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QIM

Quantitative Investment Management Portfolio holdings

AUM $917M
1-Year Est. Return 3.96%
This Fund
S&P 500
This Quarter Est. Return
+6.45%
1 Year Est. Return
-3.96%
3 Year Est. Return
+24.59%
5 Year Est. Return
+12.41%
10 Year Est. Return
+164.05%
AUM
$1.65B
AUM Growth
+$321M
Cap. Flow
+$323M
Cap. Flow %
19.58%
Top 10 Hldgs %
16%
Holding
995
New
331
Increased
163
Reduced
180
Closed
321

Top Buys

Rank Stock Value
1
FXI icon
iShares China Large-Cap ETF
FXI
+$26.6M
2
KMI icon
Kinder Morgan
KMI
+$23.8M
3
AMZN icon
Amazon
AMZN
+$21.7M
4
DIA icon
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
+$21.2M
5
T icon
AT&T
T
+$20.6M

Top Sells

Rank Stock Value
1
IBB icon
iShares Biotechnology ETF
IBB
+$38.1M
2
XLV icon
State Street Health Care Select Sector SPDR ETF
XLV
+$18.3M
3
EWZ icon
iShares MSCI Brazil ETF
EWZ
+$18.2M
4
QQQ icon
Invesco QQQ Trust
QQQ
+$16.7M
5
CVX icon
Chevron
CVX
+$14.5M

Sector Composition

Rank Sector Weight
1 Miscellaneous 18.49%
2 Consumer Discretionary 13.95%
3 Communication Services 10.05%
4 Technology 9.62%
5 Financials 8.99%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
ULTA icon
26
Ulta Beauty
ULTA
$23.3B
$11M 0.67%
+59,600
New +$10.3M
IBM icon
27
IBM
IBM
$234B
$10.3M 0.63%
+78,450
New +$10.5M
BUD icon
28
AB InBev
BUD
$156B
$10.2M 0.62%
+81,500
New +$9.86M
TFCFA
29
DELISTED
Twenty-First Century Fox, Inc. Class A
TFCFA
$10M 0.61%
+369,400
New +$10.7M
AVGO icon
30
Broadcom
AVGO
$1.62T
$9.93M 0.6%
684,000
+31,000
+5% +$403K
DVN icon
31
Devon Energy
DVN
$56.5B
$9.57M 0.58%
299,000
+250,900
+522% +$10.3M
WFC icon
32
Wells Fargo
WFC
$271B
$9.35M 0.57%
+172,000
New +$9.34M
INTC icon
33
Intel
INTC
$513B
$9.27M 0.56%
269,000
+132,300
+97% +$4.47M
CCL icon
34
Carnival Corporation Ltd
CCL
$30.3B
$9.17M 0.56%
168,300
+120,500
+252% +$6.24M
XLK icon
35
State Street Technology Select Sector SPDR ETF
XLK
$119B
$8.99M 0.54%
+420,000
New +$9.04M
SCHW
36
Charles Schwab
SCHW
$186B
$8.85M 0.54%
+268,900
New +$8.51M
PM icon
37
Philip Morris
PM
$303B
$8.39M 0.51%
+95,500
New +$8.29M
BAC icon
38
Bank of America
BAC
$416B
$8.39M 0.51%
+498,800
New +$8.44M
KRE icon
39
State Street SPDR S&P Regional Banking ETF
KRE
$4.31B
$8.29M 0.5%
197,900
+56,800
+40% +$2.46M
PEP icon
40
PepsiCo
PEP
$185B
$8.28M 0.5%
+82,900
New +$8.27M
MRO
41
DELISTED
Marathon Oil Corporation
MRO
$8.2M 0.5%
651,400
+190,800
+41% +$3.21M
AGN
42
DELISTED
Allergan plc
AGN
$8.16M 0.49%
+26,100
New +$7.77M
TXN icon
43
Texas Instruments
TXN
$241B
$8.12M 0.49%
148,200
+112,700
+317% +$6.29M
PARA
44
DELISTED
Paramount Global Class B
PARA
$8.06M 0.49%
171,000
+117,600
+220% +$5.52M
DLR icon
45
Digital Realty Trust
DLR
$66.5B
$7.5M 0.45%
+99,200
New +$7.15M
LOW icon
46
Lowe's Companies
LOW
$109B
$7.33M 0.44%
+96,400
New +$7.16M
DAL icon
47
Delta Air Lines
DAL
$51.9B
$7.31M 0.44%
144,300
-87,300
-38% -$4.32M
SWN
48
DELISTED
Southwestern Energy Company
SWN
$7.21M 0.44%
1,013,800
+600,100
+145% +$5.88M
GM icon
49
General Motors
GM
$74.9B
$6.77M 0.41%
199,100
+31,300
+19% +$1.09M
ROST icon
50
Ross Stores
ROST
$72.3B
$6.75M 0.41%
+125,500
New +$6.41M
1
2
3 4 5

Similar funds

HIC
Harvey Investment Company Louisville, Kentucky $918M AUM 14.93% 1-Year Est. Return
AGAM
Avalon Global Asset Management San Francisco, California $917M AUM 87.67% 1-Year Est. Return
RFA
RTD Financial Advisors Philadelphia, Pennsylvania $917M AUM 19.69% 1-Year Est. Return
SPG
Strategic Planning Group Bountiful, Utah $918M AUM 37.38% 1-Year Est. Return
TCM
Twin Capital Management Mcmurray, Pennsylvania $916M AUM 43.28% 1-Year Est. Return
DLP
De Lisle Partners Poole, United Kingdom $916M AUM 54.05% 1-Year Est. Return
SIC
SJS Investment Consulting Sylvania, Ohio $919M AUM 23.4% 1-Year Est. Return
GC
Greenvale Capital London, United Kingdom $916M AUM 32.73% 1-Year Est. Return

Quantitative Investment Management's Q4 2015 Portfolio in Review

As of Q4 2015, Quantitative Investment Management held 995 positions worth $1.65B, up 24% from $1.33B the previous quarter. Its ten largest holdings account for 16% of the portfolio.

Quantitative Investment Management deployed $323M of net new capital in Q4 2015, opening 331 new positions and adding to 163 existing holdings. Its largest new stake was State Street SPDR Dow Jones Industrial Average ETF Trust: 121,100 shares worth $21.1M.

By sector, the portfolio is most concentrated in Miscellaneous at 18% of assets, up from 18% a quarter earlier, followed by Consumer Discretionary and Communication Services.

On the sell side, the largest reduction was iShares Biotechnology ETF, an estimated $38.1M trimmed.

  • Quantitative Investment Management's largest Q4 2015 buy was State Street SPDR Dow Jones Industrial Average ETF Trust: 121,100 shares worth $21.1M.
  • Quantitative Investment Management added most to iShares China Large-Cap ETF in Q4 2015, an estimated $26.6M increase.
  • Quantitative Investment Management's biggest Q4 2015 reduction was iShares Biotechnology ETF, cutting an estimated $38.1M.
  • Quantitative Investment Management fully exited Yahoo Inc in Q4 2015, selling an estimated $14.4M.
  • Quantitative Investment Management's ten largest holdings make up 16% of its $1.65B portfolio in Q4 2015.
  • Quantitative Investment Management opened 331 new positions and closed 321 in Q4 2015.
  • Quantitative Investment Management's portfolio value rose 24% quarter-over-quarter to $1.65B.

Based on Quantitative Investment Management's 13F filing for Q4 2015, filed 8 Feb 2016.