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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
DCT
301
DELISTED
DCT Industrial Trust Inc.
DCT
$1.39M 0.08%
+37,200
New +$1.37M
UPL
302
DELISTED
Ultra Petroleum Corp. Common Stock
UPL
$1.38M 0.08%
553,100
+503,900
+1,024% +$2.35M
NI icon
303
NiSource
NI
$19.5B
$1.38M 0.08%
+70,700
New +$1.36M
SAFM
304
DELISTED
Sanderson Farms Inc
SAFM
$1.38M 0.08%
+17,800
New +$1.28M
JD icon
305
JD.com
JD
$36.3B
$1.36M 0.08%
42,100
+23,400
+125% +$690K
VNET
306
VNET Group
VNET
$1.72B
$1.34M 0.08%
+63,400
New +$1.27M
MRSH
307
Marsh
MRSH
$84.4B
$1.34M 0.08%
+24,100
New +$1.33M
MGM icon
308
MGM Resorts International
MGM
$9.66B
$1.31M 0.08%
57,800
+43,100
+293% +$951K
FAST icon
309
Fastenal
FAST
$56.3B
$1.31M 0.08%
+128,400
New +$1.26M
OPLN
310
Openlane
OPLN
$4.28B
$1.3M 0.08%
+92,998
New +$1.32M
DRE
311
DELISTED
Duke Realty Corp.
DRE
$1.3M 0.08%
+61,900
New +$1.27M
PGR icon
312
Progressive
PGR
$126B
$1.3M 0.08%
40,900
-38,500
-48% -$1.22M
ETR icon
313
Entergy
ETR
$48.9B
$1.28M 0.08%
+37,600
New +$1.26M
HA
314
DELISTED
Hawaiian Holdings, Inc.
HA
$1.28M 0.08%
36,300
+13,000
+56% +$449K
TFC icon
315
Truist Financial
TFC
$59.2B
$1.28M 0.08%
33,800
+22,400
+196% +$843K
AVP
316
DELISTED
Avon Products, Inc.
AVP
$1.27M 0.08%
313,300
-90,000
-22% -$330K
CRUS icon
317
Cirrus Logic
CRUS
$5.91B
$1.27M 0.08%
42,900
-8,600
-17% -$267K
AOS icon
318
A.O. Smith
AOS
$7.73B
$1.26M 0.08%
33,000
-2,000
-6% -$75.5K
JBL icon
319
Jabil
JBL
$31.1B
$1.25M 0.08%
+53,900
New +$1.28M
CAB
320
DELISTED
Cabela's Inc
CAB
$1.25M 0.08%
26,800
+22,000
+458% +$970K
AAP icon
321
Advance Auto Parts
AAP
$2.53B
$1.25M 0.08%
8,300
-7,500
-47% -$1.3M
ALK icon
322
Alaska Air
ALK
$4.43B
$1.24M 0.08%
15,400
-23,900
-61% -$1.89M
ACN icon
323
Accenture
ACN
$116B
$1.23M 0.07%
+11,800
New +$1.25M
PNW icon
324
Pinnacle West Capital
PNW
$11.5B
$1.23M 0.07%
19,100
+11,600
+155% +$738K
CMA
325
DELISTED
Comerica
CMA
$1.23M 0.07%
29,400
+15,100
+106% +$660K
11 12
13
14 15

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.