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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
NMBL
951
DELISTED
Nimble Storage, Inc.
NMBL
– –
-34,100
Closed -$822K
MENT
952
DELISTED
Mentor Graphics Corp
MENT
– –
-8,200
Closed -$201K
TPLM
953
DELISTED
Triangle Petroleum Corporation
TPLM
– –
-54,000
Closed -$76K
STJ
954
DELISTED
St Jude Medical
STJ
– –
-13,800
Closed -$870K
FLTX
955
DELISTED
Fleetmatics Group PLC
FLTX
– –
-6,200
Closed -$304K
RAX
956
DELISTED
Rackspace Hosting Inc
RAX
– –
-19,900
Closed -$491K
RLYP
957
DELISTED
RELYPSA INC COM
RLYP
– –
-12,000
Closed -$222K
AXLL
958
DELISTED
AXIALL CORP COM STK (DE)
AXLL
– –
-31,500
Closed -$494K
HTWR
959
DELISTED
HEARTWARE INTERNATIONAL INC COM STK (DE)
HTWR
– –
-19,700
Closed -$1.03M
TAL
960
DELISTED
TAL INTERNATIONAL GROUP, INC.
TAL
– –
-21,500
Closed -$293K
SNDK
961
DELISTED
SANDISK CORP
SNDK
– –
-24,500
Closed -$1.33M
HPY
962
DELISTED
HEARTLAND PAYMENT SYSTEMS, INC. COM STK
HPY
– –
-6,500
Closed -$409K
ARO
963
DELISTED
Aeropostale Inc
ARO
– –
-125,200
Closed -$77K
GMCR
964
DELISTED
KEURIG GREEN MTN INC
GMCR
– –
-74,200
Closed -$3.87M
SWI
965
DELISTED
SOLARWINDS INC COM STK (DE)
SWI
– –
-7,600
Closed -$298K
MW
966
DELISTED
THE MENS WAREHOUSE INC
MW
– –
-88,700
Closed -$3.77M
GDP
967
DELISTED
GOODRICH PETROLEUM CORP(NEW)
GDP
– –
-77,700
Closed -$45K
PVA
968
DELISTED
PENN VIRGINIA CORP
PVA
– –
-143,500
Closed -$76K
SD
969
DELISTED
SANDRIDGE ENERGY, INC.
SD
– –
-1,182,900
Closed -$319K
SFY
970
DELISTED
SWIFT ENERGY CO (HOLDING COMPANY)
SFY
– –
-54,900
Closed -$20K
FSL
971
DELISTED
FREESCALE SEMICONDUCTOR LTD
FSL
– –
-35,000
Closed -$1.28M
RYL
972
DELISTED
RYLAND GROUP INC
RYL
– –
-5,700
Closed -$232K
STRZA
973
DELISTED
Starz - Series A
STRZA
– –
-13,000
Closed -$485K
NBG
974
DELISTED
NATIONAL BANK OF GREECE SA ADR REPSTG 1 SHARE (NEW)
NBG
– –
-102,700
Closed -$47K
RXII
975
DELISTED
GALENA BIOPHARMA INC COM
RXII
– –
-33,200
Closed -$52K
36 37 38
39
40

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GHC
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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.