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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
ANF icon
176
Abercrombie & Fitch
ANF
$5.74B
$2.39M 0.15%
88,700
+36,000
+68% +$836K
PNRA
177
DELISTED
Panera Bread Co
PNRA
$2.38M 0.14%
12,200
+10,300
+542% +$1.91M
RTN
178
DELISTED
Raytheon Company
RTN
$2.35M 0.14%
18,900
-400
-2% -$48.1K
DPZ icon
179
Domino's
DPZ
$10.3B
$2.35M 0.14%
+21,100
New +$2.26M
FBIN icon
180
Fortune Brands Innovations
FBIN
$4.77B
$2.34M 0.14%
49,374
-39,078
-44% -$1.77M
CA
181
DELISTED
CA, Inc.
CA
$2.34M 0.14%
+81,900
New +$2.3M
HUM icon
182
Humana
HUM
$47.6B
$2.34M 0.14%
13,100
+8,900
+212% +$1.56M
ACGL icon
183
Arch Capital
ACGL
$33.1B
$2.33M 0.14%
+100,200
New +$2.46M
CHRD icon
184
Chord Energy
CHRD
$8.59B
$2.33M 0.14%
315,600
+153,000
+94% +$1.64M
TRP icon
185
TC Energy
TRP
$63.6B
$2.32M 0.14%
71,200
+58,200
+448% +$1.93M
MRK icon
186
Merck
MRK
$355B
$2.32M 0.14%
+46,007
New +$2.32M
GDX icon
187
VanEck Gold Miners ETF
GDX
$28.3B
$2.3M 0.14%
+168,000
New +$2.44M
MA icon
188
Mastercard
MA
$502B
$2.3M 0.14%
+23,600
New +$2.31M
HSIC icon
189
Henry Schein
HSIC
$9.75B
$2.29M 0.14%
+36,975
New +$2.2M
BA icon
190
Boeing
BA
$166B
$2.28M 0.14%
+15,800
New +$2.28M
EFX icon
191
Equifax
EFX
$19.6B
$2.28M 0.14%
+20,500
New +$2.21M
ADSK icon
192
Autodesk
ADSK
$47.3B
$2.28M 0.14%
+37,400
New +$2.17M
BBBY
193
DELISTED
Bed Bath & Beyond Inc
BBBY
$2.27M 0.14%
47,100
-40,100
-46% -$2.23M
FE icon
194
FirstEnergy
FE
$26.2B
$2.27M 0.14%
+71,600
New +$2.25M
LL
195
DELISTED
LL Flooring Holdings, Inc.
LL
$2.26M 0.14%
130,300
+72,200
+124% +$1.12M
DYN
196
DELISTED
Dynegy, Inc.
DYN
$2.26M 0.14%
+168,700
New +$2.9M
PPG icon
197
PPG Industries
PPG
$23.3B
$2.25M 0.14%
22,800
+18,800
+470% +$1.9M
TJX icon
198
TJX Companies
TJX
$137B
$2.19M 0.13%
61,800
-149,200
-71% -$5.31M
PLD icon
199
Prologis
PLD
$129B
$2.19M 0.13%
+51,000
New +$2.15M
RSG icon
200
Republic Services
RSG
$68.3B
$2.19M 0.13%
49,700
+43,400
+689% +$1.89M
6 7
8
9 10

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.