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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
HES
126
DELISTED
Hess
HES
$2.75M 0.21%
+54,900
New +$3.14M
HPQ icon
127
HP
HPQ
$24.8B
$2.74M 0.21%
+235,834
New +$3.06M
S
128
DELISTED
Sprint Corporation
S
$2.71M 0.2%
+705,600
New +$2.97M
ABT icon
129
Abbott
ABT
$185B
$2.7M 0.2%
+67,200
New +$3.17M
OLN icon
130
Olin
OLN
$2.12B
$2.7M 0.2%
+160,500
New +$3.39M
AMAG
131
DELISTED
AMAG Pharmaceuticals
AMAG
$2.69M 0.2%
+67,600
New +$4.2M
IONS icon
132
Ionis Pharmaceuticals
IONS
$9.06B
$2.64M 0.2%
+65,300
New +$3.38M
BCR
133
DELISTED
CR Bard Inc.
BCR
$2.63M 0.2%
+14,100
New +$2.67M
VLO icon
134
Valero Energy
VLO
$88.5B
$2.57M 0.19%
42,800
+11,300
+36% +$718K
ATHN
135
DELISTED
Athenahealth, Inc.
ATHN
$2.55M 0.19%
+19,100
New +$2.49M
OPK icon
136
Opko Health
OPK
$978M
$2.52M 0.19%
+299,800
New +$3.97M
CRM icon
137
Salesforce
CRM
$152B
$2.52M 0.19%
+36,300
New +$2.57M
HZNP
138
DELISTED
Horizon Therapeutics Public Limited Company Ordinary Shares
HZNP
$2.5M 0.19%
+126,100
New +$3.98M
LMT icon
139
Lockheed Martin
LMT
$135B
$2.49M 0.19%
+12,000
New +$2.44M
QEP
140
DELISTED
QEP RESOURCES, INC.
QEP
$2.48M 0.19%
+197,800
New +$2.73M
EMR icon
141
Emerson Electric
EMR
$86.7B
$2.46M 0.18%
+55,600
New +$2.73M
PGR icon
142
Progressive
PGR
$122B
$2.43M 0.18%
79,400
+45,200
+132% +$1.37M
AMAT icon
143
Applied Materials
AMAT
$411B
$2.4M 0.18%
+163,600
New +$2.73M
CCL icon
144
Carnival Corporation Ltd
CCL
$39.4B
$2.38M 0.18%
47,800
-5,700
-11% -$290K
MYGN icon
145
Myriad Genetics
MYGN
$285M
$2.36M 0.18%
+62,900
New +$2.23M
VMC icon
146
Vulcan Materials
VMC
$36.7B
$2.35M 0.18%
+26,400
New +$2.46M
DNKN
147
DELISTED
Dunkin' Brands Group, Inc.
DNKN
$2.35M 0.18%
+47,900
New +$2.48M
ZBRA icon
148
Zebra Technologies
ZBRA
$13.9B
$2.33M 0.18%
+30,500
New +$2.88M
FTR
149
DELISTED
Frontier Communications Corp.
FTR
$2.33M 0.18%
+32,713
New +$2.48M
AR icon
150
Antero Resources
AR
$11.2B
$2.31M 0.17%
109,400
+83,300
+319% +$2.22M
4 5
6
7 8

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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.