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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
ACHN
526
DELISTED
Achillion Pharmaceuticals
ACHN
$430K 0.03%
39,900
+19,200
+93% +$175K
LDOS icon
527
Leidos
LDOS
$16.2B
$427K 0.03%
7,600
-7,900
-51% -$417K
NG icon
528
NovaGold Resources
NG
$3.05B
$426K 0.03%
+101,400
New +$390K
PTEN icon
529
Patterson-UTI
PTEN
$4.63B
$425K 0.03%
28,200
-36,000
-56% -$554K
XYL icon
530
Xylem
XYL
$25B
$423K 0.03%
+11,600
New +$420K
CCK icon
531
Crown Holdings
CCK
$12.2B
$420K 0.03%
+8,300
New +$422K
ALGT icon
532
Allegiant Air
ALGT
$2.09B
$419K 0.03%
+2,500
New +$481K
GRMN
533
Garmin
GRMN
$53.3B
$416K 0.03%
+11,200
New +$407K
SSYS icon
534
Stratasys
SSYS
$665M
$413K 0.03%
17,600
-22,600
-56% -$595K
KN icon
535
Knowles
KN
$2.98B
$410K 0.02%
+30,800
New +$525K
LAD icon
536
Lithia Motors
LAD
$7.46B
$405K 0.02%
3,800
+1,800
+90% +$207K
MTDR icon
537
Matador Resources
MTDR
$7.23B
$405K 0.02%
+20,500
New +$500K
AIZ icon
538
Assurant
AIZ
$14.1B
$402K 0.02%
5,000
-4,500
-47% -$371K
IDXX icon
539
Idexx Laboratories
IDXX
$40.7B
$401K 0.02%
5,500
+600
+12% +$42.8K
CRI icon
540
Carter's
CRI
$1.08B
$400K 0.02%
4,500
-20,600
-82% -$1.84M
NEM icon
541
Newmont
NEM
$128B
$397K 0.02%
+22,100
New +$406K
ABMD
542
DELISTED
Abiomed Inc
ABMD
$397K 0.02%
+4,400
New +$373K
DNB
543
DELISTED
Dun & Bradstreet
DNB
$394K 0.02%
+3,800
New +$412K
WKC icon
544
World Kinect Corp
WKC
$1.8B
$392K 0.02%
10,200
-8,400
-45% -$344K
SGEN
545
DELISTED
Seagen Inc. Common Stock
SGEN
$390K 0.02%
8,700
-21,000
-71% -$874K
TW
546
DELISTED
TOWERS WATSON & CO COM STK CL A (DE)
TW
$385K 0.02%
3,000
-10,600
-78% -$1.36M
ARIA
547
DELISTED
Ariad Pharmaceuticals Inc
ARIA
$375K 0.02%
60,100
-176,800
-75% -$1.16M
ARE icon
548
Alexandria Real Estate Equities
ARE
$8.99B
$370K 0.02%
4,100
+1,600
+64% +$145K
CRZO
549
DELISTED
Carrizo Oil & Gas Inc
CRZO
$363K 0.02%
12,300
-1,500
-11% -$54.9K
PRE
550
DELISTED
PARTNERRE LTD
PRE
$363K 0.02%
2,600
-6,700
-72% -$931K
20 21
22
23 24

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.