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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
MOH icon
451
Molina Healthcare
MOH
$10.2B
$786K 0.04%
+12,200
New +$724K
VAR
452
DELISTED
Varian Medical Systems, Inc.
VAR
$784K 0.04%
+11,176
New +$759K
VSI
453
DELISTED
Vitamin Shoppe Inc.
VSI
$780K 0.04%
+25,200
New +$757K
DRE
454
DELISTED
Duke Realty Corp.
DRE
$779K 0.04%
34,600
-27,300
-44% -$561K
MGM icon
455
MGM Resorts International
MGM
$11.7B
$778K 0.04%
36,300
-21,500
-37% -$425K
THC icon
456
Tenet Healthcare
THC
$20.3B
$778K 0.04%
+26,900
New +$700K
ALLY icon
457
Ally Financial
ALLY
$13.2B
$775K 0.04%
+41,400
New +$713K
CELG
458
DELISTED
Celgene Corp
CELG
$770K 0.04%
7,700
-37,300
-83% -$3.84M
SSYS icon
459
Stratasys
SSYS
$697M
$769K 0.04%
29,700
+12,100
+69% +$247K
VOYA icon
460
Voya Financial
VOYA
$9.09B
$768K 0.04%
+25,800
New +$781K
FINL
461
DELISTED
Finish Line
FINL
$761K 0.04%
+36,100
New +$668K
VMC icon
462
Vulcan Materials
VMC
$35.1B
$760K 0.04%
+7,200
New +$682K
SHO icon
463
Sunstone Hotel Investors
SHO
$2.18B
$756K 0.04%
+54,000
New +$665K
WIN
464
DELISTED
Windstream Holdings Inc
WIN
$756K 0.04%
19,700
+10,480
+114% +$340K
FMC icon
465
FMC
FMC
$1.48B
$754K 0.04%
+21,561
New +$699K
NSR
466
DELISTED
Neustar Inc
NSR
$750K 0.04%
+30,500
New +$729K
AMD icon
467
Advanced Micro Devices
AMD
$791B
$745K 0.04%
261,600
+211,300
+420% +$480K
RES icon
468
RPC Inc
RES
$1.2B
$740K 0.04%
+52,200
New +$662K
HOUS
469
DELISTED
Anywhere Real Estate
HOUS
$733K 0.04%
+20,300
New +$664K
DYN
470
DELISTED
Dynegy, Inc.
DYN
$732K 0.04%
51,000
-117,700
-70% -$1.34M
CENX icon
471
Century Aluminum
CENX
$4.44B
$728K 0.04%
103,300
+64,400
+166% +$357K
TSM icon
472
TSMC
TSM
$2.09T
$728K 0.04%
+27,800
New +$650K
VEEV icon
473
Veeva Systems
VEEV
$32.7B
$723K 0.03%
+28,900
New +$708K
STRZA
474
DELISTED
Starz - Series A
STRZA
$718K 0.03%
+27,300
New +$748K
SSTK icon
475
Shutterstock
SSTK
$198M
$701K 0.03%
+19,100
New +$618K
17 18
19
20 21

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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.