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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
AEIS icon
526
Advanced Energy
AEIS
$11B
$560K 0.03%
+16,100
New +$471K
NBIX icon
527
Neurocrine Biosciences
NBIX
$18.7B
$557K 0.03%
14,100
+8,600
+156% +$341K
CMPR icon
528
Cimpress
CMPR
$2.29B
$553K 0.03%
6,100
-2,300
-27% -$189K
DWA
529
DELISTED
DREAMWORKS ANIMATION SKG INC CL-A
DWA
$551K 0.03%
+22,100
New +$543K
CSTE icon
530
Caesarstone
CSTE
$71.6M
$549K 0.03%
+16,000
New +$571K
CXT icon
531
Crane NXT
CXT
$2.97B
$543K 0.03%
+29,078
New +$496K
DLX icon
532
Deluxe
DLX
$1.19B
$543K 0.03%
+8,700
New +$485K
NAT icon
533
Nordic American Tanker
NAT
$1.41B
$542K 0.03%
38,808
-4,536
-10% -$60.4K
SRE icon
534
Sempra
SRE
$58.6B
$541K 0.03%
+10,400
New +$501K
BR icon
535
Broadridge
BR
$17.9B
$539K 0.03%
+9,100
New +$496K
KLAC icon
536
KLA
KLAC
$236B
$538K 0.03%
+74,000
New +$498K
JKS
537
JinkoSolar
JKS
$777M
$537K 0.03%
25,700
+2,900
+13% +$62.3K
CLVS
538
DELISTED
Clovis Oncology, Inc.
CLVS
$537K 0.03%
+28,000
New +$593K
ARRS
539
DELISTED
ARRIS International plc Ordinary Shares
ARRS
$534K 0.03%
23,300
-14,100
-38% -$345K
BTU
540
DELISTED
PEABODY ENERGY CORP COM STK NEW (DE)
BTU
$534K 0.03%
230,200
+156,400
+212% +$581K
AGNC icon
541
AGNC Investment
AGNC
$12.7B
$525K 0.03%
+28,200
New +$501K
CAKE icon
542
Cheesecake Factory
CAKE
$5.03B
$525K 0.03%
+9,900
New +$490K
TDC icon
543
Teradata
TDC
$2.88B
$524K 0.03%
+20,000
New +$495K
DOV icon
544
Dover
DOV
$27.5B
$521K 0.03%
+10,028
New +$486K
TGI
545
DELISTED
Triumph Group
TGI
$516K 0.02%
+16,400
New +$498K
NLY icon
546
Annaly Capital Management
NLY
$17.4B
$515K 0.02%
+12,550
New +$492K
CBOE icon
547
Cboe Global Markets
CBOE
$31B
$509K 0.02%
+7,800
New +$497K
GNW icon
548
Genworth Financial
GNW
$3.81B
$509K 0.02%
+186,700
New +$473K
S
549
DELISTED
Sprint Corporation
S
$508K 0.02%
+146,200
New +$467K
AMAG
550
DELISTED
AMAG Pharmaceuticals
AMAG
$507K 0.02%
21,700
-5,400
-20% -$128K
20 21
22
23 24

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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.