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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
SAP icon
176
SAP
SAP
$215B
$2.95M 0.14%
36,700
-4,800
-12% -$374K
LGF
177
DELISTED
Lions Gate Entertainment
LGF
$2.95M 0.14%
135,000
+128,400
+1,945% +$3.06M
KDP icon
178
Keurig Dr Pepper
KDP
$42.8B
$2.89M 0.14%
+32,300
New +$2.95M
EIX icon
179
Edison International
EIX
$30.3B
$2.85M 0.14%
+39,700
New +$2.57M
TPR icon
180
Tapestry
TPR
$30.3B
$2.84M 0.14%
70,800
+60,400
+581% +$2.19M
CNX icon
181
CNX Resources
CNX
$4.91B
$2.83M 0.14%
+300,360
New +$2.18M
DXCM icon
182
DexCom
DXCM
$29B
$2.76M 0.13%
+162,800
New +$2.72M
P
183
DELISTED
Pandora Media Inc
P
$2.76M 0.13%
+308,800
New +$3.03M
NRF
184
DELISTED
NorthStar Realty Finance Corp.
NRF
$2.76M 0.13%
+210,600
New +$2.58M
MDT icon
185
Medtronic
MDT
$112B
$2.76M 0.13%
36,800
+29,200
+384% +$2.2M
CF icon
186
CF Industries
CF
$19.6B
$2.75M 0.13%
+87,900
New +$2.87M
VOD icon
187
Vodafone
VOD
$37.1B
$2.74M 0.13%
+85,500
New +$2.66M
CS
188
DELISTED
Credit Suisse Group
CS
$2.72M 0.13%
+192,400
New +$3.06M
GPOR
189
DELISTED
Gulfport Energy Corp.
GPOR
$2.71M 0.13%
+95,800
New +$2.53M
BBY icon
190
Best Buy
BBY
$19B
$2.71M 0.13%
+83,600
New +$2.53M
TAP icon
191
Molson Coors Class B
TAP
$8.02B
$2.69M 0.13%
28,000
-2,500
-8% -$223K
WYNN icon
192
Wynn Resorts
WYNN
$10.3B
$2.69M 0.13%
28,800
-39,200
-58% -$2.89M
BURL icon
193
Burlington
BURL
$23.4B
$2.66M 0.13%
47,300
+25,200
+114% +$1.32M
MS icon
194
Morgan Stanley
MS
$319B
$2.66M 0.13%
+106,200
New +$2.71M
DNKN
195
DELISTED
Dunkin' Brands Group, Inc.
DNKN
$2.65M 0.13%
+56,300
New +$2.42M
CTAS icon
196
Cintas
CTAS
$86.6B
$2.65M 0.13%
118,000
+38,800
+49% +$832K
ESV
197
DELISTED
Ensco Rowan plc
ESV
$2.65M 0.13%
63,825
+55,425
+660% +$2.26M
AEP icon
198
American Electric Power
AEP
$70.4B
$2.64M 0.13%
39,800
-1,500
-4% -$92.8K
POST icon
199
Post Holdings
POST
$4.42B
$2.61M 0.13%
+57,911
New +$2.44M
ANAC
200
DELISTED
ANACOR PHARMACEUTICALS INC COM
ANAC
$2.59M 0.13%
+48,500
New +$3.58M
6 7
8
9 10

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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.