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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
(+25%)
Cap. Flow
+$410M
Cap. Flow
% of AUM
19.81%
Top 10 Holdings %
Top 10 Hldgs %
18.74%
Holding
1,064
New
390
Increased
208
Reduced
141
Closed
325
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
SPDR Gold Trust
GLD
|
+$93.8M |
| 2 |
Bausch Health
BHC
|
+$72.6M |
| 3 |
VanEck Gold Miners ETF
GDX
|
+$57.7M |
| 4 |
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
|
+$53.2M |
| 5 |
Mondelez International
MDLZ
|
+$23.6M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
iShares China Large-Cap ETF
FXI
|
+$45.9M |
| 2 |
State Street Energy Select Sector SPDR ETF
XLE
|
+$37M |
| 3 |
Walt Disney
DIS
|
+$31M |
| 4 |
Kinder Morgan
KMI
|
+$22.2M |
| 5 |
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 | |
|---|---|---|---|---|---|---|
126
iShares Silver Trust
SLV
$27.7B
| $4.07M | 0.2% |
+277,000
| New | +$3.93M |
|
|
WLL
127
DELISTED
Whiting Petroleum Corporation
WLL
| $4.05M | 0.2% |
1,693
-107
| -6% | -$210K |
|
128
NetEase
NTES
$83B
| $4.05M | 0.2% |
+141,000
| New | +$4.23M |
|
129
Everest Group
EG
$15.6B
| $4.03M | 0.19% |
20,400
+12,600
| +162% | +$2.33M |
|
130
Kroger
KR
$36.7B
| $4.01M | 0.19% |
104,900
-278,400
| -73% | -$10.7M |
|
|
SWN
131
DELISTED
Southwestern Energy Company
SWN
| $3.99M | 0.19% |
494,700
-519,100
| -51% | -$3.98M |
|
132
Extra Space Storage
EXR
$32.3B
| $3.95M | 0.19% |
42,300
+23,200
| +121% | +$2.02M |
|
133
HSBC
HSBC
$352B
| $3.92M | 0.19% |
+141,307
| New | +$4.18M |
|
|
SNI
134
DELISTED
Scripps Networks Interactive, Inc Common Class A
SNI
| $3.88M | 0.19% |
+59,300
| New | +$3.53M |
|
135
VF Corp
VFC
$5.92B
| $3.81M | 0.18% |
+62,552
| New | +$3.63M |
|
136
LKQ Corp
LKQ
$6.72B
| $3.78M | 0.18% |
118,300
+107,900
| +1,038% | +$3.01M |
|
137
Check Point Software Technologies
CHKP
$14.3B
| $3.73M | 0.18% |
42,700
+33,000
| +340% | +$2.65M |
|
|
NLSN
138
DELISTED
Nielsen Holdings plc
NLSN
| $3.71M | 0.18% |
+70,500
| New | +$3.41M |
|
139
Citigroup
C
$213B
| $3.7M | 0.18% |
88,700
-34,400
| -28% | -$1.44M |
|
140
Las Vegas Sands
LVS
$32.2B
| $3.67M | 0.18% |
+71,100
| New | +$3.25M |
|
|
GAP
141
The Gap Inc
GAP
$7.3B
| $3.67M | 0.18% |
+124,800
| New | +$3.28M |
|
142
DTE Energy
DTE
$29.9B
| $3.65M | 0.18% |
47,353
+24,323
| +106% | +$1.76M |
|
143
Steel Dynamics
STLD
$36.4B
| $3.64M | 0.18% |
+161,700
| New | +$3.05M |
|
144
Infosys
INFY
$51B
| $3.62M | 0.18% |
+381,000
| New | +$3.32M |
|
|
GG
145
DELISTED
Goldcorp Inc
GG
| $3.62M | 0.18% |
+223,200
| New | +$3.1M |
|
146
Carnival Corporation Ltd
CCL
$38.1B
| $3.59M | 0.17% |
68,000
-100,300
| -60% | -$4.85M |
|
147
Five Below
FIVE
$11.6B
| $3.54M | 0.17% |
+85,600
| New | +$3.13M |
|
148
Ralph Lauren
RL
$22.4B
| $3.52M | 0.17% |
+36,600
| New | +$3.59M |
|
149
Host Hotels & Resorts
HST
$17.5B
| $3.43M | 0.17% |
+205,600
| New | +$3.09M |
|
150
Community Health Systems
CYH
$382M
| $3.43M | 0.17% |
+224,334
| New | +$3.42M |
|
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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.