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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
+3.55%
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
$2.07B
AUM Growth
+$419M
Cap. Flow
+$410M
Cap. Flow %
19.81%
Top 10 Hldgs %
18.74%
Holding
1,064
New
390
Increased
208
Reduced
141
Closed
325

Top Buys

Rank Stock Value
1
GLD icon
SPDR Gold Trust
GLD
+$93.8M
2
BHC icon
Bausch Health
BHC
+$72.6M
3
GDX icon
VanEck Gold Miners ETF
GDX
+$57.7M
4
HYG icon
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
+$53.2M
5
MDLZ icon
Mondelez International
MDLZ
+$23.6M

Top Sells

Rank Stock Value
1
FXI icon
iShares China Large-Cap ETF
FXI
+$45.9M
2
XLE icon
State Street Energy Select Sector SPDR ETF
XLE
+$37M
3
DIS icon
Walt Disney
DIS
+$31M
4
KMI icon
Kinder Morgan
KMI
+$22.2M
5
DIA icon
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
+$21.1M

Sector Composition

Rank Sector Weight
1 Consumer Discretionary 15.11%
2 Healthcare 12.68%
3 Consumer Staples 9.41%
4 Technology 8.66%
5 Communication Services 8.33%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
MANH icon
226
Manhattan Associates
MANH
$12.1B
$2.35M 0.11%
41,300
+28,400
+220% +$1.58M
IPG
227
DELISTED
Interpublic Group of Companies
IPG
$2.34M 0.11%
102,000
-34,100
-25% -$737K
FTR
228
DELISTED
Frontier Communications Corp.
FTR
$2.29M 0.11%
+27,307
New +$1.99M
EFX icon
229
Equifax
EFX
$22B
$2.27M 0.11%
19,900
-600
-3% -$63.1K
RS icon
230
Reliance Steel & Aluminium
RS
$20.6B
$2.25M 0.11%
+32,500
New +$1.97M
LVLT
231
DELISTED
Level 3 Communications Inc
LVLT
$2.24M 0.11%
42,400
+12,100
+40% +$597K
DB icon
232
Deutsche Bank
DB
$67.9B
$2.24M 0.11%
+147,952
New +$2.48M
OC icon
233
Owens Corning
OC
$11B
$2.24M 0.11%
47,300
+26,200
+124% +$1.16M
CPN
234
DELISTED
Calpine Corporation
CPN
$2.22M 0.11%
+146,300
New +$2.05M
RGR icon
235
Sturm, Ruger & Co
RGR
$603M
$2.2M 0.11%
+32,200
New +$2.1M
ASML icon
236
ASML
ASML
$596B
$2.2M 0.11%
+21,900
New +$1.98M
WDC icon
237
Western Digital
WDC
$159B
$2.2M 0.11%
+61,520
New +$2.2M
DISH
238
DELISTED
DISH Network Corp.
DISH
$2.19M 0.11%
+47,400
New +$2.29M
NUAN
239
DELISTED
Nuance Communications, Inc.
NUAN
$2.18M 0.11%
134,789
+28,413
+27% +$459K
UDR icon
240
UDR
UDR
$12.9B
$2.16M 0.1%
56,000
+5,000
+10% +$179K
SPLK
241
DELISTED
Splunk Inc
SPLK
$2.16M 0.1%
+44,100
New +$1.98M
AGCO icon
242
AGCO
AGCO
$8.41B
$2.16M 0.1%
43,400
+29,500
+212% +$1.42M
DGX icon
243
Quest Diagnostics
DGX
$26B
$2.15M 0.1%
30,100
+9,600
+47% +$644K
CMCSA icon
244
Comcast
CMCSA
$87.3B
$2.14M 0.1%
+70,000
New +$2.01M
TYL icon
245
Tyler Technologies
TYL
$13.7B
$2.13M 0.1%
+16,600
New +$2.31M
RSG icon
246
Republic Services
RSG
$67.4B
$2.13M 0.1%
44,700
-5,000
-10% -$227K
CTSH icon
247
Cognizant
CTSH
$26.5B
$2.13M 0.1%
+33,900
New +$1.97M
MCO icon
248
Moody's
MCO
$83.7B
$2.07M 0.1%
+21,400
New +$1.92M
RAD
249
DELISTED
Rite Aid Corporation
RAD
$2.07M 0.1%
+12,680
New +$2M
WBMD
250
DELISTED
WebMD Health Corp.
WBMD
$2.07M 0.1%
33,000
+17,500
+113% +$938K
8 9
10
11 12

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Quantitative Investment Management's Q1 2016 Portfolio in Review

As of Q1 2016, Quantitative Investment Management held 1,064 positions worth $2.07B, up 25% from $1.65B the previous quarter. Its ten largest holdings account for 19% of the portfolio.

Quantitative Investment Management deployed $410M of net new capital in Q1 2016, opening 390 new positions and adding to 208 existing holdings. Its largest new stake was SPDR Gold Trust: 827,900 shares worth $97.4M.

By sector, the portfolio is most concentrated in Consumer Discretionary at 15% of assets, up from 14% a quarter earlier, followed by Healthcare and Consumer Staples.

On the sell side, the largest reduction was AT&T, an estimated $17.5M trimmed.

  • Quantitative Investment Management's largest Q1 2016 buy was SPDR Gold Trust: 827,900 shares worth $97.4M.
  • Quantitative Investment Management added most to VanEck Gold Miners ETF in Q1 2016, an estimated $57.7M increase.
  • Quantitative Investment Management's biggest Q1 2016 reduction was AT&T, cutting an estimated $17.5M.
  • Quantitative Investment Management fully exited iShares China Large-Cap ETF in Q1 2016, selling an estimated $45.9M.
  • Quantitative Investment Management's ten largest holdings make up 19% of its $2.07B portfolio in Q1 2016.
  • Quantitative Investment Management opened 390 new positions and closed 325 in Q1 2016.
  • Quantitative Investment Management's portfolio value rose 25% quarter-over-quarter to $2.07B.

Based on Quantitative Investment Management's 13F filing for Q1 2016, filed 2 May 2016.