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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
CAG icon
76
Conagra Brands
CAG
$7.41B
$5.11M 0.31%
155,614
+90,207
+138% +$2.88M
WLL
77
DELISTED
Whiting Petroleum Corporation
WLL
$5.1M 0.31%
1,800
+779
+76% +$3.7M
TFCF
78
DELISTED
Twenty-First Century Fox, Inc. Class B
TFCF
$5M 0.3%
+183,800
New +$5.4M
META icon
79
Meta Platforms (Facebook)
META
$1.5T
$4.9M 0.3%
46,800
-13,500
-22% -$1.39M
M icon
80
Macy's
M
$6.54B
$4.83M 0.29%
138,000
+106,700
+341% +$4.62M
BABA icon
81
Alibaba
BABA
$278B
$4.82M 0.29%
59,300
-119,800
-67% -$9.4M
TWC
82
DELISTED
TIME WARNER CABLE INC NEW COM STK
TWC
$4.77M 0.29%
25,700
-15,900
-38% -$2.95M
WYNN icon
83
Wynn Resorts
WYNN
$10.2B
$4.7M 0.29%
68,000
+4,700
+7% +$314K
YUM icon
84
Yum! Brands
YUM
$41.8B
$4.69M 0.28%
89,302
-32,132
-26% -$1.68M
CTRA
85
DELISTED
Coterra Energy
CTRA
$4.68M 0.28%
+264,600
New +$5.31M
PII icon
86
Polaris
PII
$3.86B
$4.6M 0.28%
+53,500
New +$5.67M
CCI icon
87
Crown Castle
CCI
$34B
$4.58M 0.28%
+53,000
New +$4.5M
FL
88
DELISTED
Foot Locker
FL
$4.54M 0.28%
69,800
+43,700
+167% +$2.9M
STZ icon
89
Constellation Brands
STZ
$22.5B
$4.54M 0.28%
31,900
+16,000
+101% +$2.2M
RF icon
90
Regions Financial
RF
$26.4B
$4.48M 0.27%
+466,700
New +$4.48M
DKS icon
91
Dick's Sporting Goods
DKS
$18.6B
$4.44M 0.27%
125,600
+91,400
+267% +$3.84M
AVB icon
92
AvalonBay Communities
AVB
$27.4B
$4.36M 0.26%
+23,700
New +$4.24M
KO icon
93
Coca-Cola
KO
$383B
$4.26M 0.26%
+99,100
New +$4.21M
ESRX
94
DELISTED
Express Scripts Holding Company
ESRX
$4.26M 0.26%
+48,700
New +$4.17M
CAH icon
95
Cardinal Health
CAH
$53.7B
$4.22M 0.26%
47,300
+43,400
+1,113% +$3.69M
CMG icon
96
Chipotle Mexican Grill
CMG
$43.8B
$4.22M 0.26%
440,000
-255,000
-37% -$3.12M
CPB icon
97
Campbell Soup
CPB
$6.75B
$4.21M 0.26%
80,100
+52,700
+192% +$2.7M
CNC icon
98
Centene
CNC
$30.6B
$4.19M 0.25%
127,400
+47,400
+59% +$1.4M
VLO icon
99
Valero Energy
VLO
$89.8B
$4.15M 0.25%
58,700
+15,900
+37% +$1.08M
ICE icon
100
Intercontinental Exchange
ICE
$87.6B
$4.13M 0.25%
+80,500
New +$4.05M
2 3
4
5 6

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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 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.