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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
BDX icon
376
Becton Dickinson
BDX
$49.5B
$939K 0.06%
+6,253
New +$900K
DDS icon
377
Dillards
DDS
$10.1B
$939K 0.06%
14,300
+5,400
+61% +$435K
IM
378
DELISTED
Ingram Micro
IM
$935K 0.06%
30,800
-24,500
-44% -$741K
BCR
379
DELISTED
CR Bard Inc.
BCR
$928K 0.06%
4,900
-9,200
-65% -$1.72M
MHK icon
380
Mohawk Industries
MHK
$8.65B
$909K 0.06%
+4,800
New +$921K
ALGN icon
381
Align Technology
ALGN
$10.7B
$908K 0.06%
+13,800
New +$885K
THO icon
382
Thor Industries
THO
$3.63B
$904K 0.05%
+16,100
New +$895K
TSL
383
DELISTED
Trina Solar Limited
TSL
$903K 0.05%
+82,000
New +$844K
AZO icon
384
AutoZone
AZO
$46.5B
$890K 0.05%
1,200
-500
-29% -$382K
OSIS icon
385
OSI Systems
OSIS
$3.22B
$886K 0.05%
10,000
+5,700
+133% +$499K
BFH icon
386
Bread Financial
BFH
$4.14B
$885K 0.05%
+4,010
New +$907K
VALE icon
387
Vale
VALE
$60.1B
$880K 0.05%
267,600
+110,700
+71% +$442K
ALNY icon
388
Alnylam Pharmaceuticals
ALNY
$32B
$875K 0.05%
9,300
-7,000
-43% -$649K
PE
389
DELISTED
PARSLEY ENERGY INC
PE
$874K 0.05%
47,400
-28,700
-38% -$517K
CME icon
390
CME Group
CME
$98B
$869K 0.05%
+9,600
New +$903K
RMD icon
391
ResMed
RMD
$32.9B
$869K 0.05%
16,200
-22,300
-58% -$1.26M
TTWO icon
392
Take-Two Interactive
TTWO
$39.6B
$867K 0.05%
24,900
+1,700
+7% +$57.3K
FRT icon
393
Federal Realty Investment Trust
FRT
$9.77B
$861K 0.05%
5,900
+2,000
+51% +$289K
J icon
394
Jacobs Solutions
J
$16.8B
$855K 0.05%
+24,663
New +$845K
MANH icon
395
Manhattan Associates
MANH
$12.4B
$853K 0.05%
+12,900
New +$917K
WPX
396
DELISTED
WPX Energy, Inc.
WPX
$853K 0.05%
148,700
+59,000
+66% +$438K
DMND
397
DELISTED
DIAMOND FOODS, INC.
DMND
$851K 0.05%
+22,100
New +$835K
FHN icon
398
First Horizon
FHN
$11.3B
$839K 0.05%
57,800
+16,100
+39% +$233K
JOYY
399
JOYY Inc
JOYY
$3.86B
$837K 0.05%
+13,400
New +$797K
WAT icon
400
Waters Corp
WAT
$41.1B
$820K 0.05%
+6,100
New +$784K
14 15
16
17 18

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.