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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
IVZ icon
351
Invesco
IVZ
$13B
$1.3M 0.06%
+42,300
New +$1.22M
HRI icon
352
Herc Holdings
HRI
$5.03B
$1.3M 0.06%
+41,167
New +$1.21M
PEG icon
353
Public Service Enterprise Group
PEG
$38.3B
$1.3M 0.06%
+27,500
New +$1.17M
HBI
354
DELISTED
Hanesbrands
HBI
$1.29M 0.06%
+45,700
New +$1.31M
LBTYA icon
355
Liberty Global Class A
LBTYA
$3.59B
$1.28M 0.06%
+38,162
New +$1.2M
EGO icon
356
Eldorado Gold
EGO
$8.03B
$1.28M 0.06%
81,080
+64,840
+399% +$938K
REGN icon
357
Regeneron Pharmaceuticals
REGN
$78B
$1.26M 0.06%
+3,500
New +$1.44M
LYB icon
358
LyondellBasell Industries
LYB
$20.1B
$1.26M 0.06%
+14,700
New +$1.18M
FRT icon
359
Federal Realty Investment Trust
FRT
$10.8B
$1.25M 0.06%
8,000
+2,100
+36% +$314K
CERN
360
DELISTED
Cerner Corp
CERN
$1.23M 0.06%
+23,300
New +$1.27M
CSIQ icon
361
Canadian Solar
CSIQ
$1.03B
$1.23M 0.06%
+63,700
New +$1.31M
PRAA icon
362
PRA Group
PRAA
$655M
$1.23M 0.06%
+41,800
New +$1.2M
GES
363
DELISTED
Guess Inc
GES
$1.2M 0.06%
63,700
+48,800
+328% +$939K
VIPS icon
364
Vipshop
VIPS
$7.34B
$1.19M 0.06%
+92,600
New +$1.16M
CIT
365
DELISTED
CIT Group Inc.
CIT
$1.19M 0.06%
+38,200
New +$1.2M
IDTI
366
DELISTED
Integrated Device Technology I
IDTI
$1.18M 0.06%
57,700
-95,700
-62% -$2.01M
PPLI
367
People Inc
PPLI
$3.06B
$1.15M 0.06%
+137,087
New +$1.18M
BID
368
DELISTED
Sotheby's
BID
$1.15M 0.06%
43,000
+26,100
+154% +$627K
MSI icon
369
Motorola Solutions
MSI
$72.5B
$1.14M 0.06%
15,100
-12,700
-46% -$859K
FLO icon
370
Flowers Foods
FLO
$1.48B
$1.14M 0.05%
61,600
-33,500
-35% -$635K
DF
371
DELISTED
Dean Foods Company
DF
$1.14M 0.05%
65,600
+52,200
+390% +$987K
AEM icon
372
Agnico Eagle Mines
AEM
$73.7B
$1.14M 0.05%
31,400
+22,400
+249% +$736K
QEP
373
DELISTED
QEP RESOURCES, INC.
QEP
$1.13M 0.05%
80,400
+32,500
+68% +$376K
SLCA
374
DELISTED
U.S. SILICA HOLDINGS, INC.
SLCA
$1.13M 0.05%
+49,700
New +$922K
ALK icon
375
Alaska Air
ALK
$5.32B
$1.12M 0.05%
13,700
-1,700
-11% -$126K
13 14
15
16 17

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UWPG
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FWM
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RCIM
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GHC
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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.