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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
BEAV
376
DELISTED
B/E Aerospace Inc
BEAV
$1.12M 0.05%
+24,300
New +$1.04M
HPY
377
DELISTED
HEARTLAND PAYMENT SYSTEMS, INC. COM STK
HPY
$1.11M 0.05%
+11,500
New +$1.06M
PPS
378
DELISTED
Post Properties
PPS
$1.1M 0.05%
+18,500
New +$1.06M
GBX icon
379
The Greenbrier Companies
GBX
$1.52B
$1.1M 0.05%
39,900
+26,500
+198% +$680K
CLB icon
380
Core Laboratories
CLB
$487M
$1.1M 0.05%
+9,800
New +$1.02M
MTN icon
381
Vail Resorts
MTN
$5.4B
$1.1M 0.05%
8,200
-3,300
-29% -$413K
FOSL icon
382
Fossil Group
FOSL
$287M
$1.09M 0.05%
24,600
-3,200
-12% -$126K
MRD
383
DELISTED
MEMORIAL RESOURCE DEV CORP COM STK (DE)
MRD
$1.08M 0.05%
105,700
+93,300
+752% +$1.1M
GPRO icon
384
GoPro
GPRO
$120M
$1.07M 0.05%
89,700
-238,300
-73% -$2.96M
IAG icon
385
IAMGOLD
IAG
$8.15B
$1.07M 0.05%
484,500
+473,500
+4,305% +$921K
WCG
386
DELISTED
Wellcare Health Plans, Inc.
WCG
$1.07M 0.05%
+11,500
New +$954K
GIII icon
387
G-III Apparel Group
GIII
$1.55B
$1.06M 0.05%
21,600
+3,700
+21% +$179K
ABEV icon
388
Ambev
ABEV
$48.1B
$1.05M 0.05%
+203,100
New +$934K
EPE
389
DELISTED
EP Energy Corporation
EPE
$1.05M 0.05%
+232,400
New +$852K
AYI icon
390
Acuity Brands
AYI
$9.99B
$1.05M 0.05%
+4,800
New +$990K
INVX
391
Innovex International
INVX
$1.9B
$1.03M 0.05%
+17,100
New +$952K
CLH icon
392
Clean Harbors
CLH
$16.7B
$1.03M 0.05%
+20,900
New +$915K
GPN icon
393
Global Payments
GPN
$23.2B
$1.03M 0.05%
+15,800
New +$937K
FCX icon
394
Freeport-McMoran
FCX
$89.1B
$1.02M 0.05%
99,100
-307,900
-76% -$2.16M
OA
395
DELISTED
Orbital ATK, Inc.
OA
$1.02M 0.05%
+11,700
New +$993K
NGD
396
DELISTED
New Gold Inc
NGD
$1.02M 0.05%
272,500
+199,600
+274% +$594K
DWRE
397
DELISTED
DEMANDWARE INC COM STK (DE)
DWRE
$997K 0.05%
+25,500
New +$990K
YELP icon
398
Yelp
YELP
$1.45B
$992K 0.05%
49,900
+24,500
+96% +$501K
PG icon
399
Procter & Gamble
PG
$336B
$987K 0.05%
+12,000
New +$967K
AVP
400
DELISTED
Avon Products, Inc.
AVP
$975K 0.05%
202,800
-110,500
-35% -$395K
14 15
16
17 18

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FWM
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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.