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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
(+25%)
Cap. Flow
+$410M
Cap. Flow
% of AUM
19.81%
Top 10 Holdings %
Top 10 Hldgs %
18.74%
Holding
1,064
New
390
Increased
208
Reduced
141
Closed
325
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
SPDR Gold Trust
GLD
|
+$93.8M |
| 2 |
Bausch Health
BHC
|
+$72.6M |
| 3 |
VanEck Gold Miners ETF
GDX
|
+$57.7M |
| 4 |
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
|
+$53.2M |
| 5 |
Mondelez International
MDLZ
|
+$23.6M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
iShares China Large-Cap ETF
FXI
|
+$45.9M |
| 2 |
State Street Energy Select Sector SPDR ETF
XLE
|
+$37M |
| 3 |
Walt Disney
DIS
|
+$31M |
| 4 |
Kinder Morgan
KMI
|
+$22.2M |
| 5 |
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 | |
|---|---|---|---|---|---|---|
|
CMRX
401
DELISTED
Chimerix, Inc.
CMRX
| $971K | 0.05% |
+190,100
| New | +$1.24M |
|
402
Pediatrix Medical
MD
$2.15B
| $969K | 0.05% |
15,000
+11,300
| +305% | +$750K |
|
403
AstraZeneca
AZN
$262B
| $965K | 0.05% |
17,150
-9,100
| -35% | -$547K |
|
404
Bloomin' Brands
BLMN
$744M
| $961K | 0.05% |
57,000
-51,400
| -47% | -$865K |
|
405
Celldex Therapeutics
CLDX
$2.96B
| $958K | 0.05% |
+16,913
| New | +$1.9M |
|
406
Commercial Metals
CMC
$7.54B
| $953K | 0.05% |
+56,200
| New | +$824K |
|
407
Duke Energy
DUK
$97.7B
| $952K | 0.05% |
+11,800
| New | +$893K |
|
408
Liberty Global Class C
LBTYK
$3.48B
| $946K | 0.05% |
+29,030
| New | +$883K |
|
409
iShares MSCI South Korea ETF
EWY
$21.9B
| $945K | 0.05% |
+17,900
| New | +$865K |
|
|
TUP
410
DELISTED
Tupperware Brands Corporation
TUP
| $945K | 0.05% |
16,300
+4,500
| +38% | +$232K |
|
411
Televisa
TV
$1.5B
| $944K | 0.05% |
+34,400
| New | +$902K |
|
412
Albemarle
ALB
$13.7B
| $933K | 0.05% |
14,600
+5,900
| +68% | +$324K |
|
413
Precigen
PGEN
$2.13B
| $925K | 0.04% |
+27,546
| New | +$867K |
|
414
Banco Santander
SAN
$200B
| $925K | 0.04% |
+221,426
| New | +$910K |
|
|
EXAS
415
DELISTED
Exact Sciences
EXAS
| $920K | 0.04% |
+136,600
| New | +$874K |
|
416
Valero Energy
VLO
$91.6B
| $917K | 0.04% |
14,300
-44,400
| -76% | -$2.82M |
|
|
CAB
417
DELISTED
Cabela's Inc
CAB
| $915K | 0.04% |
18,800
-8,000
| -30% | -$359K |
|
418
Cadence Design Systems
CDNS
$93.2B
| $914K | 0.04% |
+38,800
| New | +$813K |
|
419
Teradyne
TER
$57.3B
| $913K | 0.04% |
42,300
-8,800
| -17% | -$172K |
|
420
Gogo Inc
GOGO
$546M
| $900K | 0.04% |
+81,800
| New | +$1.04M |
|
|
UN
421
DELISTED
Unilever NV New York Registry Shares
UN
| $889K | 0.04% |
19,900
-16,600
| -45% | -$715K |
|
|
LL
422
DELISTED
LL Flooring Holdings, Inc.
LL
| $888K | 0.04% |
67,700
-62,600
| -48% | -$788K |
|
423
Lowe's Companies
LOW
$116B
| $886K | 0.04% |
11,700
-84,700
| -88% | -$5.98M |
|
424
Royal Bank of Canada
RY
$291B
| $886K | 0.04% |
+15,400
| New | +$798K |
|
|
SINA
425
DELISTED
Sina Corp
SINA
| $885K | 0.04% |
18,700
+7,000
| +60% | +$315K |
|
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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.