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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
FITB
201
Fifth Third Bancorp
FITB
$49.6B
$2.18M 0.13%
+108,300
New +$2.15M
NTRS icon
202
Northern Trust
NTRS
$32.7B
$2.17M 0.13%
+30,100
New +$2.16M
ADP icon
203
Automatic Data Processing
ADP
$110B
$2.17M 0.13%
+25,600
New +$2.2M
UNM icon
204
Unum
UNM
$15.2B
$2.15M 0.13%
+64,700
New +$2.23M
SBNY
205
DELISTED
Signature Bank
SBNY
$2.15M 0.13%
14,000
+5,100
+57% +$770K
EWH icon
206
iShares MSCI Hong Kong ETF
EWH
$1.16B
$2.15M 0.13%
+108,300
New +$2.19M
MNST icon
207
Monster Beverage
MNST
$87.4B
$2.15M 0.13%
+172,800
New +$2.09M
LH icon
208
Labcorp
LH
$26.3B
$2.14M 0.13%
+20,137
New +$2.08M
KEY icon
209
KeyCorp
KEY
$23.2B
$2.13M 0.13%
161,700
+141,100
+685% +$1.85M
RHT
210
DELISTED
Red Hat Inc
RHT
$2.1M 0.13%
+25,400
New +$2.02M
PRU icon
211
Prudential Financial
PRU
$41.2B
$2.1M 0.13%
+25,800
New +$2.13M
PRGO icon
212
Perrigo
PRGO
$1.88B
$2.08M 0.13%
+14,400
New +$2.21M
BALL icon
213
Ball Corp
BALL
$16.1B
$2.06M 0.13%
+56,800
New +$1.94M
MOS icon
214
The Mosaic Company
MOS
$8.09B
$2.04M 0.12%
+74,100
New +$2.37M
FLO icon
215
Flowers Foods
FLO
$1.3B
$2.04M 0.12%
95,100
+86,800
+1,046% +$2.11M
VNQ icon
216
Vanguard Real Estate ETF
VNQ
$37.2B
$2.04M 0.12%
+25,600
New +$2.03M
CRM icon
217
Salesforce
CRM
$210B
$2.03M 0.12%
25,900
-10,400
-29% -$812K
GOOGL icon
218
Alphabet (Google) Class A
GOOGL
$4.22T
$2.02M 0.12%
+52,000
New +$1.92M
APC
219
DELISTED
Anadarko Petroleum
APC
$2.02M 0.12%
41,600
-5,500
-12% -$337K
EWT icon
220
iShares MSCI Taiwan ETF
EWT
$11.6B
$2.01M 0.12%
+78,650
New +$2.15M
XLNX
221
DELISTED
Xilinx Inc
XLNX
$2M 0.12%
+42,600
New +$2.01M
CX icon
222
Cemex
CX
$14.7B
$1.99M 0.12%
386,996
+249,092
+181% +$1.46M
IFF icon
223
International Flavors & Fragrances
IFF
$21.5B
$1.97M 0.12%
+16,500
New +$1.91M
WBA
224
DELISTED
Walgreens Boots Alliance
WBA
$1.97M 0.12%
23,100
-39,500
-63% -$3.36M
CINF icon
225
Cincinnati Financial
CINF
$26.3B
$1.95M 0.12%
+32,900
New +$1.95M
7 8
9
10 11

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.