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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
STWD icon
426
Starwood Property Trust
STWD
$5.92B
$878K 0.04%
46,400
+18,600
+67% +$345K
BEN icon
427
Franklin Resources
BEN
$17.6B
$874K 0.04%
+22,400
New +$793K
DHC
428
Diversified Healthcare Trust
DHC
$2.12B
$874K 0.04%
+48,900
New +$763K
KEY icon
429
KeyCorp
KEY
$24.2B
$873K 0.04%
79,100
-82,600
-51% -$923K
CCJ icon
430
Cameco
CCJ
$36.9B
$871K 0.04%
+67,900
New +$812K
CBL
431
DELISTED
CBL& Associates Properties, Inc.
CBL
$866K 0.04%
+72,800
New +$824K
BAP icon
432
Credicorp
BAP
$31.9B
$864K 0.04%
+6,600
New +$727K
LPX icon
433
Louisiana-Pacific
LPX
$4.97B
$864K 0.04%
50,500
+10,200
+25% +$161K
NUS icon
434
Nu Skin
NUS
$249M
$864K 0.04%
22,600
+14,500
+179% +$480K
WRI
435
DELISTED
Weingarten Realty Investors
WRI
$862K 0.04%
23,000
+13,800
+150% +$486K
AVB icon
436
AvalonBay Communities
AVB
$26.6B
$855K 0.04%
4,500
-19,200
-81% -$3.39M
SDRL
437
DELISTED
Seadrill Limited Common Stock
SDRL
$855K 0.04%
968
+211
+28% +$152K
WOLF icon
438
Wolfspeed
WOLF
$1.22B
$852K 0.04%
29,300
+12,200
+71% +$350K
MEG
439
DELISTED
Media General, Inc
MEG
$838K 0.04%
51,400
+31,800
+162% +$513K
ALLE icon
440
Allegion
ALLE
$13.3B
$834K 0.04%
13,100
+900
+7% +$55K
EXEL icon
441
Exelixis
EXEL
$13.6B
$834K 0.04%
208,600
+117,400
+129% +$497K
PCRX icon
442
Pacira BioSciences
PCRX
$1.03B
$815K 0.04%
+15,400
New +$901K
CRAY
443
DELISTED
Cray, Inc.
CRAY
$813K 0.04%
+19,400
New +$740K
SNBR
444
DELISTED
Sleep Number
SNBR
$812K 0.04%
+41,900
New +$800K
AKRX
445
DELISTED
Akorn Inc
AKRX
$811K 0.04%
+34,500
New +$907K
KGC icon
446
Kinross Gold
KGC
$26.6B
$810K 0.04%
238,500
+94,300
+65% +$234K
OIS icon
447
Oil States International
OIS
$456M
$800K 0.04%
+25,400
New +$686K
UNT
448
DELISTED
UNIT Corporation
UNT
$800K 0.04%
90,900
+73,500
+422% +$629K
MT icon
449
ArcelorMittal
MT
$51.9B
$798K 0.04%
58,133
-19,800
-25% -$191K
WMGI
450
DELISTED
Wright Medical Group Inc
WMGI
$798K 0.04%
+48,100
New +$892K
16 17
18
19 20

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UWPG
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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.