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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
OKE icon
801
Oneok
OKE
$56.7B
– –
-35,500
Closed -$1.14M
OMER icon
802
Omeros
OMER
$845M
– –
-22,700
Closed -$248K
OPK icon
803
Opko Health
OPK
$1.02B
– –
-299,800
Closed -$2.52M
PBF icon
804
PBF Energy
PBF
$7.49B
– –
-25,000
Closed -$705K
PENN icon
805
PENN Entertainment
PENN
$2.84B
– –
-34,500
Closed -$578K
PHM icon
806
Pultegroup
PHM
$25.2B
– –
-18,100
Closed -$341K
PKG icon
807
Packaging Corp of America
PKG
$22.2B
– –
-19,800
Closed -$1.19M
PKX icon
808
POSCO
PKX
$14.7B
– –
-12,000
Closed -$420K
PLCE icon
809
Children's Place
PLCE
$53.8M
– –
-4,300
Closed -$247K
POST icon
810
Post Holdings
POST
$4.42B
– –
-20,017
Closed -$774K
PRLB icon
811
Protolabs
PRLB
$1.7B
– –
-6,200
Closed -$415K
PRTA icon
812
Prothena Corp
PRTA
$448M
– –
-18,400
Closed -$834K
PSA icon
813
Public Storage
PSA
$61.5B
– –
-16,100
Closed -$3.41M
PSEC icon
814
Prospect Capital
PSEC
$1.08B
– –
-98,100
Closed -$699K
RAMP icon
815
LiveRamp
RAMP
$2.29B
– –
-23,700
Closed -$468K
RDY icon
816
Dr. Reddy's Laboratories
RDY
$9.8B
– –
-64,000
Closed -$818K
RES icon
817
RPC Inc
RES
$1.13B
– –
-18,300
Closed -$161K
RGLS
818
DELISTED
Regulus Therapeutics
RGLS
– –
-141
Closed -$110K
RMTI icon
819
Rockwell Medical
RMTI
$27.2M
– –
-417
Closed -$353K
SBH icon
820
Sally Beauty Holdings
SBH
$1.47B
– –
-25,600
Closed -$608K
SEE
821
DELISTED
Sealed Air
SEE
– –
-22,300
Closed -$1.04M
SEM
822
DELISTED
Select Medical
SEM
– –
-21,715
Closed -$126K
SFM icon
823
Sprouts Farmers Market
SFM
$7.44B
– –
-74,200
Closed -$1.56M
SGMO
824
DELISTED
SANGAMO THERAPEUTICS INC
SGMO
– –
-45,100
Closed -$254K
SHO icon
825
Sunstone Hotel Investors
SHO
$2.19B
– –
-42,600
Closed -$563K
31 32
33
34 35

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UWPG
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FWM
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RCIM
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NA
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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.