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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
UHS icon
276
Universal Health Services
UHS
$10.7B
$1.56M 0.09%
13,100
+1,100
+9% +$134K
LAMR icon
277
Lamar Advertising Co
LAMR
$14.8B
$1.56M 0.09%
+26,000
New +$1.49M
GLNG icon
278
Golar LNG
GLNG
$5.17B
$1.54M 0.09%
97,900
+38,800
+66% +$991K
EWZ icon
279
iShares MSCI Brazil ETF
EWZ
$8.5B
$1.52M 0.09%
73,600
-781,800
-91% -$18.2M
BAX icon
280
Baxter International
BAX
$12.2B
$1.52M 0.09%
39,800
-138,000
-78% -$5.04M
NNN icon
281
NNN REIT
NNN
$8.02B
$1.51M 0.09%
+37,800
New +$1.44M
ESS icon
282
Essex Property Trust
ESS
$17.4B
$1.51M 0.09%
+6,300
New +$1.45M
FWONA icon
283
Liberty Media Series A
FWONA
$21.9B
$1.51M 0.09%
+57,113
New +$1.52M
MKTX icon
284
MarketAxess Holdings
MKTX
$5.75B
$1.51M 0.09%
13,500
+6,400
+90% +$655K
SBGI icon
285
Sinclair Inc
SBGI
$1.01B
$1.5M 0.09%
+46,200
New +$1.47M
CLR
286
DELISTED
CONTINENTAL RESOURCES INC.
CLR
$1.5M 0.09%
65,200
+17,700
+37% +$566K
X
287
DELISTED
US Steel
X
$1.49M 0.09%
187,100
-215,100
-53% -$2.11M
MCHP icon
288
Microchip Technology
MCHP
$37.8B
$1.48M 0.09%
+63,800
New +$1.5M
ORI icon
289
Old Republic International
ORI
$9.88B
$1.48M 0.09%
+79,300
New +$1.43M
MTN icon
290
Vail Resorts
MTN
$5.01B
$1.47M 0.09%
11,500
+5,400
+89% +$635K
BMS
291
DELISTED
Bemis
BMS
$1.47M 0.09%
+32,900
New +$1.47M
VAL
292
DELISTED
Valspar
VAL
$1.47M 0.09%
+17,700
New +$1.43M
MUR icon
293
Murphy Oil
MUR
$5.52B
$1.46M 0.09%
65,100
-141,200
-68% -$3.81M
DGX icon
294
Quest Diagnostics
DGX
$27.1B
$1.46M 0.09%
+20,500
New +$1.38M
CFR icon
295
Cullen/Frost Bankers
CFR
$9.88B
$1.45M 0.09%
24,100
+20,300
+534% +$1.35M
SIRI icon
296
SiriusXM
SIRI
$9.75B
$1.45M 0.09%
+35,510
New +$1.44M
BMY icon
297
Bristol-Myers Squibb
BMY
$130B
$1.43M 0.09%
+20,800
New +$1.37M
EG icon
298
Everest Group
EG
$14.5B
$1.43M 0.09%
+7,800
New +$1.42M
IYF icon
299
iShares US Financials ETF
IYF
$4.27B
$1.41M 0.09%
+32,000
New +$1.43M
XPO icon
300
XPO
XPO
$20.4B
$1.41M 0.09%
149,196
-329,041
-69% -$3.27M
10 11
12
13 14

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.