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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
GOLD
301
DELISTED
Randgold Resources Ltd
GOLD
$1.63M 0.08%
+18,000
New +$1.45M
LGND icon
302
Ligand Pharmaceuticals
LGND
$5.77B
$1.63M 0.08%
24,366
+17,633
+262% +$1.07M
VIAB
303
DELISTED
Viacom Inc. Class B
VIAB
$1.62M 0.08%
39,200
-95,200
-71% -$3.78M
CBRL icon
304
Cracker Barrel
CBRL
$1.26B
$1.6M 0.08%
+10,500
New +$1.45M
UNFI icon
305
United Natural Foods
UNFI
$3.04B
$1.6M 0.08%
39,800
+24,600
+162% +$908K
CRUS icon
306
Cirrus Logic
CRUS
$6.76B
$1.6M 0.08%
44,000
+1,100
+3% +$35.7K
AON icon
307
Aon
AON
$80.6B
$1.6M 0.08%
+15,300
New +$1.43M
SC
308
DELISTED
SANTANDER CONSUMER USA HOLDINGS INC
SC
$1.59M 0.08%
+151,700
New +$1.67M
CMG icon
309
Chipotle Mexican Grill
CMG
$43.9B
$1.55M 0.08%
165,000
-275,000
-63% -$2.62M
WPM icon
310
Wheaton Precious Metals
WPM
$49.7B
$1.55M 0.08%
+93,600
New +$1.36M
APC
311
DELISTED
Anadarko Petroleum
APC
$1.55M 0.07%
33,200
-8,400
-20% -$341K
AVY icon
312
Avery Dennison
AVY
$12.8B
$1.54M 0.07%
21,400
+13,700
+178% +$886K
FANG icon
313
Diamondback Energy
FANG
$56B
$1.54M 0.07%
+20,000
New +$1.41M
HTWR
314
DELISTED
HEARTWARE INTERNATIONAL INC COM STK (DE)
HTWR
$1.54M 0.07%
+49,000
New +$1.66M
EHC icon
315
Encompass Health
EHC
$11.3B
$1.53M 0.07%
+51,286
New +$1.42M
WU icon
316
Western Union
WU
$2.53B
$1.53M 0.07%
+79,600
New +$1.43M
SKX
317
DELISTED
Skechers
SKX
$1.53M 0.07%
50,300
+13,800
+38% +$415K
AIZ icon
318
Assurant
AIZ
$13.9B
$1.53M 0.07%
19,800
+14,800
+296% +$1.12M
FRC
319
DELISTED
First Republic Bank
FRC
$1.51M 0.07%
22,700
+7,000
+45% +$449K
SAFM
320
DELISTED
Sanderson Farms Inc
SAFM
$1.51M 0.07%
16,700
-1,100
-6% -$92.4K
LUMN icon
321
Lumen
LUMN
$6.43B
$1.5M 0.07%
47,100
+9,500
+25% +$266K
SITC icon
322
SITE Centers
SITC
$236M
$1.49M 0.07%
+65,037
New +$1.4M
JOY
323
DELISTED
Joy Global Inc
JOY
$1.48M 0.07%
92,100
+8,200
+10% +$103K
LAMR icon
324
Lamar Advertising Co
LAMR
$16.7B
$1.47M 0.07%
23,900
-2,100
-8% -$120K
STX icon
325
Seagate
STX
$173B
$1.47M 0.07%
+42,600
New +$1.37M
11 12
13
14 15

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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.