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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
ATI icon
326
ATI
ATI
$25.8B
$1.22M 0.07%
108,500
+86,800
+400% +$1.19M
MYGN icon
327
Myriad Genetics
MYGN
$369M
$1.19M 0.07%
27,500
-35,400
-56% -$1.5M
PPC icon
328
Pilgrim's Pride
PPC
$7.06B
$1.17M 0.07%
+52,800
New +$1.08M
NDAQ icon
329
Nasdaq
NDAQ
$49.6B
$1.16M 0.07%
+60,000
New +$1.14M
ULTI
330
DELISTED
Ultimate Software Group Inc
ULTI
$1.15M 0.07%
5,900
+100
+2% +$19.6K
KIM icon
331
Kimco Realty
KIM
$15.2B
$1.15M 0.07%
+43,500
New +$1.13M
CCEP icon
332
Coca-Cola Europacific Partners
CCEP
$45.3B
$1.15M 0.07%
23,300
-160,800
-87% -$8.1M
SPLS
333
DELISTED
Staples Inc
SPLS
$1.15M 0.07%
121,000
-205,100
-63% -$2.41M
XBI icon
334
State Street SPDR S&P Biotech ETF
XBI
$10.4B
$1.14M 0.07%
16,300
-176,200
-92% -$12M
ARRS
335
DELISTED
ARRIS International plc Ordinary Shares
ARRS
$1.14M 0.07%
+37,400
New +$1.1M
OMC icon
336
Omnicom Group
OMC
$21.8B
$1.14M 0.07%
+15,100
New +$1.11M
NTGR icon
337
NETGEAR
NTGR
$618M
$1.13M 0.07%
+27,000
New +$1.09M
MKC icon
338
McCormick & Company Non-Voting
MKC
$13.5B
$1.13M 0.07%
+26,400
New +$1.11M
AET
339
DELISTED
Aetna Inc
AET
$1.11M 0.07%
+10,300
New +$1.11M
SKX
340
DELISTED
Skechers
SKX
$1.1M 0.07%
36,500
+13,700
+60% +$458K
TAN icon
341
Invesco Solar ETF
TAN
$950M
$1.1M 0.07%
35,900
+26,900
+299% +$792K
RIG icon
342
Transocean
RIG
$6.19B
$1.09M 0.07%
88,500
+73,900
+506% +$1.07M
ANET icon
343
Arista Networks
ANET
$249B
$1.08M 0.07%
+222,400
New +$965K
EWA icon
344
iShares MSCI Australia ETF
EWA
$1.26B
$1.08M 0.07%
+56,900
New +$1.08M
ZD icon
345
Ziff Davis
ZD
$2.01B
$1.08M 0.07%
+15,065
New +$1.02M
CE icon
346
Celanese
CE
$5.14B
$1.07M 0.06%
15,900
+1,600
+11% +$109K
EXPE icon
347
Expedia Group
EXPE
$34.4B
$1.07M 0.06%
8,600
-31,600
-79% -$4M
MDRX
348
DELISTED
Veradigm Inc. Common Stock
MDRX
$1.06M 0.06%
69,200
+40,800
+144% +$585K
RSPP
349
DELISTED
RSP Permian, Inc.
RSPP
$1.06M 0.06%
43,400
+3,800
+10% +$101K
JOY
350
DELISTED
Joy Global Inc
JOY
$1.06M 0.06%
83,900
-180,100
-68% -$2.72M
12 13
14
15 16

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.