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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
TER icon
351
Teradyne
TER
$53.3B
$1.06M 0.06%
+51,100
New +$1.02M
CB icon
352
Chubb
CB
$132B
$1.05M 0.06%
+9,000
New +$1.02M
FRC
353
DELISTED
First Republic Bank
FRC
$1.04M 0.06%
15,700
-11,500
-42% -$760K
PBCT
354
DELISTED
People's United Financial Inc
PBCT
$1.03M 0.06%
63,700
+32,600
+105% +$531K
NBL
355
DELISTED
Noble Energy, Inc.
NBL
$1.03M 0.06%
31,200
+11,800
+61% +$413K
BYD icon
356
Boyd Gaming
BYD
$5.49B
$1.02M 0.06%
51,400
+17,300
+51% +$332K
FOSL icon
357
Fossil Group
FOSL
$315M
$1.02M 0.06%
27,800
-2,600
-9% -$119K
MSFT icon
358
Microsoft
MSFT
$3.64T
$1.01M 0.06%
+18,300
New +$963K
NCLH icon
359
Norwegian Cruise Line
NCLH
$6.67B
$1.01M 0.06%
17,200
-300
-2% -$17.7K
ARR
360
Armour Residential REIT
ARR
$2.1B
$996K 0.06%
9,160
+5,260
+135% +$552K
OC icon
361
Owens Corning
OC
$10B
$992K 0.06%
+21,100
New +$969K
DGI
362
DELISTED
DigitalGlobe Inc.
DGI
$986K 0.06%
+63,000
New +$1.1M
WR
363
DELISTED
Westar Energy Inc
WR
$983K 0.06%
+23,200
New +$949K
WSM icon
364
Williams-Sonoma
WSM
$25.7B
$981K 0.06%
+33,600
New +$1.15M
ATHN
365
DELISTED
Athenahealth, Inc.
ATHN
$981K 0.06%
6,100
-13,000
-68% -$2.01M
GS icon
366
Goldman Sachs
GS
$273B
$973K 0.06%
5,400
-21,300
-80% -$3.96M
IRBT
367
DELISTED
iRobot
IRBT
$973K 0.06%
+27,500
New +$889K
LLTC
368
DELISTED
Linear Technology Corp
LLTC
$968K 0.06%
+22,800
New +$1M
ACH
369
Accendra Health
ACH
$82.3M
$967K 0.06%
+26,900
New +$973K
XRAY icon
370
Dentsply Sirona
XRAY
$2.02B
$961K 0.06%
+15,800
New +$940K
EGN
371
DELISTED
Energen
EGN
$950K 0.06%
+23,200
New +$1.27M
BURL icon
372
Burlington
BURL
$14.5B
$948K 0.06%
22,100
-5,300
-19% -$246K
AEO icon
373
American Eagle Outfitters
AEO
$2.48B
$947K 0.06%
61,100
-18,200
-23% -$285K
LUMN icon
374
Lumen
LUMN
$6.88B
$946K 0.06%
37,600
-168,700
-82% -$4.52M
ADI icon
375
Analog Devices
ADI
$175B
$945K 0.06%
17,100
-35,600
-68% -$2.1M
13 14
15
16 17

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.