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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
CVG
601
DELISTED
Convergys
CVG
$276K 0.02%
+11,100
New +$280K
CBD
602
DELISTED
Companhia Brasileira de Distribuicao
CBD
$272K 0.02%
25,900
-51,500
-67% -$671K
AIRM
603
DELISTED
Air Methods Corp
AIRM
$272K 0.02%
+6,500
New +$264K
MD icon
604
Pediatrix Medical
MD
$2.13B
$265K 0.02%
3,700
-9,300
-72% -$688K
KGC icon
605
Kinross Gold
KGC
$33.5B
$262K 0.02%
144,200
+59,600
+70% +$118K
FLR icon
606
Fluor
FLR
$7.1B
$259K 0.02%
5,500
-17,200
-76% -$809K
SXC icon
607
SunCoke Energy
SXC
$820M
$258K 0.02%
74,400
+39,500
+113% +$189K
BSFT
608
DELISTED
BroadSoft, Inc.
BSFT
$254K 0.02%
+7,200
New +$254K
EW icon
609
Edwards Lifesciences
EW
$51.3B
$252K 0.02%
9,600
-10,800
-53% -$280K
SNP
610
DELISTED
CHINA PETROLEUM & CHEMICAL CORPORATION ADS (REP 100 ORDINARY H SHARES)
SNP
$251K 0.02%
+4,200
New +$277K
SQM icon
611
Sociedad Química y Minera de Chile
SQM
$19.9B
$250K 0.02%
+13,556
New +$233K
ADXS
612
DELISTED
Advaxis Inc
ADXS
$246K 0.01%
+1,633
New +$280K
EGO icon
613
Eldorado Gold
EGO
$10.8B
$241K 0.01%
+16,240
New +$273K
WRK
614
DELISTED
WestRock Company
WRK
$237K 0.01%
5,771
-3,774
-40% -$172K
AEM icon
615
Agnico Eagle Mines
AEM
$101B
$236K 0.01%
+9,000
New +$245K
URBN icon
616
Urban Outfitters
URBN
$6.69B
$234K 0.01%
10,300
-11,500
-53% -$297K
VEON icon
617
VEON
VEON
$4.72B
$234K 0.01%
+2,860
New +$258K
VRTS icon
618
Virtus Investment Partners
VRTS
$898M
$234K 0.01%
+2,000
New +$240K
WOOF
619
DELISTED
VCA Inc.
WOOF
$231K 0.01%
+4,200
New +$230K
CIE
620
DELISTED
Cobalt International Energy, Inc
CIE
$230K 0.01%
+2,840
New +$313K
DF
621
DELISTED
Dean Foods Company
DF
$229K 0.01%
13,400
-18,300
-58% -$330K
ACIW icon
622
ACI Worldwide
ACIW
$5.21B
$228K 0.01%
10,700
-1,100
-9% -$25.3K
LPLA icon
623
LPL Financial
LPLA
$26.4B
$226K 0.01%
+5,300
New +$226K
WOR icon
624
Worthington Enterprises
WOR
$2.93B
$226K 0.01%
+12,165
New +$225K
ICLR icon
625
Icon
ICLR
$13.5B
$225K 0.01%
2,900
-200
-6% -$14.3K
23 24
25
26 27

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.