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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
ETFC
1001
DELISTED
E*Trade Financial Corporation
ETFC
– –
-97,000
Closed -$2.88M
AGN
1002
DELISTED
Allergan plc
AGN
– –
-26,100
Closed -$8.16M
PIR
1003
DELISTED
Pier 1 Imports, Inc.
PIR
– –
-5,570
Closed -$567K
LPT
1004
DELISTED
Liberty Property Trust
LPT
– –
-10,800
Closed -$335K
ACHN
1005
DELISTED
Achillion Pharmaceuticals
ACHN
– –
-39,900
Closed -$430K
MDR
1006
DELISTED
McDermott International
MDR
– –
-34,267
Closed -$344K
MDCO
1007
DELISTED
Medicines Co
MDCO
– –
-51,800
Closed -$1.93M
CRZO
1008
DELISTED
Carrizo Oil & Gas Inc
CRZO
– –
-12,300
Closed -$363K
CRR
1009
DELISTED
Carbo Ceramics Inc.
CRR
– –
-25,400
Closed -$436K
STI
1010
DELISTED
SunTrust Banks, Inc.
STI
– –
-84,000
Closed -$3.6M
UPL
1011
DELISTED
Ultra Petroleum Corp. Common Stock
UPL
– –
-553,100
Closed -$1.38M
WP
1012
DELISTED
Worldpay, Inc.
WP
– –
-6,400
Closed -$303K
BMS
1013
DELISTED
Bemis
BMS
– –
-32,900
Closed -$1.47M
ULTI
1014
DELISTED
Ultimate Software Group Inc
ULTI
– –
-5,900
Closed -$1.15M
TFCFA
1015
DELISTED
Twenty-First Century Fox, Inc. Class A
TFCFA
– –
-369,400
Closed -$10M
TFCF
1016
DELISTED
Twenty-First Century Fox, Inc. Class B
TFCF
– –
-183,800
Closed -$5M
NFX
1017
DELISTED
Newfield Exploration
NFX
– –
-161,600
Closed -$5.26M
ATHN
1018
DELISTED
Athenahealth, Inc.
ATHN
– –
-6,100
Closed -$981K
SCG
1019
DELISTED
Scana
SCG
– –
-7,900
Closed -$477K
EGN
1020
DELISTED
Energen
EGN
– –
-23,200
Closed -$950K
RSPP
1021
DELISTED
RSP Permian, Inc.
RSPP
– –
-43,400
Closed -$1.06M
JASO
1022
DELISTED
JA Solar Holdings, Co., Ltd
JASO
– –
-32,900
Closed -$319K
BGC
1023
DELISTED
General Cable Corporation
BGC
– –
-10,600
Closed -$142K
BBG
1024
DELISTED
Bill Barrett Corp
BBG
– –
-78,600
Closed -$308K
LVNTA
1025
DELISTED
Liberty Interactive Corporation Series A Liberty Ventures
LVNTA
– –
-11,900
Closed -$536K
39 40
41
42 43

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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.