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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
PDLI
651
DELISTED
PDL BioPharma, Inc.
PDLI
$155K 0.01%
+44,000
New +$184K
SGY
652
DELISTED
Stone Energy
SGY
$145K 0.01%
598
-88
-13% -$30.2K
AMD icon
653
Advanced Micro Devices
AMD
$823B
$144K 0.01%
+50,300
New +$113K
BGC
654
DELISTED
General Cable Corporation
BGC
$142K 0.01%
+10,600
New +$152K
AMCC
655
DELISTED
Applied Micro Circuits Corporation New
AMCC
$135K 0.01%
+21,200
New +$143K
BBVA icon
656
Banco Bilbao Vizcaya Argentaria
BBVA
$159B
$134K 0.01%
+19,044
New +$152K
AG icon
657
First Majestic Silver
AG
$9.19B
$132K 0.01%
+40,400
New +$137K
CLNE icon
658
Clean Energy Fuels
CLNE
$381M
$126K 0.01%
35,000
-9,400
-21% -$45.1K
PLUG icon
659
Plug Power
PLUG
$2.86B
$113K 0.01%
+53,700
New +$118K
CDE icon
660
Coeur Mining
CDE
$20.5B
$105K 0.01%
+42,500
New +$116K
PWE
661
DELISTED
Penn West Energy Petroleum Ltd
PWE
$100K 0.01%
119,600
-114,800
-49% -$122K
TWI icon
662
Titan International
TWI
$463M
$92K 0.01%
+23,600
New +$129K
EXXI
663
DELISTED
ENERGY XXI LTD COM SHS
EXXI
$91K 0.01%
90,300
-28,500
-24% -$45.9K
AMKR icon
664
Amkor Technology
AMKR
$11.5B
$86K 0.01%
+14,200
New +$86K
PDS
665
Precision Drilling
PDS
$1.15B
$82K 0.01%
1,045
-3,465
-77% -$285K
BAS
666
DELISTED
Basis Energy Services, Inc.
BAS
$78K ﹤0.01%
52
-262
-83% -$543K
NWBO
667
DELISTED
Northwest Biotherapeutics, Inc. Common stock
NWBO
$73K ﹤0.01%
23,000
+800
+4% +$3.85K
HL icon
668
Hecla Mining
HL
$12.5B
$67K ﹤0.01%
+35,800
New +$74.4K
MWW
669
DELISTED
Monster Worldwide Inc
MWW
$65K ﹤0.01%
11,500
-5,900
-34% -$38.1K
TLPH icon
670
Talphera
TLPH
$61.8M
$64K ﹤0.01%
+835
New +$71.6K
ACTG icon
671
Acacia Research
ACTG
$445M
$61K ﹤0.01%
+14,300
New +$94.7K
ARNA
672
DELISTED
Arena Pharmaceuticals Inc
ARNA
$49K ﹤0.01%
+2,620
New +$53.4K
IAG icon
673
IAMGOLD
IAG
$11.2B
$15K ﹤0.01%
+11,000
New +$18K
AAL icon
674
American Airlines Group
AAL
$8.45B
– –
-78,900
Closed -$3.06M
ABBV icon
675
AbbVie
ABBV
$465B
– –
-166,400
Closed -$9.05M
25 26
27
28 29

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.