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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
SMG icon
426
ScottsMiracle-Gro
SMG
$3.19B
$696K 0.04%
10,800
+7,500
+227% +$497K
JNPR
427
DELISTED
Juniper Networks
JNPR
$687K 0.04%
+24,900
New +$737K
SDRL
428
DELISTED
Seadrill Limited Common Stock
SDRL
$686K 0.04%
757
-442
-37% -$693K
RDN icon
429
Radian Group
RDN
$4.67B
$682K 0.04%
51,000
+30,600
+150% +$449K
CMPR icon
430
Cimpress
CMPR
$1.98B
$681K 0.04%
8,400
-2,900
-26% -$240K
CDW icon
431
CDW
CDW
$18.7B
$668K 0.04%
15,900
-3,500
-18% -$152K
NAT icon
432
Nordic American Tanker
NAT
$1.69B
$668K 0.04%
43,344
-4,032
-9% -$61.1K
CHS
433
DELISTED
Chicos FAS, Inc.
CHS
$667K 0.04%
+62,600
New +$810K
DFT
434
DELISTED
DuPont Fabros Technology Inc.
DFT
$667K 0.04%
+21,000
New +$654K
WM icon
435
Waste Management
WM
$85.5B
$661K 0.04%
12,400
-18,700
-60% -$994K
ACAS
436
DELISTED
American Capital Ltd
ACAS
$661K 0.04%
+48,000
New +$656K
TUP
437
DELISTED
Tupperware Brands Corporation
TUP
$656K 0.04%
+11,800
New +$664K
DEI icon
438
Douglas Emmett
DEI
$1.74B
$654K 0.04%
21,000
+9,800
+88% +$299K
ERIC icon
439
Ericsson
ERIC
$32.7B
$646K 0.04%
+67,300
New +$655K
TECK icon
440
Teck Resources
TECK
$31.5B
$642K 0.04%
166,400
-113,900
-41% -$564K
QEP
441
DELISTED
QEP RESOURCES, INC.
QEP
$641K 0.04%
47,900
-149,900
-76% -$2.18M
SFUN
442
DELISTED
Fang Holdings Limited American Depositary Shares (each representing ten Class A Ordinary Shares)
SFUN
$636K 0.04%
+1,722
New +$611K
AXS icon
443
AXIS Capital
AXS
$7.27B
$635K 0.04%
+11,300
New +$624K
MSCI icon
444
MSCI
MSCI
$39.3B
$634K 0.04%
+8,800
New +$588K
MDVN
445
DELISTED
MEDIVATION, INC.
MDVN
$633K 0.04%
+13,100
New +$565K
TGNA
446
DELISTED
TEGNA Inc
TGNA
$632K 0.04%
38,750
+16,562
+75% +$280K
HP icon
447
Helmerich & Payne
HP
$4.16B
$631K 0.04%
11,800
-8,700
-42% -$481K
AGCO icon
448
AGCO
AGCO
$8.4B
$630K 0.04%
13,900
+5,000
+56% +$236K
CACI icon
449
CACI
CACI
$13.9B
$630K 0.04%
+6,800
New +$630K
JKS
450
JinkoSolar
JKS
$538M
$630K 0.04%
+22,800
New +$585K
16 17
18
19 20

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.