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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
MTSI icon
551
MACOM Technology Solutions
MTSI
$19B
$499K 0.02%
+11,400
New +$447K
SAVE
552
DELISTED
Spirit Airlines, Inc.
SAVE
$494K 0.02%
+10,300
New +$461K
LXK
553
DELISTED
Lexmark Intl Inc
LXK
$494K 0.02%
+14,800
New +$437K
CW icon
554
Curtiss-Wright
CW
$26.5B
$491K 0.02%
+6,500
New +$451K
TCBI icon
555
Texas Capital Bancshares
TCBI
$4.29B
$491K 0.02%
12,800
+8,400
+191% +$311K
FNF icon
556
Fidelity National Financial
FNF
$14B
$484K 0.02%
+20,598
New +$461K
FLTX
557
DELISTED
Fleetmatics Group PLC
FLTX
$484K 0.02%
+11,900
New +$492K
TECD
558
DELISTED
Tech Data Corp
TECD
$483K 0.02%
6,300
+1,000
+19% +$68.6K
ICLR icon
559
Icon
ICLR
$12.8B
$480K 0.02%
6,400
+3,500
+121% +$245K
GLNG icon
560
Golar LNG
GLNG
$4.91B
$479K 0.02%
26,700
-71,200
-73% -$1.22M
WAGE
561
DELISTED
WageWorks, Inc.
WAGE
$475K 0.02%
+9,400
New +$422K
PSEC icon
562
Prospect Capital
PSEC
$1.08B
$474K 0.02%
+65,300
New +$434K
HRB icon
563
H&R Block
HRB
$5.61B
$470K 0.02%
+17,800
New +$559K
MFA
564
MFA Financial
MFA
$935M
$467K 0.02%
+17,075
New +$448K
FAST icon
565
Fastenal
FAST
$53.5B
$465K 0.02%
38,000
-90,400
-70% -$983K
LLL
566
DELISTED
L3 Technologies, Inc.
LLL
$462K 0.02%
3,900
-10,100
-72% -$1.18M
NSM
567
DELISTED
Nationstar Mortgage Holdings
NSM
$460K 0.02%
46,500
-400
-0.9% -$4.26K
NAVI icon
568
Navient
NAVI
$794M
$451K 0.02%
+37,700
New +$392K
TSL
569
DELISTED
Trina Solar Limited
TSL
$450K 0.02%
45,300
-36,700
-45% -$364K
CB icon
570
Chubb
CB
$135B
$440K 0.02%
3,700
-5,300
-59% -$609K
BOBE
571
DELISTED
Bob Evans Farms, Inc.
BOBE
$438K 0.02%
+9,400
New +$397K
CONN
572
DELISTED
Conn's Inc.
CONN
$434K 0.02%
+34,900
New +$552K
MSTR icon
573
Strategy Inc
MSTR
$35.7B
$431K 0.02%
+24,000
New +$389K
FNFG
574
DELISTED
FIRST NIAGARA FINANCIAL GROUP INC
FNFG
$428K 0.02%
44,300
+27,200
+159% +$263K
CPHD
575
DELISTED
Cepheid Inc
CPHD
$427K 0.02%
+12,800
New +$402K
21 22
23
24 25

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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.