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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
KSS icon
776
Kohl's
KSS
$1.85B
– –
-155,800
Closed -$7.21M
LAB icon
777
Standard BioTools
LAB
$271M
– –
-25,000
Closed -$202K
LEG
778
DELISTED
Leggett & Platt
LEG
– –
-4,900
Closed -$202K
LNN icon
779
Lindsay Corp
LNN
$1.21B
– –
-5,400
Closed -$366K
LSTR icon
780
Landstar System
LSTR
$5.86B
– –
-3,300
Closed -$209K
LUV icon
781
Southwest Airlines
LUV
$19.2B
– –
-98,300
Closed -$3.74M
LZB icon
782
La-Z-Boy
LZB
$1.21B
– –
-16,700
Closed -$443K
MAR icon
783
Marriott International
MAR
$87.9B
– –
-33,800
Closed -$2.31M
MAT icon
784
Mattel
MAT
$3.83B
– –
-20,700
Closed -$435K
MBI icon
785
MBIA
MBI
$230M
– –
-58,600
Closed -$356K
MDU icon
786
MDU Resources
MDU
$3.91B
– –
-86,523
Closed -$565K
MEOH icon
787
Methanex
MEOH
$4.99B
– –
-11,600
Closed -$384K
MET icon
788
MetLife
MET
$62.4B
– –
-19,523
Closed -$820K
MLM icon
789
Martin Marietta Materials
MLM
$36B
– –
-11,800
Closed -$1.79M
MSTR icon
790
Strategy Inc
MSTR
$51.5B
– –
-58,000
Closed -$1.14M
MTSI icon
791
MACOM Technology Solutions
MTSI
$18.3B
– –
-7,200
Closed -$208K
MTZ icon
792
MasTec
MTZ
$17.9B
– –
-10,500
Closed -$166K
MU icon
793
Micron Technology
MU
$1.05T
– –
-599,700
Closed -$8.98M
MVIS icon
794
Microvision
MVIS
$46.8M
– –
-813
Closed -$38K
NAVI icon
795
Navient
NAVI
$938M
– –
-10,000
Closed -$112K
NLY icon
796
Annaly Capital Management
NLY
$16.1B
– –
-76,600
Closed -$3.02M
NOV icon
797
NOV
NOV
$7.48B
– –
-137,600
Closed -$5.18M
NVAX icon
798
Novavax
NVAX
$1.52B
– –
-7,330
Closed -$1.04M
OIH icon
799
VanEck Oil Services ETF
OIH
$2.02B
– –
-11,715
Closed -$6.44M
OIS icon
800
Oil States International
OIS
$519M
– –
-30,900
Closed -$807K
30 31
32
33 34

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.