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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
DHR icon
801
Danaher
DHR
$138B
– –
-92,394
Closed -$5.77M
DIA icon
802
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
$45.5B
– –
-121,100
Closed -$21.1M
DIS icon
803
Walt Disney
DIS
$167B
– –
-295,300
Closed -$31M
DKS icon
804
Dick's Sporting Goods
DKS
$17.9B
– –
-125,600
Closed -$4.44M
DVN icon
805
Devon Energy
DVN
$50.9B
– –
-299,000
Closed -$9.57M
EEM icon
806
iShares MSCI Emerging Markets ETF
EEM
$28.6B
– –
-403,900
Closed -$13M
EGHT icon
807
8x8 Inc
EGHT
$262M
– –
-38,000
Closed -$435K
ENOV icon
808
Enovis
ENOV
$1.69B
– –
-40,961
Closed -$1.65M
ENS icon
809
EnerSys
ENS
$6.74B
– –
-8,800
Closed -$492K
EQNR icon
810
Equinor
EQNR
$96.8B
– –
-31,300
Closed -$436K
EQT icon
811
EQT Corp
EQT
$33B
– –
-27,555
Closed -$781K
ERX icon
812
Direxion Daily Energy Bull 2X ETF
ERX
$233M
– –
-13,940
Closed -$3.27M
ESS icon
813
Essex Property Trust
ESS
$18.1B
– –
-6,300
Closed -$1.51M
ETR icon
814
Entergy
ETR
$50.4B
– –
-37,600
Closed -$1.28M
EWBC icon
815
East-West Bancorp
EWBC
$17.9B
– –
-12,600
Closed -$523K
EWH icon
816
iShares MSCI Hong Kong ETF
EWH
$1.25B
– –
-108,300
Closed -$2.15M
EWT icon
817
iShares MSCI Taiwan ETF
EWT
$9.6B
– –
-78,650
Closed -$2.01M
EWZ icon
818
iShares MSCI Brazil ETF
EWZ
$9.25B
– –
-73,600
Closed -$1.52M
FBIN icon
819
Fortune Brands Innovations
FBIN
$5.88B
– –
-49,374
Closed -$2.34M
FHN icon
820
First Horizon
FHN
$12.1B
– –
-57,800
Closed -$839K
FITB
821
Fifth Third Bancorp
FITB
$51.3B
– –
-108,300
Closed -$2.18M
FLEX icon
822
Flex
FLEX
$41B
– –
-42,066
Closed -$355K
FWONA icon
823
Liberty Media Series A
FWONA
$23.1B
– –
-57,113
Closed -$1.51M
FXI icon
824
iShares China Large-Cap ETF
FXI
$4.37B
– –
-1,299,900
Closed -$45.9M
GM icon
825
General Motors
GM
$80B
– –
-199,100
Closed -$6.77M
31 32
33
34 35

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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.