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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
CHTR icon
701
Charter Communications
CHTR
$16.8B
– –
-24,000
Closed -$4.22M
CIEN icon
702
Ciena
CIEN
$47.4B
– –
-52,300
Closed -$1.08M
CIG icon
703
CEMIG Preferred Shares
CIG
$6.01B
– –
-808,654
Closed -$733K
CNQ icon
704
Canadian Natural Resources
CNQ
$106B
– –
-60,815
Closed -$571K
CNX icon
705
CNX Resources
CNX
$5.24B
– –
-211,080
Closed -$1.72M
COF icon
706
Capital One
COF
$127B
– –
-55,700
Closed -$4.04M
VISN
707
Vistance Networks Inc
VISN
$1.55B
– –
-35,900
Closed -$1.08M
COR icon
708
Cencora
COR
$61.7B
– –
-19,200
Closed -$1.82M
CPA icon
709
Copa Holdings
CPA
$5.13B
– –
-43,100
Closed -$1.81M
CPRI icon
710
Capri Holdings
CPRI
$1.6B
– –
-48,500
Closed -$2.05M
CRK icon
711
Comstock Resources
CRK
$4.2B
– –
-18,140
Closed -$173K
CROX icon
712
Crocs
CROX
$5.34B
– –
-19,400
Closed -$250K
CVI icon
713
CVR Energy
CVI
$5.24B
– –
-5,500
Closed -$225K
CYH icon
714
Community Health Systems
CYH
$419M
– –
-61,710
Closed -$2.18M
DAR icon
715
Darling Ingredients
DAR
$10.5B
– –
-28,500
Closed -$320K
DBI icon
716
Designer Brands
DBI
$320M
– –
-11,100
Closed -$280K
DDD icon
717
3D Systems Corp
DDD
$522M
– –
-69,600
Closed -$803K
DHC
718
Diversified Healthcare Trust
DHC
$1.89B
– –
-10,796
Closed -$173K
DINO icon
719
HF Sinclair
DINO
$20B
– –
-42,200
Closed -$2.06M
DXCM icon
720
DexCom
DXCM
$32.6B
– –
-20,400
Closed -$437K
EA
721
DELISTED
Electronic Arts
EA
– –
-25,500
Closed -$1.73M
ED icon
722
Consolidated Edison
ED
$38.9B
– –
-30,900
Closed -$2.06M
EIX icon
723
Edison International
EIX
$21B
– –
-67,200
Closed -$4.24M
ELV icon
724
Elevance Health
ELV
$90.6B
– –
-32,400
Closed -$4.54M
EMR icon
725
Emerson Electric
EMR
$82B
– –
-55,600
Closed -$2.46M
27 28
29
30 31

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.