
HAL icon
196
Halliburton
HAL
$26.6B
$1.74M 0.13%
+49,100
New +$1.93M
EA icon
197
Electronic Arts
EA
$53B
$1.73M 0.13%
25,500
+12,400
+95% +$869K
CNX icon
198
CNX Resources
CNX
$5.33B
$1.72M 0.13%
211,080
+198,240
+1,544% +$2.46M
FRC
199
DELISTED
First Republic Bank
FRC
$1.71M 0.13%
+27,200
New +$1.7M
FOSL icon
200
Fossil Group
FOSL
$348M
$1.7M 0.13%
+30,400
New +$1.93M
6 7
8
9 10

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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.