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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
FXI icon
1
iShares China Large-Cap ETF
FXI
$4.34B
$45.9M 2.78%
1,299,900
+707,900
+120% +$26.6M
XLE icon
2
State Street Energy Select Sector SPDR ETF
XLE
$39.1B
$37M 2.24%
1,227,400
+540,000
+79% +$17.8M
DIS icon
3
Walt Disney
DIS
$171B
$31M 1.88%
295,300
+117,600
+66% +$13.1M
AMZN icon
4
Amazon
AMZN
$2.49T
$25M 1.52%
740,000
+690,000
+1,380% +$21.7M
KMI icon
5
Kinder Morgan
KMI
$70.8B
$22.2M 1.34%
1,488,000
+997,700
+203% +$23.8M
T icon
6
AT&T
T
$167B
$21.1M 1.28%
+810,818
New +$20.6M
DIA icon
7
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
$45.3B
$21.1M 1.28%
+121,100
New +$21.2M
BIDU icon
8
Baidu
BIDU
$36.1B
$20.9M 1.26%
110,400
+104,700
+1,837% +$19.3M
BRCM
9
DELISTED
BROADCOM CORP CL-A
BRCM
$20.6M 1.25%
356,200
+291,800
+453% +$15.7M
HD icon
10
Home Depot
HD
$339B
$19.3M 1.17%
+146,100
New +$18.6M
IYR icon
11
iShares US Real Estate ETF
IYR
$4.74B
$18.8M 1.14%
+250,100
New +$18.7M
XLF icon
12
State Street Financial Select Sector SPDR ETF
XLF
$56.7B
$18.1M 1.09%
+863,017
New +$18.2M
XOP icon
13
State Street SPDR S&P Oil & Gas Exploration & Production ETF
XOP
$3.53B
$18M 1.09%
148,700
+91,675
+161% +$13.1M
LNKD
14
DELISTED
LinkedIn Corporation
LNKD
$16.4M 0.99%
+72,800
New +$16.5M
KR icon
15
Kroger
KR
$36.7B
$16M 0.97%
+383,300
New +$14.9M
JAH
16
DELISTED
JARDEN CORPORATION
JAH
$14.9M 0.9%
+260,300
New +$13M
XLV icon
17
State Street Health Care Select Sector SPDR ETF
XLV
$43B
$14.2M 0.86%
196,600
-259,100
-57% -$18.3M
TSN icon
18
Tyson Foods
TSN
$21.4B
$13.7M 0.83%
257,200
+184,300
+253% +$8.86M
JPM icon
19
JPMorgan Chase
JPM
$923B
$13.5M 0.82%
205,100
-41,300
-17% -$2.69M
PANW icon
20
Palo Alto Networks
PANW
$258B
$13.4M 0.81%
456,000
+250,200
+122% +$7.22M
EEM icon
21
iShares MSCI Emerging Markets ETF
EEM
$27.8B
$13M 0.79%
+403,900
New +$13.8M
XLP icon
22
State Street Consumer Staples Select Sector SPDR ETF
XLP
$14.6B
$12.7M 0.77%
+250,800
New +$12.5M
TCOM icon
23
Trip.com Group
TCOM
$29.2B
$12.5M 0.75%
+268,800
New +$12.3M
MCHI icon
24
iShares MSCI China ETF
MCHI
$6.26B
$12M 0.73%
269,700
+164,400
+156% +$7.69M
V icon
25
Visa
V
$701B
$11.4M 0.69%
+146,900
New +$11.4M
1
2 3 4 5

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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.