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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
MNK
901
DELISTED
MALLINCKRODT PUBLIC LIMITED COMPANY
MNK
– –
-59,300
Closed -$3.79M
WUBA
902
DELISTED
58.com Inc
WUBA
– –
-8,500
Closed -$399K
NE
903
DELISTED
Noble Corporation
NE
– –
-26,500
Closed -$289K
TTPH
904
DELISTED
Tetraphase Pharmaceuticals, Inc.
TTPH
– –
-3,080
Closed -$459K
GNC
905
DELISTED
GNC Holdings, Inc.
GNC
– –
-12,400
Closed -$501K
CHK
906
DELISTED
Chesapeake Energy Corporation
CHK
– –
-624
Closed -$914K
LTM
907
DELISTED
LATAM Airlines Group S.A American Depositary Shares (Each representing 1 Common Share)
LTM
– –
-35,900
Closed -$175K
TIVO
908
DELISTED
Tivo Inc
TIVO
– –
-19,700
Closed -$206K
JCP
909
DELISTED
J.C. Penney Company, Inc.
JCP
– –
-420,200
Closed -$3.9M
SSI
910
DELISTED
Stage Stores Inc
SSI
– –
-35,400
Closed -$348K
JMEI
911
DELISTED
Jumei International Holding Limited American depositary shares, each representing ten Class A ordina
JMEI
– –
-3,580
Closed -$353K
S
912
DELISTED
Sprint Corporation
S
– –
-705,600
Closed -$2.71M
WCG
913
DELISTED
Wellcare Health Plans, Inc.
WCG
– –
-18,500
Closed -$1.59M
AREX
914
DELISTED
Approach Resources Inc.
AREX
– –
-30,200
Closed -$56K
BKS
915
DELISTED
Barnes & Noble
BKS
– –
-39,900
Closed -$483K
DATA
916
DELISTED
Tableau Software, Inc.
DATA
– –
-18,600
Closed -$1.48M
ARRY
917
DELISTED
Array Biopharma Inc
ARRY
– –
-55,400
Closed -$252K
EPE
918
DELISTED
EP Energy Corporation
EPE
– –
-86,100
Closed -$443K
WFT
919
DELISTED
Weatherford International plc
WFT
– –
-327,200
Closed -$2.77M
HZNP
920
DELISTED
Horizon Therapeutics Public Limited Company Ordinary Shares
HZNP
– –
-126,100
Closed -$2.5M
USG
921
DELISTED
Usg
USG
– –
-69,100
Closed -$1.84M
P
922
DELISTED
Pandora Media Inc
P
– –
-14,100
Closed -$300K
TSRO
923
DELISTED
TESARO, Inc.
TSRO
– –
-11,100
Closed -$445K
IMPV
924
DELISTED
Imperva, Inc.
IMPV
– –
-6,100
Closed -$399K
FBR
925
DELISTED
Fibria Celulose Sa
FBR
– –
-17,500
Closed -$237K
35 36
37
38 39

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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.