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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
LKM
926
DELISTED
Link Motion Inc.
LKM
– –
-16,200
Closed -$53K
KERX
927
DELISTED
Keryx Biopharmaceuticals Inc
KERX
– –
-67,500
Closed -$237K
COL
928
DELISTED
Rockwell Collins
COL
– –
-7,700
Closed -$630K
KS
929
DELISTED
KapStone Paper and Pack Corp.
KS
– –
-20,700
Closed -$341K
SVU
930
DELISTED
SUPERVALU Inc.
SVU
– –
-6,271
Closed -$315K
ANDV
931
DELISTED
Andeavor
ANDV
– –
-4,600
Closed -$447K
GST
932
DELISTED
Gastar Exploration Inc.
GST
– –
-19,400
Closed -$22K
YGE
933
DELISTED
Yingli Green Energy Holding Comp
YGE
– –
-11,150
Closed -$45K
MON
934
DELISTED
Monsanto Co
MON
– –
-42,000
Closed -$3.58M
OA
935
DELISTED
Orbital ATK, Inc.
OA
– –
-12,400
Closed -$891K
MSCC
936
DELISTED
Microsemi Corp
MSCC
– –
-12,800
Closed -$420K
IPXL
937
DELISTED
Impax Laboratories, Inc.
IPXL
– –
-15,200
Closed -$535K
CAA
938
DELISTED
CalAtlantic Group, Inc.
CAA
– –
-5,020
Closed -$200K
BWLD
939
DELISTED
Buffalo Wild Wings, Inc.
BWLD
– –
-6,200
Closed -$1.2M
KITE
940
DELISTED
Kite Pharma, Inc.
KITE
– –
-7,100
Closed -$395K
PRXL
941
DELISTED
Parexel International Corp
PRXL
– –
-8,300
Closed -$513K
DD
942
DELISTED
Du Pont De Nemours E I
DD
– –
-219,100
Closed -$10.6M
KATE
943
DELISTED
Kate Spade & Company
KATE
– –
-25,600
Closed -$489K
BHI
944
DELISTED
Baker Hughes
BHI
– –
-25,300
Closed -$1.32M
ALJ
945
DELISTED
Alon USA Energy Inc
ALJ
– –
-11,500
Closed -$207K
CST
946
DELISTED
CST Brands, Inc.
CST
– –
-23,200
Closed -$780K
YHOO
947
DELISTED
Yahoo Inc
YHOO
– –
-498,900
Closed -$14.4M
MJN
948
DELISTED
Mead Johnson Nutrition Company
MJN
– –
-10,100
Closed -$711K
JNS
949
DELISTED
Janus Capital Group Inc
JNS
– –
-27,700
Closed -$376K
ZLTQ
950
DELISTED
ZELTIQ Aesthetics, Inc.
ZLTQ
– –
-30,900
Closed -$989K
36 37
38
39 40

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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.