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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
ISRG icon
251
Intuitive Surgical
ISRG
$133B
$1.69M 0.1%
+27,900
New +$1.57M
CMS icon
252
CMS Energy
CMS
$20.7B
$1.68M 0.1%
+46,700
New +$1.66M
EXR icon
253
Extra Space Storage
EXR
$29B
$1.68M 0.1%
19,100
+4,400
+30% +$361K
ITC
254
DELISTED
ITC HOLDINGS CORP
ITC
$1.68M 0.1%
+42,700
New +$1.48M
LLL
255
DELISTED
L3 Technologies, Inc.
LLL
$1.67M 0.1%
+14,000
New +$1.66M
ROP icon
256
Roper Technologies
ROP
$38B
$1.65M 0.1%
+8,700
New +$1.59M
LVLT
257
DELISTED
Level 3 Communications Inc
LVLT
$1.65M 0.1%
+30,300
New +$1.52M
ENOV icon
258
Enovis
ENOV
$1.03B
$1.65M 0.1%
+40,961
New +$1.88M
SNA icon
259
Snap-on
SNA
$19.4B
$1.65M 0.1%
+9,600
New +$1.6M
SEMG
260
DELISTED
SEMGROUP CORPORATION
SEMG
$1.64M 0.1%
+56,900
New +$2.18M
ARMK icon
261
Aramark
ARMK
$15.4B
$1.64M 0.1%
+70,220
New +$1.6M
MNDT
262
DELISTED
Mandiant, Inc. Common Stock
MNDT
$1.63M 0.1%
78,800
-26,500
-25% -$664K
TSS
263
DELISTED
Total System Services, Inc.
TSS
$1.63M 0.1%
+32,800
New +$1.71M
MTD icon
264
Mettler-Toledo International
MTD
$26.7B
$1.63M 0.1%
4,800
+800
+20% +$257K
PCG icon
265
PG&E
PCG
$29B
$1.62M 0.1%
+30,400
New +$1.62M
ASHR icon
266
Xtrackers Harvest CSI 300 China A-Shares ETF
ASHR
$1.5B
$1.61M 0.1%
+57,600
New +$2M
HBAN icon
267
Huntington Bancshares
HBAN
$33.8B
$1.6M 0.1%
144,700
+115,100
+389% +$1.29M
UNH icon
268
UnitedHealth
UNH
$337B
$1.59M 0.1%
13,500
-22,700
-63% -$2.65M
HII icon
269
Huntington Ingalls Industries
HII
$11B
$1.58M 0.1%
12,500
+8,700
+229% +$1.06M
INTU icon
270
Intuit
INTU
$88B
$1.58M 0.1%
+16,400
New +$1.59M
RJF icon
271
Raymond James Financial
RJF
$32.5B
$1.58M 0.1%
+40,950
New +$1.53M
UN
272
DELISTED
Unilever NV New York Registry Shares
UN
$1.58M 0.1%
+36,500
New +$1.6M
BB icon
273
BlackBerry
BB
$4.57B
$1.57M 0.1%
+169,300
New +$1.3M
BBWI icon
274
Bath & Body Works
BBWI
$3.37B
$1.57M 0.1%
20,287
-106,753
-84% -$8.27M
DTE icon
275
DTE Energy
DTE
$27.1B
$1.57M 0.1%
+23,030
New +$1.59M
9 10
11
12 13

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.