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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
TRCO
626
DELISTED
TRIBUNE MEDIA COMPANY CLASS A
TRCO
$223K 0.01%
6,600
-900
-12% -$33.6K
QIWI
627
DELISTED
QIWI PLC
QIWI
$220K 0.01%
+12,300
New +$225K
TCBI icon
628
Texas Capital Bancshares
TCBI
$4.25B
$217K 0.01%
4,400
-8,100
-65% -$442K
TRMB icon
629
Trimble
TRMB
$13.7B
$216K 0.01%
10,100
-1,300
-11% -$27K
LGF
630
DELISTED
Lions Gate Entertainment
LGF
$213K 0.01%
6,600
-34,200
-84% -$1.26M
UNT
631
DELISTED
UNIT Corporation
UNT
$212K 0.01%
17,400
-71,800
-80% -$1.06M
AKS
632
DELISTED
AK Steel Holding Corp
AKS
$211K 0.01%
94,400
-83,800
-47% -$210K
CTB
633
DELISTED
Cooper Tire & Rubber Co.
CTB
$208K 0.01%
5,500
-19,400
-78% -$792K
AUY
634
DELISTED
Yamana Gold, Inc.
AUY
$204K 0.01%
109,800
-154,900
-59% -$323K
CLX icon
635
Clorox
CLX
$10.5B
$202K 0.01%
+1,600
New +$199K
AU icon
636
AngloGold Ashanti
AU
$50.9B
$201K 0.01%
+28,400
New +$217K
RHP icon
637
Ryman Hospitality Properties
RHP
$8.33B
$201K 0.01%
+3,900
New +$208K
MRD
638
DELISTED
MEMORIAL RESOURCE DEV CORP COM STK (DE)
MRD
$200K 0.01%
12,400
-36,900
-75% -$616K
SLM icon
639
SLM Corp
SLM
$4.92B
$199K 0.01%
30,600
-69,200
-69% -$470K
TROX icon
640
Tronox
TROX
$699M
$195K 0.01%
49,900
-88,400
-64% -$487K
BLOX
641
DELISTED
Infoblox Inc
BLOX
$194K 0.01%
10,600
-21,600
-67% -$366K
ERF
642
DELISTED
Enerplus Corporation
ERF
$186K 0.01%
54,400
-12,000
-18% -$57.3K
FNFG
643
DELISTED
FIRST NIAGARA FINANCIAL GROUP INC
FNFG
$185K 0.01%
17,100
-28,000
-62% -$299K
APOL
644
DELISTED
Apollo Education Group Inc Class A
APOL
$183K 0.01%
23,900
-18,100
-43% -$150K
OREX
645
DELISTED
Orexigen Therapeutics, Inc.
OREX
$181K 0.01%
10,550
-5,270
-33% -$126K
NVRI icon
646
Enviri
NVRI
$606M
$179K 0.01%
+22,800
New +$223K
CVA
647
DELISTED
Covanta Holding Corporation
CVA
$178K 0.01%
+11,500
New +$188K
CENX icon
648
Century Aluminum
CENX
$3.93B
$171K 0.01%
38,900
-62,900
-62% -$270K
NGD
649
DELISTED
New Gold Inc
NGD
$169K 0.01%
72,900
-1,700
-2% -$4.2K
TUES
650
DELISTED
Tuesday Morning Corp
TUES
$167K 0.01%
25,800
-23,800
-48% -$147K
24 25
26
27 28

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.