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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
CPRT icon
101
Copart
CPRT
$28.7B
$4.11M 0.25%
+864,800
New +$3.99M
EBAY icon
102
eBay
EBAY
$51.5B
$4.08M 0.25%
148,500
-12,300
-8% -$340K
SYY icon
103
Sysco
SYY
$40.9B
$4.07M 0.25%
99,200
-254,800
-72% -$10.4M
IDTI
104
DELISTED
Integrated Device Technology I
IDTI
$4.04M 0.24%
153,400
+120,100
+361% +$3.08M
KBE icon
105
State Street SPDR S&P Bank ETF
KBE
$1.65B
$4.01M 0.24%
118,500
+58,500
+98% +$2.04M
TRV icon
106
Travelers Companies
TRV
$81.1B
$4M 0.24%
+35,400
New +$3.93M
WW
107
DELISTED
WW International
WW
$3.99M 0.24%
+175,200
New +$3.3M
SJM icon
108
J.M. Smucker
SJM
$13.5B
$3.97M 0.24%
32,200
+2,700
+9% +$322K
SWK icon
109
Stanley Black & Decker
SWK
$14.5B
$3.95M 0.24%
37,000
+30,000
+429% +$3.16M
VRSK icon
110
Verisk Analytics
VRSK
$28.1B
$3.94M 0.24%
+51,300
New +$3.9M
TK icon
111
Teekay
TK
$1.01B
$3.9M 0.24%
+394,700
New +$10.3M
XLY icon
112
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
$21.9B
$3.89M 0.24%
99,600
+56,200
+129% +$2.23M
IBB icon
113
iShares Biotechnology ETF
IBB
$9.48B
$3.86M 0.23%
34,200
-350,700
-91% -$38.1M
LLY icon
114
Eli Lilly
LLY
$1.08T
$3.77M 0.23%
44,800
+17,200
+62% +$1.43M
RTX icon
115
RTX Corp
RTX
$292B
$3.75M 0.23%
61,971
+8,581
+16% +$519K
O icon
116
Realty Income
O
$60.8B
$3.72M 0.23%
74,407
+38,906
+110% +$1.86M
LULU icon
117
lululemon athletica
LULU
$13.6B
$3.66M 0.22%
+69,800
New +$3.52M
WMT icon
118
Walmart Inc
WMT
$908B
$3.6M 0.22%
176,100
-537,900
-75% -$10.8M
STI
119
DELISTED
SunTrust Banks, Inc.
STI
$3.6M 0.22%
84,000
+58,300
+227% +$2.46M
NRG icon
120
NRG Energy
NRG
$26.5B
$3.53M 0.21%
300,100
+144,800
+93% +$1.83M
ABT icon
121
Abbott
ABT
$187B
$3.53M 0.21%
78,600
+11,400
+17% +$503K
SO icon
122
Southern Company
SO
$108B
$3.49M 0.21%
+74,600
New +$3.38M
RAI
123
DELISTED
Reynolds American Inc
RAI
$3.43M 0.21%
74,400
+61,800
+490% +$2.86M
EL icon
124
Estee Lauder
EL
$30.5B
$3.4M 0.21%
+38,600
New +$3.29M
AMCX icon
125
AMC Global Media
AMCX
$458M
$3.4M 0.21%
45,500
+18,500
+69% +$1.42M
3 4
5
6 7

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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.