We are live on ! Find out more
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
PNC icon
126
PNC Financial Services
PNC
$96.1B
$3.39M 0.21%
+35,600
New +$3.31M
HON icon
127
Honeywell
HON
$64.5B
$3.33M 0.2%
+35,835
New +$3.29M
BSX icon
128
Boston Scientific
BSX
$63.6B
$3.32M 0.2%
180,100
-1,100
-0.6% -$19.7K
SAP icon
129
SAP
SAP
$249B
$3.28M 0.2%
+41,500
New +$3.19M
HNT
130
DELISTED
HEALTH NET INC
HNT
$3.27M 0.2%
+47,800
New +$3.06M
ERX icon
131
Direxion Daily Energy Bull 2X ETF
ERX
$266M
$3.27M 0.2%
13,940
-12,260
-47% -$3.83M
POT
132
DELISTED
Potash Corp Of Saskatchewan
POT
$3.19M 0.19%
186,500
+45,300
+32% +$901K
NWL icon
133
Newell Brands
NWL
$2.4B
$3.19M 0.19%
+72,400
New +$3.17M
MO icon
134
Altria Group
MO
$117B
$3.19M 0.19%
+54,800
New +$3.18M
LII icon
135
Lennox International
LII
$12.5B
$3.18M 0.19%
+25,500
New +$3.29M
TEVA icon
136
Teva Pharmaceutical Industries Limited
TEVA
$45.8B
$3.17M 0.19%
48,300
-118,800
-71% -$7.34M
IPG
137
DELISTED
Interpublic Group of Companies
IPG
$3.17M 0.19%
+136,100
New +$3.06M
APTV icon
138
Aptiv
APTV
$9.08B
$3.16M 0.19%
36,900
-8,800
-19% -$736K
PPL
139
PPL Corp
PPL
$25B
$3.14M 0.19%
+91,900
New +$3.1M
VMRK
140
Vivmark Residential
VMRK
$50.8B
$3.13M 0.19%
+38,400
New +$3.03M
USB icon
141
US Bancorp
USB
$96.9B
$3.13M 0.19%
+73,400
New +$3.14M
COST icon
142
Costco
COST
$400B
$3.05M 0.18%
+18,900
New +$2.99M
TMO icon
143
Thermo Fisher Scientific
TMO
$237B
$3.05M 0.18%
+21,500
New +$2.87M
TRGP icon
144
Targa Resources
TRGP
$61.3B
$3.02M 0.18%
+111,600
New +$4.95M
VRSN icon
145
VeriSign
VRSN
$26.9B
$3.01M 0.18%
34,500
+7,400
+27% +$617K
NSC icon
146
Norfolk Southern
NSC
$71.9B
$2.99M 0.18%
35,400
+6,800
+24% +$582K
MDLZ icon
147
Mondelez International
MDLZ
$79.3B
$2.98M 0.18%
+66,400
New +$2.97M
A icon
148
Agilent Technologies
A
$42.4B
$2.98M 0.18%
+71,200
New +$2.75M
SM icon
149
SM Energy
SM
$9.82B
$2.98M 0.18%
+151,400
New +$4.61M
TGT icon
150
Target
TGT
$70.1B
$2.96M 0.18%
40,700
+35,600
+698% +$2.66M
4 5
6
7 8

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.