We are live on ! Find out more
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
AGNC icon
676
AGNC Investment
AGNC
$11.8B
– –
-21,100
Closed -$394K
AIG icon
677
American International
AIG
$39.7B
– –
-103,400
Closed -$5.88M
AKAM icon
678
Akamai
AKAM
$15.1B
– –
-13,100
Closed -$904K
AMAT icon
679
Applied Materials
AMAT
$334B
– –
-163,600
Closed -$2.4M
AMBA icon
680
Ambarella
AMBA
$2.84B
– –
-185,800
Closed -$10.7M
ANSS
681
DELISTED
Ansys
ANSS
– –
-2,600
Closed -$229K
AR icon
682
Antero Resources
AR
$11.9B
– –
-109,400
Closed -$2.31M
ARWR icon
683
Arrowhead Research
ARWR
$9.98B
– –
-131,200
Closed -$755K
AX icon
684
Axos Financial
AX
$5.26B
– –
-46,400
Closed -$1.49M
AYI icon
685
Acuity Brands
AYI
$8.98B
– –
-8,400
Closed -$1.47M
BBD icon
686
Banco Bradesco
BBD
$37B
– –
-780,195
Closed -$1.97M
BBY icon
687
Best Buy
BBY
$19.6B
– –
-209,900
Closed -$7.79M
BCRX icon
688
BioCryst Pharmaceuticals
BCRX
$2.09B
– –
-19,100
Closed -$217K
BDC icon
689
Belden
BDC
$4.35B
– –
-7,600
Closed -$354K
BKNG icon
690
Booking.com
BKNG
$129B
– –
-182,500
Closed -$9.03M
BSBR icon
691
Santander
BSBR
$43.9B
– –
-42,595
Closed -$128K
BWXT icon
692
BWX Technologies
BWXT
$13.4B
– –
-24,100
Closed -$635K
BXP icon
693
Boston Properties
BXP
$10.2B
– –
-4,000
Closed -$473K
CAKE icon
694
Cheesecake Factory
CAKE
$4.81B
– –
-11,000
Closed -$593K
CBOE icon
695
Cboe Global Markets
CBOE
$28.2B
– –
-16,600
Closed -$1.11M
CBRL icon
696
Cracker Barrel
CBRL
$1.01B
– –
-9,100
Closed -$1.34M
CDNS icon
697
Cadence Design Systems
CDNS
$75.4B
– –
-51,100
Closed -$1.06M
CF icon
698
CF Industries
CF
$20.5B
– –
-14,400
Closed -$646K
CHE icon
699
Chemed
CHE
$6.62B
– –
-7,500
Closed -$1M
CHRW icon
700
C.H. Robinson
CHRW
$18.4B
– –
-23,600
Closed -$1.6M
26 27
28
29 30

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.