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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
ARIA
501
DELISTED
Ariad Pharmaceuticals Inc
ARIA
$636K 0.03%
99,600
+39,500
+66% +$221K
MMS icon
502
Maximus
MMS
$3.19B
$631K 0.03%
+12,000
New +$612K
TAL icon
503
TAL Education Group
TAL
$6.85B
$630K 0.03%
+76,200
New +$609K
PHH
504
DELISTED
PHH Corporation
PHH
$624K 0.03%
+49,800
New +$596K
NE
505
DELISTED
Noble Corporation
NE
$622K 0.03%
+60,100
New +$545K
CVG
506
DELISTED
Convergys
CVG
$622K 0.03%
22,400
+11,300
+102% +$283K
ITRI icon
507
Itron
ITRI
$4.33B
$617K 0.03%
+14,800
New +$547K
ICPT
508
DELISTED
Intercept Pharmaceuticals, Inc.
ICPT
$616K 0.03%
+4,800
New +$567K
HL icon
509
Hecla Mining
HL
$10B
$614K 0.03%
221,200
+185,400
+518% +$419K
HIW icon
510
Highwoods Properties
HIW
$3.73B
$611K 0.03%
12,800
+1,700
+15% +$74.2K
HZNP
511
DELISTED
Horizon Therapeutics Public Limited Company Ordinary Shares
HZNP
$609K 0.03%
+36,800
New +$644K
ACH
512
Accendra Health
ACH
$256M
$606K 0.03%
15,000
-11,900
-44% -$443K
OLED icon
513
Universal Display
OLED
$3.76B
$600K 0.03%
11,100
+200
+2% +$9.78K
ZBRA icon
514
Zebra Technologies
ZBRA
$13.7B
$600K 0.03%
8,700
-28,300
-76% -$1.77M
NG icon
515
NovaGold Resources
NG
$2.66B
$594K 0.03%
118,000
+16,600
+16% +$76.4K
RGLD icon
516
Royal Gold
RGLD
$17.2B
$594K 0.03%
+11,600
New +$473K
TGNA
517
DELISTED
TEGNA Inc
TGNA
$591K 0.03%
39,375
+625
+2% +$9.49K
STNG icon
518
Scorpio Tankers
STNG
$3.76B
$589K 0.03%
+10,120
New +$600K
RMBS icon
519
Rambus
RMBS
$9.72B
$585K 0.03%
+42,600
New +$528K
AMCX icon
520
AMC Global Media
AMCX
$427M
$584K 0.03%
9,000
-36,500
-80% -$2.5M
SRC
521
DELISTED
SPIRIT REALTY CAPITAL, INC.
SRC
$581K 0.03%
+11,529
New +$538K
PDS
522
Precision Drilling
PDS
$979M
$571K 0.03%
6,805
+5,760
+551% +$411K
TWO
523
Two Harbors Investment
TWO
$1.27B
$571K 0.03%
+9,000
New +$557K
MDRX
524
DELISTED
Veradigm Inc. Common Stock
MDRX
$568K 0.03%
43,000
-26,200
-38% -$344K
HALO icon
525
Halozyme
HALO
$9.88B
$562K 0.03%
+59,400
New +$559K
19 20
21
22 23

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FWM
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RCIM
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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.