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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
(+25%)
Cap. Flow
+$410M
Cap. Flow
% of AUM
19.81%
Top 10 Holdings %
Top 10 Hldgs %
18.74%
Holding
1,064
New
390
Increased
208
Reduced
141
Closed
325
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
SPDR Gold Trust
GLD
|
+$93.8M |
| 2 |
Bausch Health
BHC
|
+$72.6M |
| 3 |
VanEck Gold Miners ETF
GDX
|
+$57.7M |
| 4 |
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
|
+$53.2M |
| 5 |
Mondelez International
MDLZ
|
+$23.6M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
iShares China Large-Cap ETF
FXI
|
+$45.9M |
| 2 |
State Street Energy Select Sector SPDR ETF
XLE
|
+$37M |
| 3 |
Walt Disney
DIS
|
+$31M |
| 4 |
Kinder Morgan
KMI
|
+$22.2M |
| 5 |
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 | |
|---|---|---|---|---|---|---|
651
Dr. Reddy's Laboratories
RDY
$9.85B
| $271K | 0.01% |
+30,000
| New | +$268K |
|
|
VNET
652
VNET Group
VNET
$2.08B
| $271K | 0.01% |
13,600
-49,800
| -79% | -$950K |
|
|
NXGN
653
DELISTED
NextGen Healthcare, Inc. Common Stock
NXGN
| $271K | 0.01% |
+17,800
| New | +$270K |
|
654
Deere & Co
DE
$162B
| $269K | 0.01% |
+3,500
| New | +$274K |
|
655
Genesco
GCO
$429M
| $267K | 0.01% |
+3,700
| New | +$239K |
|
656
Grand Canyon Education
LOPE
$3.98B
| $264K | 0.01% |
+6,200
| New | +$239K |
|
|
CVSA
657
Covista Inc
CVSA
$4.3B
| $262K | 0.01% |
+15,200
| New | +$301K |
|
658
BP
BP
$114B
| $262K | 0.01% |
10,340
-1,426
| -12% | -$36K |
|
659
Teekay
TK
$983M
| $259K | 0.01% |
30,000
-364,700
| -92% | -$2.75M |
|
|
RDC
660
DELISTED
Rowan Companies Plc
RDC
| $259K | 0.01% |
+16,100
| New | +$223K |
|
661
D.R. Horton
DHI
$40.7B
| $256K | 0.01% |
8,500
-67,900
| -89% | -$1.87M |
|
|
AXON
662
Axon Enterprise
AXON
$42.3B
| $255K | 0.01% |
13,000
-6,200
| -32% | -$106K |
|
663
Pan American Silver
PAAS
$18.6B
| $253K | 0.01% |
+23,300
| New | +$200K |
|
664
Baytex Energy
BTE
$3.04B
| $251K | 0.01% |
63,400
-48,300
| -43% | -$127K |
|
665
W&T Offshore
WTI
$515M
| $249K | 0.01% |
+113,800
| New | +$231K |
|
666
REX American Resources
REX
$1.44B
| $238K | 0.01% |
+25,800
| New | +$223K |
|
|
UTEK
667
DELISTED
Ultratech Inc.
UTEK
| $238K | 0.01% |
+10,900
| New | +$215K |
|
668
SM Energy
SM
$7.58B
| $236K | 0.01% |
12,600
-138,800
| -92% | -$1.91M |
|
|
CSII
669
DELISTED
Cardiovascular Systems, Inc.
CSII
| $236K | 0.01% |
+22,800
| New | +$231K |
|
670
Ciena
CIEN
$52.7B
| $235K | 0.01% |
+12,400
| New | +$229K |
|
671
Cencora
COR
$60.7B
| $233K | 0.01% |
+2,700
| New | +$241K |
|
|
WW
672
DELISTED
WW International
WW
| $233K | 0.01% |
16,100
-159,100
| -91% | -$2.16M |
|
|
ANSS
673
DELISTED
Ansys
ANSS
| $232K | 0.01% |
+2,600
| New | +$224K |
|
674
Repligen
RGEN
$7.03B
| $230K | 0.01% |
+8,600
| New | +$210K |
|
|
ALJ
675
DELISTED
Alon USA Energy Inc
ALJ
| $229K | 0.01% |
+22,200
| New | +$251K |
|
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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.