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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
GT icon
201
Goodyear
GT
$2.09B
$2.58M 0.12%
78,100
+59,400
+318% +$1.79M
GRMN
202
Garmin
GRMN
$56.9B
$2.57M 0.12%
64,400
+53,200
+475% +$1.98M
EPP icon
203
iShares MSCI Pacific ex Japan ETF
EPP
$2.21B
$2.56M 0.12%
+65,300
New +$2.37M
NRG icon
204
NRG Energy
NRG
$26.2B
$2.55M 0.12%
195,700
-104,400
-35% -$1.19M
CAH icon
205
Cardinal Health
CAH
$53.7B
$2.54M 0.12%
31,000
-16,300
-34% -$1.33M
GRPN icon
206
Groupon
GRPN
$1.03B
$2.54M 0.12%
+31,815
New +$2.2M
CCEP icon
207
Coca-Cola Europacific Partners
CCEP
$49.1B
$2.53M 0.12%
49,900
+26,600
+114% +$1.28M
XRX icon
208
Xerox
XRX
$345M
$2.52M 0.12%
85,767
+19,886
+30% +$513K
PCG icon
209
PG&E
PCG
$39B
$2.51M 0.12%
42,100
+11,700
+38% +$652K
EQR icon
210
Equity Residential
EQR
$25.8B
$2.51M 0.12%
33,500
-4,900
-13% -$367K
XLNX
211
DELISTED
Xilinx Inc
XLNX
$2.49M 0.12%
52,500
+9,900
+23% +$465K
RAI
212
DELISTED
Reynolds American Inc
RAI
$2.49M 0.12%
49,500
-24,900
-33% -$1.22M
WDR
213
DELISTED
Waddell & Reed Financial, Inc.
WDR
$2.47M 0.12%
+104,800
New +$2.55M
USB icon
214
US Bancorp
USB
$97.9B
$2.46M 0.12%
60,500
-12,900
-18% -$515K
OKE icon
215
Oneok
OKE
$56.7B
$2.45M 0.12%
+82,100
New +$2.02M
HSIC icon
216
Henry Schein
HSIC
$9.78B
$2.43M 0.12%
35,955
-1,020
-3% -$63.7K
RRC icon
217
Range Resources
RRC
$9.33B
$2.42M 0.12%
74,600
+49,400
+196% +$1.37M
XRAY icon
218
Dentsply Sirona
XRAY
$2.84B
$2.41M 0.12%
39,100
+23,300
+147% +$1.37M
MRSH
219
Marsh
MRSH
$94.3B
$2.41M 0.12%
39,600
+15,500
+64% +$868K
BMRN icon
220
BioMarin Pharmaceuticals
BMRN
$11.9B
$2.38M 0.12%
+28,900
New +$2.35M
ICF icon
221
iShares Select U.S. REIT ETF
ICF
$2.13B
$2.38M 0.12%
46,200
+34,600
+298% +$1.67M
BKD icon
222
Brookdale Senior Living
BKD
$3.55B
$2.38M 0.12%
149,900
+120,900
+417% +$1.84M
LNG icon
223
Cheniere Energy
LNG
$54.2B
$2.36M 0.11%
+69,800
New +$2.26M
TSCO icon
224
Tractor Supply
TSCO
$16.3B
$2.35M 0.11%
130,000
+111,500
+603% +$1.91M
WR
225
DELISTED
Westar Energy Inc
WR
$2.35M 0.11%
47,400
+24,200
+104% +$1.08M
7 8
9
10 11

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FWM
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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.