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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
MTG icon
201
MGIC Investment
MTG
$6.27B
$1.7M 0.13%
+183,400
New +$1.94M
DKS icon
202
Dick's Sporting Goods
DKS
$18B
$1.7M 0.13%
34,200
+25,800
+307% +$1.3M
ALKS icon
203
Alkermes
ALKS
$8.31B
$1.69M 0.13%
28,800
+17,900
+164% +$1.18M
DRI icon
204
Darden Restaurants
DRI
$23.6B
$1.67M 0.13%
27,184
+10,068
+59% +$639K
HLT icon
205
Hilton Worldwide
HLT
$70.7B
$1.66M 0.12%
+24,133
New +$1.87M
GLNG icon
206
Golar LNG
GLNG
$5B
$1.65M 0.12%
59,100
+52,600
+809% +$2.04M
O icon
207
Realty Income
O
$59.2B
$1.63M 0.12%
35,501
+27,039
+320% +$1.22M
CRUS icon
208
Cirrus Logic
CRUS
$6.42B
$1.62M 0.12%
+51,500
New +$1.58M
XLY icon
209
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
$22.9B
$1.61M 0.12%
+43,400
New +$1.67M
M icon
210
Macy's
M
$6.83B
$1.61M 0.12%
+31,300
New +$1.96M
CHRW icon
211
C.H. Robinson
CHRW
$17.3B
$1.6M 0.12%
+23,600
New +$1.58M
TW
212
DELISTED
TOWERS WATSON & CO COM STK CL A (DE)
TW
$1.6M 0.12%
+13,600
New +$1.68M
WCG
213
DELISTED
Wellcare Health Plans, Inc.
WCG
$1.59M 0.12%
18,500
+15,700
+561% +$1.38M
DHI icon
214
D.R. Horton
DHI
$41B
$1.59M 0.12%
54,200
+21,400
+65% +$630K
FIS icon
215
Fidelity National Information Services
FIS
$23.1B
$1.59M 0.12%
+23,700
New +$1.58M
THC icon
216
Tenet Healthcare
THC
$20.1B
$1.57M 0.12%
42,600
-10,100
-19% -$522K
LEA icon
217
Lear
LEA
$6.27B
$1.57M 0.12%
+14,400
New +$1.5M
SFM icon
218
Sprouts Farmers Market
SFM
$8.28B
$1.56M 0.12%
74,200
+37,300
+101% +$857K
NBIX icon
219
Neurocrine Biosciences
NBIX
$16.7B
$1.55M 0.12%
39,000
+31,100
+394% +$1.5M
WM icon
220
Waste Management
WM
$90.5B
$1.55M 0.12%
31,100
-300
-1% -$14.9K
ETN icon
221
Eaton
ETN
$170B
$1.53M 0.11%
+29,800
New +$1.76M
NBIS
222
Nebius Group N.V.
NBIS
$54B
$1.51M 0.11%
140,600
+105,400
+299% +$1.38M
KMX icon
223
CarMax
KMX
$8.29B
$1.51M 0.11%
+25,400
New +$1.59M
IM
224
DELISTED
Ingram Micro
IM
$1.51M 0.11%
+55,300
New +$1.44M
LGF
225
DELISTED
Lions Gate Entertainment
LGF
$1.5M 0.11%
40,800
+4,400
+12% +$166K
7 8
9
10 11

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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.