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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
KRE icon
51
State Street SPDR S&P Regional Banking ETF
KRE
$4.69B
$5.81M 0.44%
141,100
-53,800
-28% -$2.28M
CLVS
52
DELISTED
Clovis Oncology, Inc.
CLVS
$5.74M 0.43%
+62,400
New +$5.4M
MDCO
53
DELISTED
Medicines Co
MDCO
$5.6M 0.42%
+147,500
New +$5.18M
TMUS icon
54
T-Mobile US
TMUS
$190B
$5.6M 0.42%
140,600
+109,100
+346% +$4.35M
ALXN
55
DELISTED
Alexion Pharmaceuticals
ALXN
$5.55M 0.42%
35,500
-33,999
-49% -$6.2M
HRB icon
56
H&R Block
HRB
$5.73B
$5.45M 0.41%
+150,500
New +$5.1M
XME icon
57
State Street SPDR S&P Metals & Mining ETF
XME
$3.94B
$5.43M 0.41%
+324,800
New +$6.47M
META icon
58
Meta Platforms (Facebook)
META
$1.5T
$5.42M 0.41%
60,300
-589,000
-91% -$54M
SWN
59
DELISTED
Southwestern Energy Company
SWN
$5.25M 0.39%
+413,700
New +$7.19M
WBA
60
DELISTED
Walgreens Boots Alliance
WBA
$5.2M 0.39%
+62,600
New +$5.66M
LUMN icon
61
Lumen
LUMN
$6.65B
$5.18M 0.39%
+206,300
New +$5.71M
NOV icon
62
NOV
NOV
$6.94B
$5.18M 0.39%
+137,600
New +$5.63M
GM icon
63
General Motors
GM
$79.3B
$5.04M 0.38%
+167,800
New +$5.14M
MUR icon
64
Murphy Oil
MUR
$5.55B
$4.99M 0.38%
+206,300
New +$6.59M
BBBY
65
DELISTED
Bed Bath & Beyond Inc
BBBY
$4.97M 0.37%
+87,200
New +$5.56M
BIIB icon
66
Biogen
BIIB
$29.8B
$4.93M 0.37%
16,900
+9,700
+135% +$3.2M
SUNE
67
DELISTED
SUNEDISON, INC COM
SUNE
$4.73M 0.36%
+659,100
New +$11.8M
EXPE icon
68
Expedia Group
EXPE
$35.8B
$4.73M 0.36%
+40,200
New +$4.63M
WLL
69
DELISTED
Whiting Petroleum Corporation
WLL
$4.67M 0.35%
+1,021
New +$6.31M
GS icon
70
Goldman Sachs
GS
$303B
$4.64M 0.35%
26,700
+6,100
+30% +$1.2M
MCHI icon
71
iShares MSCI China ETF
MCHI
$6.31B
$4.61M 0.35%
105,300
+92,400
+716% +$4.41M
ELV icon
72
Elevance Health
ELV
$83B
$4.54M 0.34%
+32,400
New +$4.87M
K
73
DELISTED
Kellanova
K
$4.43M 0.33%
+70,929
New +$4.42M
EIX icon
74
Edison International
EIX
$27.5B
$4.24M 0.32%
+67,200
New +$3.99M
SWKS icon
75
Skyworks Solutions
SWKS
$9.22B
$4.23M 0.32%
+50,200
New +$4.59M
1 2
3
4 5

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UWPG
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FWM
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RCIM
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TC
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NA
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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.