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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
GIS icon
151
General Mills
GIS
$19.6B
$2.88M 0.17%
+49,900
New +$2.87M
ETFC
152
DELISTED
E*Trade Financial Corporation
ETFC
$2.88M 0.17%
97,000
+69,500
+253% +$2M
TAP icon
153
Molson Coors Class B
TAP
$7.32B
$2.86M 0.17%
30,500
-18,200
-37% -$1.64M
NFLX icon
154
Netflix
NFLX
$324B
$2.86M 0.17%
250,000
+109,000
+77% +$1.25M
SBUX icon
155
Starbucks
SBUX
$110B
$2.86M 0.17%
47,600
+34,200
+255% +$2.08M
OVV icon
156
Ovintiv
OVV
$18.5B
$2.84M 0.17%
111,560
+104,140
+1,404% +$3.81M
MAS icon
157
Masco
MAS
$13.6B
$2.78M 0.17%
98,100
-60,300
-38% -$1.72M
FCX icon
158
Freeport-McMoran
FCX
$99.6B
$2.75M 0.17%
407,000
+800
+0.2% +$7.62K
MXIM
159
DELISTED
Maxim Integrated Products
MXIM
$2.74M 0.17%
72,200
+40,900
+131% +$1.56M
NVO
160
Novo Nordisk
NVO
$188B
$2.73M 0.17%
94,000
+71,400
+316% +$1.98M
LHX icon
161
L3Harris
LHX
$46.5B
$2.69M 0.16%
+30,900
New +$2.49M
SWBI icon
162
Smith & Wesson
SWBI
$587M
$2.67M 0.16%
157,941
+98,745
+167% +$1.45M
ENDP
163
DELISTED
Endo International plc
ENDP
$2.65M 0.16%
+43,300
New +$2.63M
XL
164
DELISTED
XL Group Ltd.
XL
$2.62M 0.16%
+66,800
New +$2.54M
ALKS icon
165
Alkermes
ALKS
$7.72B
$2.6M 0.16%
32,700
+3,900
+14% +$273K
ZBRA icon
166
Zebra Technologies
ZBRA
$16.2B
$2.58M 0.16%
37,000
+6,500
+21% +$487K
SHW icon
167
Sherwin-Williams
SHW
$78.5B
$2.57M 0.16%
29,700
-17,700
-37% -$1.53M
NEE icon
168
NextEra Energy
NEE
$169B
$2.53M 0.15%
+97,600
New +$2.47M
PCL
169
DELISTED
PLUM CREEK TIMBER CO (REIT)
PCL
$2.49M 0.15%
+52,100
New +$2.36M
LNC icon
170
Lincoln National
LNC
$8.32B
$2.48M 0.15%
+49,400
New +$2.59M
AEE icon
171
Ameren
AEE
$28.5B
$2.47M 0.15%
57,200
+25,900
+83% +$1.12M
DHI icon
172
D.R. Horton
DHI
$39.2B
$2.45M 0.15%
76,400
+22,200
+41% +$693K
AEP icon
173
American Electric Power
AEP
$65.7B
$2.41M 0.15%
+41,300
New +$2.34M
VZ icon
174
Verizon
VZ
$214B
$2.4M 0.15%
+51,900
New +$2.36M
SPWR
175
DELISTED
SunPower Corporation Common Stock
SPWR
$2.4M 0.15%
+122,007
New +$2.04M
5 6
7
8 9

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.