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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
MRVL icon
476
Marvell Technology
MRVL
$165B
$697K 0.03%
67,700
-500
-0.7% -$4.61K
PWR icon
477
Quanta Services
PWR
$98.7B
$697K 0.03%
+30,900
New +$612K
AN icon
478
AutoNation
AN
$7.18B
$695K 0.03%
+14,900
New +$722K
BBD icon
479
Banco Bradesco
BBD
$37.9B
$694K 0.03%
+198,131
New +$516K
BRKR icon
480
Bruker
BRKR
$9.79B
$694K 0.03%
+24,800
New +$618K
ES icon
481
Eversource Energy
ES
$27.8B
$694K 0.03%
11,900
-23,400
-66% -$1.28M
BIG
482
DELISTED
Big Lots, Inc.
BIG
$688K 0.03%
+15,200
New +$609K
INO icon
483
Inovio Pharmaceuticals
INO
$54M
$683K 0.03%
+6,542
New +$505K
HRC
484
DELISTED
HILL-ROM HOLDINGS, INC.
HRC
$679K 0.03%
+13,500
New +$637K
TRV icon
485
Travelers Companies
TRV
$78.4B
$676K 0.03%
5,800
-29,600
-84% -$3.23M
VSAT icon
486
Viasat
VSAT
$10.7B
$676K 0.03%
+9,200
New +$612K
BYD icon
487
Boyd Gaming
BYD
$6.47B
$671K 0.03%
32,500
-18,900
-37% -$334K
SCI icon
488
Service Corp International
SCI
$11.7B
$671K 0.03%
+27,200
New +$644K
QVCGA
489
DELISTED
QVC Group Inc Series A
QVCGA
$659K 0.03%
+538
New +$656K
AKS
490
DELISTED
AK Steel Holding Corp
AKS
$659K 0.03%
159,700
+65,300
+69% +$187K
CPA icon
491
Copa Holdings
CPA
$5.8B
$657K 0.03%
+9,700
New +$544K
ICON
492
DELISTED
Iconix Brand Group, Inc.
ICON
$656K 0.03%
8,160
+930
+13% +$67.4K
ENTA icon
493
Enanta Pharmaceuticals
ENTA
$378M
$654K 0.03%
+22,300
New +$621K
FNV icon
494
Franco-Nevada
FNV
$42.7B
$650K 0.03%
+10,600
New +$569K
FSLR icon
495
First Solar
FSLR
$22.1B
$650K 0.03%
9,500
-74,000
-89% -$4.96M
CNP icon
496
CenterPoint Energy
CNP
$27.8B
$648K 0.03%
+31,000
New +$585K
BWXT icon
497
BWX Technologies
BWXT
$15.2B
$647K 0.03%
+19,300
New +$596K
DECK icon
498
Deckers Outdoor
DECK
$13.6B
$647K 0.03%
+64,800
New +$560K
SBGI icon
499
Sinclair Inc
SBGI
$994M
$642K 0.03%
20,900
-25,300
-55% -$777K
ESI icon
500
Element Solutions
ESI
$8.68B
$637K 0.03%
+74,100
New +$584K
18 19
20
21 22

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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.