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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
XPO icon
976
XPO
XPO
$23.4B
– –
-149,196
Closed -$1.41M
XYL icon
977
Xylem
XYL
$28.5B
– –
-11,600
Closed -$423K
YUM icon
978
Yum! Brands
YUM
$41.9B
– –
-89,302
Closed -$4.69M
ZD icon
979
Ziff Davis
ZD
$2B
– –
-15,065
Closed -$1.08M
JOYY
980
JOYY Inc
JOYY
$3.73B
– –
-13,400
Closed -$837K
HA
981
DELISTED
Hawaiian Holdings, Inc.
HA
– –
-36,300
Closed -$1.28M
SPWR
982
DELISTED
SunPower Corporation Common Stock
SPWR
– –
-122,007
Closed -$2.4M
WRK
983
DELISTED
WestRock Company
WRK
– –
-5,771
Closed -$237K
CAMP
984
DELISTED
CalAmp Corp.
CAMP
– –
-630
Closed -$288K
CBD
985
DELISTED
Companhia Brasileira de Distribuicao
CBD
– –
-25,900
Closed -$272K
CHS
986
DELISTED
Chicos FAS, Inc.
CHS
– –
-62,600
Closed -$667K
SGEN
987
DELISTED
Seagen Inc. Common Stock
SGEN
– –
-8,700
Closed -$390K
BBBY
988
DELISTED
Bed Bath & Beyond Inc
BBBY
– –
-47,100
Closed -$2.27M
CLR
989
DELISTED
CONTINENTAL RESOURCES INC.
CLR
– –
-65,200
Closed -$1.5M
MNDT
990
DELISTED
Mandiant, Inc. Common Stock
MNDT
– –
-78,800
Closed -$1.63M
SNP
991
DELISTED
CHINA PETROLEUM & CHEMICAL CORPORATION ADS (REP 100 ORDINARY H SHARES)
SNP
– –
-4,200
Closed -$251K
PTR
992
DELISTED
PETROCHINA COMPANY LIMITED ADS (REP 100 H SHARES)
PTR
– –
-5,100
Closed -$334K
SFUN
993
DELISTED
Fang Holdings Limited American Depositary Shares (each representing ten Class A Ordinary Shares)
SFUN
– –
-1,722
Closed -$636K
PBCT
994
DELISTED
People's United Financial Inc
PBCT
– –
-63,700
Closed -$1.03M
ADXS
995
DELISTED
Advaxis Inc
ADXS
– –
-1,633
Closed -$246K
MXIM
996
DELISTED
Maxim Integrated Products
MXIM
– –
-72,200
Closed -$2.74M
PE
997
DELISTED
PARSLEY ENERGY INC
PE
– –
-47,400
Closed -$874K
WPX
998
DELISTED
WPX Energy, Inc.
WPX
– –
-148,700
Closed -$853K
AMTD
999
DELISTED
TD Ameritrade Holding Corp
AMTD
– –
-55,700
Closed -$1.93M
NBL
1000
DELISTED
Noble Energy, Inc.
NBL
– –
-31,200
Closed -$1.03M
38 39
40
41 42

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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.