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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
NSM
451
DELISTED
Nationstar Mortgage Holdings
NSM
$627K 0.04%
+46,900
New +$624K
ANGI icon
452
Angi Inc
ANGI
$215M
$621K 0.04%
+6,650
New +$555K
RRC icon
453
Range Resources
RRC
$9.08B
$620K 0.04%
25,200
-20,800
-45% -$617K
EBIX
454
DELISTED
Ebix Inc
EBIX
$619K 0.04%
+18,900
New +$598K
VALE.P
455
DELISTED
Vale S A
VALE.P
$615K 0.04%
241,200
-70,300
-23% -$228K
GT icon
456
Goodyear
GT
$1.49B
$610K 0.04%
+18,700
New +$613K
MRVL icon
457
Marvell Technology
MRVL
$206B
$601K 0.04%
68,200
+12,200
+22% +$108K
IRM icon
458
Iron Mountain
IRM
$33.4B
$599K 0.04%
+22,200
New +$651K
UNFI icon
459
United Natural Foods
UNFI
$2.79B
$598K 0.04%
+15,200
New +$712K
OLED icon
460
Universal Display
OLED
$3.51B
$593K 0.04%
10,900
-10,900
-50% -$480K
PDCE
461
DELISTED
PDC Energy, Inc.
PDCE
$592K 0.04%
11,100
-500
-4% -$28.8K
AROC icon
462
Archrock
AROC
$5.44B
$591K 0.04%
+78,700
New +$1.12M
WBS
463
DELISTED
Webster Financial
WBS
$591K 0.04%
15,900
+2,300
+17% +$87.1K
DNR
464
DELISTED
Denbury Resources, Inc.
DNR
$591K 0.04%
292,700
-321,200
-52% -$1.03M
SLG icon
465
SL Green Realty
SLG
$3.67B
$587K 0.04%
+5,372
New +$602K
MDT icon
466
Medtronic
MDT
$118B
$584K 0.04%
+7,600
New +$572K
SINA
467
DELISTED
Sina Corp
SINA
$577K 0.04%
+11,700
New +$563K
ADT
468
DELISTED
ADT Corp
ADT
$577K 0.04%
17,500
-19,900
-53% -$670K
ICF icon
469
iShares Select U.S. REIT ETF
ICF
$1.95B
$575K 0.03%
+11,600
New +$563K
SNV
470
DELISTED
Synovus
SNV
$573K 0.03%
17,700
+7,800
+79% +$249K
STWD icon
471
Starwood Property Trust
STWD
$5.55B
$571K 0.03%
+27,800
New +$572K
PIR
472
DELISTED
Pier 1 Imports, Inc.
PIR
$567K 0.03%
5,570
+3,580
+180% +$479K
BTU
473
DELISTED
PEABODY ENERGY CORP COM STK NEW (DE)
BTU
$566K 0.03%
73,800
+61,653
+508% +$888K
GWRE icon
474
Guidewire Software
GWRE
$12B
$565K 0.03%
9,400
-23,800
-72% -$1.38M
RICE
475
DELISTED
Rice Energy Inc.
RICE
$564K 0.03%
51,800
+7,900
+18% +$109K
17 18
19
20 21

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.