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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
HAL icon
751
Halliburton
HAL
$29.7B
– –
-49,100
Closed -$1.74M
HALO icon
752
Halozyme
HALO
$12.1B
– –
-36,400
Closed -$488K
HCA icon
753
HCA Healthcare
HCA
$91.8B
– –
-165,900
Closed -$12.8M
HES
754
DELISTED
Hess
HES
– –
-54,900
Closed -$2.75M
HLF icon
755
Herbalife
HLF
$1.25B
– –
-17,800
Closed -$485K
HLT icon
756
Hilton Worldwide
HLT
$69.3B
– –
-24,133
Closed -$1.66M
HOS
757
Hornbeck Offshore Services, Inc.
HOS
$2.89B
– –
-162,000
Closed -$775K
HPQ icon
758
HP
HPQ
$30.5B
– –
-235,834
Closed -$2.74M
HRI icon
759
Herc Holdings
HRI
$4.65B
– –
-17,733
Closed -$890K
HRL icon
760
Hormel Foods
HRL
$11.4B
– –
-62,000
Closed -$1.96M
HRB icon
761
H&R Block
HRB
$5.65B
– –
-150,500
Closed -$5.45M
HSY icon
762
Hershey
HSY
$34.2B
– –
-20,000
Closed -$1.84M
HUN icon
763
Huntsman Corp
HUN
$1.62B
– –
-10,100
Closed -$97K
PPLI
764
People Inc
PPLI
$2.85B
– –
-113,587
Closed -$1.32M
IBKR icon
765
Interactive Brokers
IBKR
$40.2B
– –
-23,200
Closed -$228K
ILF icon
766
iShares Latin America 40 ETF
ILF
$3.92B
– –
-49,500
Closed -$1.12M
INFY icon
767
Infosys
INFY
$45.8B
– –
-149,800
Closed -$1.43M
ING icon
768
ING
ING
$105B
– –
-28,000
Closed -$395K
INVA icon
769
Innoviva
INVA
$1.51B
– –
-21,400
Closed -$153K
IP icon
770
International Paper
IP
$18B
– –
-99,581
Closed -$3.56M
ITUB icon
771
Itaú Unibanco
ITUB
$91B
– –
-599,338
Closed -$1.75M
JBLU icon
772
JetBlue
JBLU
$1.61B
– –
-234,800
Closed -$6.05M
KEX icon
773
Kirby Corp
KEX
$7.34B
– –
-9,500
Closed -$588K
KMT icon
774
Kennametal
KMT
$2.23B
– –
-11,800
Closed -$293K
KMX icon
775
CarMax
KMX
$8.49B
– –
-25,400
Closed -$1.51M
29 30
31
32 33

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.