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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
LAD icon
851
Lithia Motors
LAD
$9.75B
– –
-3,800
Closed -$405K
LDOS icon
852
Leidos
LDOS
$14.4B
– –
-7,600
Closed -$427K
LEA icon
853
Lear
LEA
$7.39B
– –
-14,200
Closed -$1.74M
LH icon
854
Labcorp
LH
$25.2B
– –
-20,137
Closed -$2.14M
LII icon
855
Lennox International
LII
$15B
– –
-25,500
Closed -$3.18M
LNC icon
856
Lincoln National
LNC
$7.92B
– –
-49,400
Closed -$2.48M
LPLA icon
857
LPL Financial
LPLA
$27B
– –
-5,300
Closed -$226K
M icon
858
Macy's
M
$6.51B
– –
-138,000
Closed -$4.83M
MA icon
859
Mastercard
MA
$498B
– –
-23,600
Closed -$2.3M
MAS icon
860
Masco
MAS
$14.3B
– –
-98,100
Closed -$2.78M
MCHI icon
861
iShares MSCI China ETF
MCHI
$6.23B
– –
-269,700
Closed -$12M
MELI icon
862
Mercado Libre
MELI
$94.5B
– –
-6,600
Closed -$754K
MHK icon
863
Mohawk Industries
MHK
$6.91B
– –
-4,800
Closed -$909K
MMM icon
864
3M
MMM
$91.8B
– –
-52,026
Closed -$6.55M
MNKD icon
865
MannKind Corp
MNKD
$1.19B
– –
-47,620
Closed -$345K
MNST icon
866
Monster Beverage
MNST
$95.1B
– –
-86,400
Closed -$2.15M
MSCI icon
867
MSCI
MSCI
$42.4B
– –
-8,800
Closed -$634K
MTDR icon
868
Matador Resources
MTDR
$6.04B
– –
-20,500
Closed -$405K
MTG icon
869
MGIC Investment
MTG
$6.47B
– –
-57,000
Closed -$503K
MUR icon
870
Murphy Oil
MUR
$5.55B
– –
-65,100
Closed -$1.46M
MYGN icon
871
Myriad Genetics
MYGN
$476M
– –
-27,500
Closed -$1.19M
NCLH icon
872
Norwegian Cruise Line
NCLH
$9.53B
– –
-17,200
Closed -$1.01M
NDAQ icon
873
Nasdaq
NDAQ
$53.4B
– –
-60,000
Closed -$1.16M
NFLX icon
874
Netflix
NFLX
$307B
– –
-250,000
Closed -$2.86M
NI icon
875
NiSource
NI
$21.5B
– –
-70,700
Closed -$1.38M
33 34
35
36 37

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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.