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QIM

Quantitative Investment Management Portfolio holdings

AUM $963M
1-Year Est. Return 12.95%
This Fund
S&P 500
This Quarter Est. Return
+6.45%
1 Year Est. Return
+12.95%
3 Year Est. Return
+35.29%
5 Year Est. Return
+26.17%
10 Year Est. Return
+187.22%
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 Consumer Discretionary 13.86%
2 Communication Services 10.01%
3 Technology 8.97%
4 Financials 8.89%
5 Consumer Staples 8.05%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
SRCL
876
DELISTED
Stericycle Inc
SRCL
– –
-5,100
Closed -$710K
BIG
877
DELISTED
Big Lots, Inc.
BIG
– –
-42,200
Closed -$2.02M
CONN
878
DELISTED
Conn's Inc.
CONN
– –
-46,500
Closed -$1.12M
CMLS
879
DELISTED
Cumulus Media Inc. Class A Common Stock
CMLS
– –
-16,188
Closed -$90K
PXD
880
DELISTED
Pioneer Natural Resource Co.
PXD
– –
-1,900
Closed -$231K
MDC
881
DELISTED
M.D.C. Holdings, Inc.
MDC
– –
-17,083
Closed -$322K
EXPR
882
DELISTED
Express, Inc.
EXPR
– –
-3,415
Closed -$1.22M
IMGN
883
DELISTED
Immunogen Inc
IMGN
– –
-28,800
Closed -$276K
GOL
884
DELISTED
Gol Linhas Aéreas Inteligentes S.A. American Depositary Shares (Each representing Ten Preferred Shares)
GOL
– –
-26,000
Closed -$50K
SRC
885
DELISTED
SPIRIT REALTY CAPITAL, INC.
SRC
– –
-4,527
Closed -$185K
INFI
886
DELISTED
Infinity Pharmaceuticals, Inc.
INFI
– –
-10,100
Closed -$85K
NUVA
887
DELISTED
NuVasive, Inc.
NUVA
– –
-11,500
Closed -$554K
BSMX
888
DELISTED
Banco Santander México, S, A., Institución de Banca Múltiple, Grupo Financiero Santander México
BSMX
– –
-33,900
Closed -$248K
LCI
889
DELISTED
Lannett Company, Inc.
LCI
– –
-1,950
Closed -$323K
TTM
890
DELISTED
Tata Motors Limited
TTM
– –
-59,100
Closed -$1.33M
CLVS
891
DELISTED
Clovis Oncology, Inc.
CLVS
– –
-62,400
Closed -$5.74M
FOE
892
DELISTED
Ferro Corporation
FOE
– –
-26,200
Closed -$286K
SC
893
DELISTED
SANTANDER CONSUMER USA HOLDINGS INC
SC
– –
-24,100
Closed -$492K
HRC
894
DELISTED
HILL-ROM HOLDINGS, INC.
HRC
– –
-23,800
Closed -$1.24M
CSOD
895
DELISTED
Cornerstone OnDemand, Inc.
CSOD
– –
-17,800
Closed -$587K
ALXN
896
DELISTED
Alexion Pharmaceuticals
ALXN
– –
-35,500
Closed -$5.55M
GRUB
897
DELISTED
Just Eat Takeaway.com N.V. American Depositary Shares
GRUB
– –
-14,300
Closed -$696K
CLGX
898
DELISTED
Corelogic, Inc.
CLGX
– –
-6,300
Closed -$234K
DNKN
899
DELISTED
Dunkin' Brands Group, Inc.
DNKN
– –
-47,900
Closed -$2.35M
TRQ
900
DELISTED
Turquoise Hill Resources Ltd
TRQ
– –
-9,260
Closed -$236K
34 35
36
37 38

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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 Consumer Discretionary at 14% of assets, down from 16% a quarter earlier, followed by Communication Services and Technology.

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.