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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
BTE icon
551
Baytex Energy
BTE
$3.43B
$361K 0.02%
111,700
-70,000
-39% -$273K
NTRI
552
DELISTED
NutriSystem, Inc.
NTRI
$361K 0.02%
+16,700
New +$394K
FLEX icon
553
Flex
FLEX
$39.8B
$355K 0.02%
+42,066
New +$356K
INGR icon
554
Ingredion
INGR
$6.24B
$354K 0.02%
3,700
-1,100
-23% -$104K
TECD
555
DELISTED
Tech Data Corp
TECD
$351K 0.02%
5,300
-11,400
-68% -$813K
BWA icon
556
BorgWarner
BWA
$12.6B
$350K 0.02%
+9,202
New +$345K
MNKD icon
557
MannKind Corp
MNKD
$1.14B
$345K 0.02%
47,620
+20,560
+76% +$253K
BVN icon
558
Compañía de Minas Buenaventura
BVN
$8.32B
$344K 0.02%
+80,400
New +$456K
MDR
559
DELISTED
McDermott International
MDR
$344K 0.02%
34,267
+4,434
+15% +$60.8K
NBR icon
560
Nabors Industries
NBR
$1.31B
$343K 0.02%
808
-3,608
-82% -$1.77M
NXST icon
561
Nexstar Media Group
NXST
$5.07B
$340K 0.02%
+5,800
New +$320K
TPR icon
562
Tapestry
TPR
$23.8B
$340K 0.02%
10,400
-13,400
-56% -$417K
ATHM icon
563
Autohome
ATHM
$2.46B
$335K 0.02%
9,600
-11,100
-54% -$374K
MAA icon
564
Mid-America Apartment Communities
MAA
$14.1B
$335K 0.02%
3,700
-13,900
-79% -$1.21M
LPT
565
DELISTED
Liberty Property Trust
LPT
$335K 0.02%
+10,800
New +$358K
PTR
566
DELISTED
PETROCHINA COMPANY LIMITED ADS (REP 100 H SHARES)
PTR
$334K 0.02%
5,100
-600
-11% -$44.2K
AXON
567
Axon Enterprise
AXON
$38.3B
$331K 0.02%
19,200
+1,400
+8% +$28K
SLAB icon
568
Silicon Laboratories
SLAB
$7.34B
$330K 0.02%
+6,800
New +$336K
JOE icon
569
St. Joe Company
JOE
$3.67B
$325K 0.02%
+17,600
New +$344K
TSEM icon
570
Tower Semiconductor
TSEM
$22.6B
$324K 0.02%
+23,100
New +$334K
WFM
571
DELISTED
Whole Foods Market Inc
WFM
$324K 0.02%
9,700
-94,800
-91% -$3.01M
UPBD icon
572
Upbound Group
UPBD
$1.04B
$321K 0.02%
+21,500
New +$411K
SHLD
573
DELISTED
Sears Holding Corporation
SHLD
$320K 0.02%
+15,600
New +$351K
JASO
574
DELISTED
JA Solar Holdings, Co., Ltd
JASO
$319K 0.02%
+32,900
New +$289K
IPI icon
575
Intrepid Potash
IPI
$517M
$318K 0.02%
10,790
+7,940
+279% +$335K
21 22
23
24 25

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.