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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
K
251
DELISTED
Kellanova
K
$2.06M 0.1%
28,649
+17,573
+159% +$1.21M
AUY
252
DELISTED
Yamana Gold, Inc.
AUY
$2.04M 0.1%
671,800
+562,000
+512% +$1.37M
HD icon
253
Home Depot
HD
$337B
$2.04M 0.1%
15,300
-130,800
-90% -$16.3M
TRN icon
254
Trinity Industries
TRN
$2.92B
$2.03M 0.1%
+153,762
New +$2.16M
VER
255
DELISTED
VEREIT, Inc.
VER
$2.01M 0.1%
+45,380
New +$1.8M
RAX
256
DELISTED
Rackspace Hosting Inc
RAX
$2.01M 0.1%
+93,200
New +$1.9M
AU icon
257
AngloGold Ashanti
AU
$39.4B
$2.01M 0.1%
146,700
+118,300
+417% +$1.28M
ALKS icon
258
Alkermes
ALKS
$8.11B
$2.01M 0.1%
58,700
+26,000
+80% +$1.03M
OGE icon
259
OGE Energy
OGE
$9.87B
$1.99M 0.1%
+69,500
New +$1.83M
DOX icon
260
Amdocs
DOX
$6.03B
$1.99M 0.1%
+32,900
New +$1.84M
EDU icon
261
New Oriental
EDU
$9.32B
$1.97M 0.1%
57,000
+40,800
+252% +$1.27M
RIG icon
262
Transocean
RIG
$5.48B
$1.97M 0.1%
215,100
+126,600
+143% +$1.26M
BAX icon
263
Baxter International
BAX
$12.8B
$1.96M 0.09%
47,700
+7,900
+20% +$301K
PDCE
264
DELISTED
PDC Energy, Inc.
PDCE
$1.95M 0.09%
32,800
+21,700
+195% +$1.13M
CI icon
265
Cigna
CI
$78.4B
$1.95M 0.09%
14,200
-29,200
-67% -$4.01M
CPT icon
266
Camden Property Trust
CPT
$11.5B
$1.94M 0.09%
23,100
+12,700
+122% +$970K
INCY icon
267
Incyte
INCY
$25.8B
$1.92M 0.09%
+26,500
New +$1.98M
NEM icon
268
Newmont
NEM
$96.2B
$1.9M 0.09%
71,600
+49,500
+224% +$1.15M
PPC icon
269
Pilgrim's Pride
PPC
$7.13B
$1.89M 0.09%
74,600
+21,800
+41% +$506K
ZBH icon
270
Zimmer Biomet
ZBH
$18.8B
$1.88M 0.09%
+18,128
New +$1.75M
APA icon
271
APA Corp
APA
$13B
$1.87M 0.09%
38,400
-97,000
-72% -$4.03M
TSN icon
272
Tyson Foods
TSN
$21.5B
$1.87M 0.09%
28,000
-229,200
-89% -$13.8M
FLR icon
273
Fluor
FLR
$6.54B
$1.86M 0.09%
34,700
+29,200
+531% +$1.37M
CNQ icon
274
Canadian Natural Resources
CNQ
$96.9B
$1.86M 0.09%
+142,316
New +$1.52M
PARA
275
DELISTED
Paramount Global Class B
PARA
$1.84M 0.09%
33,400
-137,600
-80% -$6.7M
9 10
11
12 13

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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.