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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
BDN
626
Brandywine Realty Trust
BDN
$525M
$317K 0.02%
+22,600
New +$289K
RLYP
627
DELISTED
RELYPSA INC COM
RLYP
$317K 0.02%
+23,400
New +$398K
ENLC
628
DELISTED
ENLINK MIDSTREAM, LLC
ENLC
$312K 0.02%
+27,800
New +$299K
ILF icon
629
iShares Latin America 40 ETF
ILF
$3.85B
$311K 0.02%
+12,400
New +$266K
JBHT icon
630
JB Hunt Transport Services
JBHT
$25.3B
$311K 0.02%
+3,700
New +$280K
CIVI
631
DELISTED
Civitas Resources
CIVI
$307K 0.01%
1,733
+978
+130% +$259K
OTEX icon
632
Open Text
OTEX
$6.15B
$305K 0.01%
+11,800
New +$284K
CDP icon
633
COPT Defense Properties
CDP
$4.35B
$301K 0.01%
+11,500
New +$266K
KKD
634
DELISTED
KRISPY KREME DOUGHNUTS INC
KKD
$300K 0.01%
+19,300
New +$280K
INVA icon
635
Innoviva
INVA
$1.57B
$299K 0.01%
+23,800
New +$261K
TCO
636
DELISTED
Taubman Centers Inc.
TCO
$299K 0.01%
+4,200
New +$298K
AVTA
637
DELISTED
Avantax, Inc. Common Stock
AVTA
$298K 0.01%
+57,800
New +$406K
GLOG
638
DELISTED
GASLOG LTD
GLOG
$294K 0.01%
30,200
-7,900
-21% -$68K
BCRX icon
639
BioCryst Pharmaceuticals
BCRX
$2.35B
$293K 0.01%
+103,800
New +$460K
IRBT
640
DELISTED
iRobot
IRBT
$289K 0.01%
8,200
-19,300
-70% -$628K
HIBB
641
DELISTED
Hibbett, Inc. Common Stock
HIBB
$287K 0.01%
+8,000
New +$267K
OMER icon
642
Omeros
OMER
$863M
$286K 0.01%
+18,700
New +$227K
VRTX icon
643
Vertex Pharmaceuticals
VRTX
$122B
$286K 0.01%
+3,600
New +$326K
YPF icon
644
YPF
YPF
$20.4B
$286K 0.01%
+16,000
New +$265K
AMX icon
645
America Movil
AMX
$76B
$285K 0.01%
+18,400
New +$254K
RVTY icon
646
Revvity
RVTY
$12.7B
$281K 0.01%
5,700
-7,400
-56% -$353K
CVA
647
DELISTED
Covanta Holding Corporation
CVA
$278K 0.01%
16,500
+5,000
+43% +$73.8K
IT icon
648
Gartner
IT
$10.2B
$276K 0.01%
3,100
-3,000
-49% -$254K
CEMP
649
DELISTED
Cempra, Inc.
CEMP
$275K 0.01%
15,700
-7,500
-32% -$136K
EPAC icon
650
Enerpac Tool Group
EPAC
$1.86B
$274K 0.01%
+11,100
New +$256K
24 25
26
27 28

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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.