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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
ENB icon
726
Enbridge
ENB
$106B
– –
-23,900
Closed -$887K
ENTA icon
727
Enanta Pharmaceuticals
ENTA
$358M
– –
-7,800
Closed -$281K
ESI icon
728
Element Solutions
ESI
$7.75B
– –
-81,400
Closed -$1.03M
ESPR
729
DELISTED
Esperion Therapeutics
ESPR
– –
-17,100
Closed -$403K
ETN icon
730
Eaton
ETN
$152B
– –
-29,800
Closed -$1.53M
EWJ icon
731
iShares MSCI Japan ETF
EWJ
$23.3B
– –
-192,200
Closed -$8.78M
EXAS
732
DELISTED
Exact Sciences
EXAS
– –
-41,400
Closed -$744K
EXPD icon
733
Expeditors International
EXPD
$25.2B
– –
-23,800
Closed -$1.12M
EXTR icon
734
Extreme Networks
EXTR
$2.88B
– –
-12,500
Closed -$42K
FCEL icon
735
FuelCell Energy
FCEL
$1.22B
– –
-4
Closed -$11K
FIS icon
736
Fidelity National Information Services
FIS
$19.3B
– –
-23,700
Closed -$1.59M
FMC icon
737
FMC
FMC
$1.41B
– –
-73,446
Closed -$2.16M
FTI icon
738
TechnipFMC
FTI
$29.4B
– –
-33,734
Closed -$778K
FTK icon
739
Flotek Industries
FTK
$977M
– –
-5,433
Closed -$544K
GFI icon
740
Gold Fields
GFI
$38.2B
– –
-85,500
Closed -$227K
GGB icon
741
Gerdau
GGB
$9.93B
– –
-353,556
Closed -$384K
GL icon
742
Globe Life
GL
$13.3B
– –
-16,800
Closed -$947K
GLW icon
743
Corning
GLW
$124B
– –
-63,600
Closed -$1.09M
GME icon
744
GameStop
GME
$10.8B
– –
-91,600
Closed -$943K
GNTX icon
745
Gentex
GNTX
$4.72B
– –
-28,800
Closed -$446K
GNW icon
746
Genworth Financial
GNW
$3.78B
– –
-29,700
Closed -$137K
GOGO icon
747
Gogo Inc
GOGO
$348M
– –
-46,700
Closed -$713K
GPI icon
748
Group 1 Automotive
GPI
$3.28B
– –
-9,200
Closed -$783K
GREK
749
Global X MSCI Greece ETF
GREK
$346M
– –
-13,433
Closed -$387K
HAIN icon
750
Hain Celestial
HAIN
$57.2M
– –
-7,100
Closed -$366K
28 29
30
31 32

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.