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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
+6.45%
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
$1.65B
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 Consumer Discretionary 13.86%
2 Communication Services 10.01%
3 Technology 8.97%
4 Financials 8.89%
5 Consumer Staples 8.05%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
EQIX icon
51
Equinix
EQIX
$100B
$6.65M 0.4%
22,000
-27,500
-56% -$8.03M
MMM icon
52
3M
MMM
$92.1B
$6.55M 0.4%
52,026
-26,910
-34% -$3.46M
AA icon
53
Alcoa
AA
$11.3B
$6.45M 0.39%
+271,952
New +$6.07M
C icon
54
Citigroup
C
$214B
$6.37M 0.39%
+123,100
New +$6.53M
CI icon
55
Cigna
CI
$78.6B
$6.35M 0.38%
43,400
+14,600
+51% +$2.01M
NKE icon
56
Nike
NKE
$64.3B
$6.29M 0.38%
100,700
+49,100
+95% +$3.17M
APA icon
57
APA Corp
APA
$12.9B
$6.02M 0.36%
135,400
-22,100
-14% -$1.03M
GPRO icon
58
GoPro
GPRO
$122M
$5.91M 0.36%
+328,000
New +$7.61M
TMUS icon
59
T-Mobile US
TMUS
$196B
$5.91M 0.36%
151,000
+10,400
+7% +$402K
DHR icon
60
Danaher
DHR
$138B
$5.77M 0.35%
+92,394
New +$5.78M
VC icon
61
Visteon
VC
$2.85B
$5.72M 0.35%
+50,000
New +$5.66M
DLTR icon
62
Dollar Tree
DLTR
$24.7B
$5.6M 0.34%
+72,500
New +$5.07M
SMH icon
63
VanEck Semiconductor ETF
SMH
$62.3B
$5.58M 0.34%
209,600
-49,600
-19% -$1.34M
VWO icon
64
Vanguard FTSE Emerging Markets ETF
VWO
$118B
$5.57M 0.34%
+170,200
New +$5.86M
VIAB
65
DELISTED
Viacom Inc. Class B
VIAB
$5.53M 0.34%
+134,400
New +$6.3M
FSLR icon
66
First Solar
FSLR
$21.6B
$5.51M 0.33%
+83,500
New +$4.68M
ADBE icon
67
Adobe
ADBE
$105B
$5.5M 0.33%
+58,500
New +$5.26M
SUNE
68
DELISTED
SUNEDISON, INC COM
SUNE
$5.42M 0.33%
1,065,900
+406,800
+62% +$2.49M
CELG
69
DELISTED
Celgene Corp
CELG
$5.39M 0.33%
+45,000
New +$5.21M
COP icon
70
ConocoPhillips
COP
$144B
$5.39M 0.33%
115,400
+72,800
+171% +$3.8M
RCL icon
71
Royal Caribbean
RCL
$87.3B
$5.37M 0.33%
53,100
-19,900
-27% -$1.9M
BIIB icon
72
Biogen
BIIB
$30.8B
$5.27M 0.32%
17,200
+300
+2% +$86.2K
NFX
73
DELISTED
Newfield Exploration
NFX
$5.26M 0.32%
161,600
+93,000
+136% +$3.46M
PAYX icon
74
Paychex
PAYX
$43.6B
$5.22M 0.32%
+98,800
New +$5.16M
QQQ icon
75
Invesco QQQ Trust
QQQ
$441B
$5.11M 0.31%
45,700
-149,900
-77% -$16.7M
1 2
3
4 5

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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 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 Consumer Discretionary at 14% of assets, down from 16% a quarter earlier, followed by Communication Services and Technology.

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.