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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
ALV icon
476
Autoliv
ALV
$8.49B
$561K 0.03%
6,246
-694
-10% -$60.8K
IPGP icon
477
IPG Photonics
IPGP
$3.28B
$561K 0.03%
6,300
-1,400
-18% -$120K
DNOW icon
478
DNOW Inc
DNOW
$2.82B
$560K 0.03%
35,400
+17,000
+92% +$290K
UAL icon
479
United Airlines
UAL
$34.5B
$555K 0.03%
9,700
-57,100
-85% -$3.3M
IT icon
480
Gartner
IT
$12.1B
$553K 0.03%
+6,100
New +$540K
ASRT
481
DELISTED
Assertio
ASRT
$552K 0.03%
508
+131
+35% +$147K
ONIT
482
Onity Group
ONIT
$286M
$552K 0.03%
5,287
+3,754
+245% +$393K
SIVB
483
DELISTED
SVB Financial Group
SIVB
$546K 0.03%
4,600
+1,500
+48% +$186K
ON icon
484
ON Semiconductor
ON
$25.9B
$544K 0.03%
55,600
-35,500
-39% -$373K
URE icon
485
ProShares Ultra Real Estate
URE
$51.8M
$543K 0.03%
+10,400
New +$530K
SONY icon
486
Sony
SONY
$139B
$541K 0.03%
110,000
-69,500
-39% -$368K
QGENF
487
DELISTED
QIAGEN NV
QGENF
$539K 0.03%
19,500
+10,400
+114% +$287K
ASB icon
488
Associated Banc-Corp
ASB
$5.62B
$538K 0.03%
+28,700
New +$557K
OLN icon
489
Olin
OLN
$1.94B
$538K 0.03%
31,200
-129,300
-81% -$2.49M
LVNTA
490
DELISTED
Liberty Interactive Corporation Series A Liberty Ventures
LVNTA
$536K 0.03%
+11,900
New +$511K
BKD icon
491
Brookdale Senior Living
BKD
$2.78B
$535K 0.03%
+29,000
New +$625K
WTW icon
492
Willis Towers Watson
WTW
$29.1B
$534K 0.03%
4,153
+1,661
+67% +$197K
MBT
493
DELISTED
Mobile TeleSystems Public Joint Stock Company American Depositary Shares (Each representing 2 Shares
MBT
$527K 0.03%
85,400
+35,100
+70% +$246K
EWBC icon
494
East-West Bancorp
EWBC
$17.3B
$523K 0.03%
+12,600
New +$518K
ESV
495
DELISTED
Ensco Rowan plc
ESV
$517K 0.03%
8,400
-12,550
-60% -$820K
EXEL icon
496
Exelixis
EXEL
$14.1B
$514K 0.03%
+91,200
New +$510K
PLCM
497
DELISTED
POLYCOM INC
PLCM
$512K 0.03%
+40,700
New +$530K
EDU icon
498
New Oriental
EDU
$8.88B
$508K 0.03%
16,200
-2,300
-12% -$64.8K
MTG icon
499
MGIC Investment
MTG
$6.05B
$503K 0.03%
57,000
-126,400
-69% -$1.19M
ICON
500
DELISTED
Iconix Brand Group, Inc.
ICON
$493K 0.03%
7,230
+5,410
+297% +$555K
18 19
20
21 22

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.