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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
ENS icon
501
EnerSys
ENS
$6.2B
$492K 0.03%
+8,800
New +$532K
MRC
502
DELISTED
MRC Global
MRC
$492K 0.03%
38,200
-45,500
-54% -$599K
ALB icon
503
Albemarle
ALB
$12.9B
$487K 0.03%
+8,700
New +$448K
HIW icon
504
Highwoods Properties
HIW
$3.39B
$483K 0.03%
+11,100
New +$473K
AVY icon
505
Avery Dennison
AVY
$13.1B
$482K 0.03%
+7,700
New +$486K
HIMX
506
Himax Technologies
HIMX
$2.28B
$479K 0.03%
58,500
+12,000
+26% +$86.9K
SCG
507
DELISTED
Scana
SCG
$477K 0.03%
7,900
-1,100
-12% -$64.5K
CSGP icon
508
CoStar Group
CSGP
$12.3B
$475K 0.03%
+23,000
New +$458K
PSMT icon
509
Pricesmart
PSMT
$5.15B
$473K 0.03%
5,700
-7,600
-57% -$660K
AVT icon
510
Avnet
AVT
$7.61B
$471K 0.03%
11,000
+3,400
+45% +$153K
VTLE
511
DELISTED
Vital Energy
VTLE
$465K 0.03%
+2,910
New +$637K
WOLF icon
512
Wolfspeed
WOLF
$1.25B
$456K 0.03%
+17,100
New +$442K
LGND icon
513
Ligand Pharmaceuticals
LGND
$5.49B
$455K 0.03%
6,733
-16,350
-71% -$1.01M
VRE
514
DELISTED
Veris Residential
VRE
$455K 0.03%
19,500
-26,100
-57% -$583K
HOS
515
DELISTED
Hornbeck Offshore Services, Inc.
HOS
$455K 0.03%
45,800
+33,800
+282% +$433K
CVX icon
516
Chevron
CVX
$415B
$449K 0.03%
5,000
-160,300
-97% -$14.5M
SIRO
517
DELISTED
SIRONA DENTAL SYSTEMS INC COM STK
SIRO
$449K 0.03%
4,100
-8,800
-68% -$942K
CIVI
518
DELISTED
Civitas Resources
CIVI
$444K 0.03%
755
-104
-12% -$78K
ARMH
519
DELISTED
ARM HOLDINGS PLC ADS
ARMH
$443K 0.03%
+9,800
New +$463K
SRPT icon
520
Sarepta Therapeutics
SRPT
$2.09B
$439K 0.03%
11,400
-6,000
-34% -$195K
GBX icon
521
The Greenbrier Companies
GBX
$1.32B
$437K 0.03%
+13,400
New +$459K
EQNR icon
522
Equinor
EQNR
$105B
$436K 0.03%
+31,300
New +$488K
CRR
523
DELISTED
Carbo Ceramics Inc.
CRR
$436K 0.03%
25,400
+3,400
+15% +$63.3K
EGHT icon
524
8x8 Inc
EGHT
$260M
$435K 0.03%
+38,000
New +$405K
BID
525
DELISTED
Sotheby's
BID
$435K 0.03%
+16,900
New +$512K
19 20
21
22 23

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.