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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
ATW
401
DELISTED
Atwood Oceanics
ATW
$819K 0.05%
80,100
-42,500
-35% -$650K
AMAG
402
DELISTED
AMAG Pharmaceuticals
AMAG
$818K 0.05%
27,100
-40,500
-60% -$1.31M
ALLE icon
403
Allegion
ALLE
$13B
$804K 0.05%
+12,200
New +$782K
CPT icon
404
Camden Property Trust
CPT
$11.7B
$798K 0.05%
+10,400
New +$792K
GIII icon
405
G-III Apparel Group
GIII
$1.21B
$792K 0.05%
17,900
+3,300
+23% +$172K
CHKP icon
406
Check Point Software Technologies
CHKP
$14.1B
$789K 0.05%
+9,700
New +$804K
EQT icon
407
EQT Corp
EQT
$31.5B
$781K 0.05%
+27,555
New +$925K
TCRT icon
408
Alaunos Therapeutics
TCRT
$3.25M
$773K 0.05%
+621
New +$1.03M
MELI icon
409
Mercado Libre
MELI
$93.3B
$754K 0.05%
6,600
-7,100
-52% -$781K
MT icon
410
ArcelorMittal
MT
$55.1B
$752K 0.05%
77,933
+24,403
+46% +$285K
K
411
DELISTED
Kellanova
K
$751K 0.05%
11,076
-59,853
-84% -$3.91M
WBMD
412
DELISTED
WebMD Health Corp.
WBMD
$748K 0.05%
+15,500
New +$691K
DRI icon
413
Darden Restaurants
DRI
$23.6B
$744K 0.05%
11,700
-15,484
-57% -$900K
TDW icon
414
Tidewater
TDW
$4.39B
$744K 0.05%
3,314
+1,665
+101% +$587K
LMT icon
415
Lockheed Martin
LMT
$124B
$738K 0.04%
3,400
-8,600
-72% -$1.87M
AIV
416
Aimco
AIV
$327M
$736K 0.04%
+138,125
New +$711K
YELP icon
417
Yelp
YELP
$1.13B
$731K 0.04%
+25,400
New +$667K
DST
418
DELISTED
DST Systems Inc.
DST
$729K 0.04%
12,800
-5,800
-31% -$341K
REG icon
419
Regency Centers
REG
$13.4B
$728K 0.04%
+10,700
New +$712K
LPX icon
420
Louisiana-Pacific
LPX
$4.57B
$725K 0.04%
+40,300
New +$698K
GEN icon
421
Gen Digital
GEN
$18.3B
$724K 0.04%
+34,500
New +$702K
CEMP
422
DELISTED
Cempra, Inc.
CEMP
$722K 0.04%
+23,200
New +$646K
BPT
423
DELISTED
BP Prudhoe Bay Royalty Trust
BPT
$715K 0.04%
+28,700
New +$1.01M
PBR icon
424
Petrobras
PBR
$135B
$708K 0.04%
164,750
-1,483,550
-90% -$7.22M
RVTY icon
425
Revvity
RVTY
$16.3B
$701K 0.04%
+13,100
New +$667K
15 16
17
18 19

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.