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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
WRI
576
DELISTED
Weingarten Realty Investors
WRI
$318K 0.02%
+9,200
New +$317K
TSCO icon
577
Tractor Supply
TSCO
$17.2B
$316K 0.02%
+18,500
New +$328K
GLOG
578
DELISTED
GASLOG LTD
GLOG
$316K 0.02%
38,100
+27,700
+266% +$298K
MEG
579
DELISTED
Media General, Inc
MEG
$316K 0.02%
+19,600
New +$296K
NBIX icon
580
Neurocrine Biosciences
NBIX
$15.2B
$311K 0.02%
5,500
-33,500
-86% -$1.7M
BP icon
581
BP
BP
$121B
$309K 0.02%
11,766
-139,648
-92% -$3.97M
SEIC icon
582
SEI Investments
SEIC
$12.7B
$309K 0.02%
5,900
-3,400
-37% -$177K
LKQ icon
583
LKQ Corp
LKQ
$5.92B
$308K 0.02%
10,400
-65,500
-86% -$1.9M
PBR.A icon
584
Petrobras Class A
PBR.A
$126B
$308K 0.02%
90,700
-771,300
-89% -$3.07M
BBG
585
DELISTED
Bill Barrett Corp
BBG
$308K 0.02%
78,600
-82,400
-51% -$423K
WWW icon
586
Wolverine World Wide
WWW
$1.57B
$307K 0.02%
18,400
+4,100
+29% +$77K
NUS icon
587
Nu Skin
NUS
$231M
$306K 0.02%
8,100
-2,800
-26% -$103K
WP
588
DELISTED
Worldpay, Inc.
WP
$303K 0.02%
+6,400
New +$316K
SOHU
589
Sohu.com
SOHU
$359M
$297K 0.02%
+5,200
New +$263K
WIN
590
DELISTED
Windstream Holdings Inc
WIN
$296K 0.02%
+9,220
New +$296K
ALL icon
591
Allstate
ALL
$65B
$291K 0.02%
+4,700
New +$292K
GTN icon
592
Gray Television
GTN
$492M
$291K 0.02%
+17,900
New +$280K
R icon
593
Ryder
R
$9.25B
$289K 0.02%
+5,100
New +$337K
B
594
Barrick Mining
B
$70.3B
$288K 0.02%
39,100
-319,600
-89% -$2.38M
CAMP
595
DELISTED
CalAmp Corp.
CAMP
$288K 0.02%
+630
New +$278K
KNDI
596
Kandi Technologies Group
KNDI
$58.7M
$286K 0.02%
+26,300
New +$248K
VMI icon
597
Valmont Industries
VMI
$9.14B
$286K 0.02%
+2,700
New +$293K
NKTR icon
598
Nektar Therapeutics
NKTR
$2.28B
$283K 0.02%
1,120
-1,733
-61% -$356K
GES
599
DELISTED
Guess Inc
GES
$281K 0.02%
14,900
-38,800
-72% -$797K
SN
600
DELISTED
Sanchez Energy Corporation
SN
$281K 0.02%
+65,300
New +$368K
22 23
24
25 26

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.