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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
MAC icon
226
Macerich
MAC
$6.35B
$1.94M 0.12%
24,000
+12,600
+111% +$1.01M
MDCO
227
DELISTED
Medicines Co
MDCO
$1.93M 0.12%
51,800
-95,700
-65% -$3.62M
AMTD
228
DELISTED
TD Ameritrade Holding Corp
AMTD
$1.93M 0.12%
+55,700
New +$1.93M
UDR icon
229
UDR
UDR
$11.2B
$1.92M 0.12%
+51,000
New +$1.83M
IONS icon
230
Ionis Pharmaceuticals
IONS
$7.85B
$1.91M 0.12%
30,900
-34,400
-53% -$1.86M
MSI icon
231
Motorola Solutions
MSI
$77.6B
$1.9M 0.12%
27,800
-61,500
-69% -$4.29M
XEL icon
232
Xcel Energy
XEL
$45.3B
$1.9M 0.11%
52,800
+44,800
+560% +$1.6M
UAA icon
233
Under Armour
UAA
$2.13B
$1.89M 0.11%
47,000
-14,600
-24% -$666K
STE icon
234
Steris
STE
$20.5B
$1.89M 0.11%
25,100
+21,200
+544% +$1.53M
TRIP icon
235
TripAdvisor
TRIP
$1.06B
$1.87M 0.11%
+21,900
New +$1.77M
CUBE icon
236
CubeSmart
CUBE
$8.99B
$1.85M 0.11%
60,300
+9,000
+18% +$258K
XRX icon
237
Xerox
XRX
$454M
$1.84M 0.11%
+65,881
New +$1.77M
NOC icon
238
Northrop Grumman
NOC
$75.5B
$1.83M 0.11%
+9,700
New +$1.78M
NUAN
239
DELISTED
Nuance Communications, Inc.
NUAN
$1.83M 0.11%
106,376
+83,622
+368% +$1.36M
BLMN icon
240
Bloomin' Brands
BLMN
$686M
$1.83M 0.11%
108,400
+35,700
+49% +$620K
CTAS icon
241
Cintas
CTAS
$79.6B
$1.8M 0.11%
+79,200
New +$1.8M
ES icon
242
Eversource Energy
ES
$25.3B
$1.8M 0.11%
+35,300
New +$1.8M
SIX
243
DELISTED
Six Flags Entertainment Corp.
SIX
$1.8M 0.11%
32,700
+16,600
+103% +$858K
WT icon
244
WisdomTree
WT
$3.35B
$1.79M 0.11%
+114,000
New +$2.09M
AZN icon
245
AstraZeneca
AZN
$251B
$1.78M 0.11%
+26,250
New +$1.72M
NVDA icon
246
NVIDIA
NVDA
$5.12T
$1.77M 0.11%
2,152,000
-3,384,000
-61% -$2.55M
DD icon
247
DuPont de Nemours
DD
$17.3B
$1.75M 0.11%
+13,426
New +$1.72M
LEA icon
248
Lear
LEA
$6.22B
$1.74M 0.11%
14,200
-200
-1% -$24.4K
MHFI
249
DELISTED
MCGRAW-HILL FINANCIAL INC COM
MHFI
$1.73M 0.1%
+17,500
New +$1.66M
XME icon
250
State Street SPDR S&P Metals & Mining ETF
XME
$4.48B
$1.72M 0.1%
114,900
-209,900
-65% -$3.51M
8 9
10
11 12

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.