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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
PNRA
76
DELISTED
Panera Bread Co
PNRA
$5.98M 0.29%
29,200
+17,000
+139% +$3.39M
SPG icon
77
Simon Property Group
SPG
$76.4B
$5.96M 0.29%
+28,700
New +$5.51M
RH icon
78
RH
RH
$3.33B
$5.94M 0.29%
+141,800
New +$7.25M
ORCL icon
79
Oracle
ORCL
$339B
$5.89M 0.28%
+144,000
New +$5.33M
DAL icon
80
Delta Air Lines
DAL
$56.7B
$5.89M 0.28%
121,000
-23,300
-16% -$1.09M
AEO icon
81
American Eagle Outfitters
AEO
$2.94B
$5.88M 0.28%
353,000
+291,900
+478% +$4.39M
HAL icon
82
Halliburton
HAL
$26.1B
$5.88M 0.28%
+164,500
New +$5.37M
CRI icon
83
Carter's
CRI
$1.43B
$5.81M 0.28%
55,100
+50,600
+1,124% +$4.85M
OIH icon
84
VanEck Oil Services ETF
OIH
$1.97B
$5.65M 0.27%
+10,620
New +$5.21M
JD icon
85
JD.com
JD
$43.5B
$5.64M 0.27%
212,700
+170,600
+405% +$4.48M
DOC icon
86
Healthpeak Properties
DOC
$15.5B
$5.59M 0.27%
+188,527
New +$5.66M
MET icon
87
MetLife
MET
$62.4B
$5.51M 0.27%
+140,699
New +$5.26M
QIHU
88
DELISTED
QIHOO 360 TECHNOLOGY CO LTD ADS RPSTG 3 CL A SHS
QIHU
$5.43M 0.26%
+71,900
New +$5.2M
GLW icon
89
Corning
GLW
$107B
$5.38M 0.26%
+257,800
New +$4.78M
RTN
90
DELISTED
Raytheon Company
RTN
$5.36M 0.26%
43,700
+24,800
+131% +$3.05M
BSX icon
91
Boston Scientific
BSX
$68.4B
$5.3M 0.26%
281,600
+101,500
+56% +$1.78M
T icon
92
AT&T
T
$164B
$5.25M 0.25%
177,416
-633,402
-78% -$17.5M
SO icon
93
Southern Company
SO
$108B
$5.24M 0.25%
101,200
+26,600
+36% +$1.3M
GGP
94
DELISTED
GGP Inc.
GGP
$5.21M 0.25%
+175,200
New +$4.82M
JCP
95
DELISTED
J.C. Penney Company, Inc.
JCP
$5.21M 0.25%
+470,800
New +$4.12M
NEE icon
96
NextEra Energy
NEE
$184B
$5.15M 0.25%
174,000
+76,400
+78% +$2.14M
NVO
97
Novo Nordisk
NVO
$228B
$5.03M 0.24%
185,800
+91,800
+98% +$2.46M
DLTR icon
98
Dollar Tree
DLTR
$24.8B
$5.01M 0.24%
60,800
-11,700
-16% -$923K
MO icon
99
Altria Group
MO
$125B
$4.99M 0.24%
79,600
+24,800
+45% +$1.5M
PPL
100
PPL Corp
PPL
$26.9B
$4.99M 0.24%
131,000
+39,100
+43% +$1.39M
2 3
4
5 6

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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.