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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 | |
|---|---|---|---|---|---|---|
|
HOS
676
DELISTED
Hornbeck Offshore Services, Inc.
HOS
| $228K | 0.01% |
23,000
-22,800
| -50% | -$191K |
|
677
Charles River Laboratories
CRL
$11.3B
| $227K | 0.01% |
+3,000
| New | +$222K |
|
678
World Acceptance Corp
WRLD
$840M
| $227K | 0.01% |
+6,000
| New | +$212K |
|
679
Huntsman Corp
HUN
$2.12B
| $226K | 0.01% |
+17,000
| New | +$176K |
|
680
Jack in the Box
JACK
$312M
| $223K | 0.01% |
+3,500
| New | +$246K |
|
681
Anika Therapeutics
ANIK
$240M
| $219K | 0.01% |
+4,900
| New | +$199K |
|
|
CST
682
DELISTED
CST Brands, Inc.
CST
| $218K | 0.01% |
+5,700
| New | +$209K |
|
|
SSI
683
DELISTED
Stage Stores Inc
SSI
| $217K | 0.01% |
+27,000
| New | +$217K |
|
684
Intrepid Potash
IPI
$474M
| $216K | 0.01% |
19,530
+8,740
| +81% | +$158K |
|
|
DNB
685
DELISTED
Dun & Bradstreet
DNB
| $216K | 0.01% |
2,100
-1,700
| -45% | -$165K |
|
686
Ovintiv
OVV
$17B
| $213K | 0.01% |
7,020
-104,540
| -94% | -$2.41M |
|
687
Worthington Enterprises
WOR
$2.74B
| $213K | 0.01% |
9,732
-2,433
| -20% | -$46.5K |
|
|
BNFT
688
DELISTED
Benefitfocus, Inc.
BNFT
| $213K | 0.01% |
+6,400
| New | +$191K |
|
|
AEGR
689
DELISTED
Aegerion Pharmaceuticals
AEGR
| $210K | 0.01% |
+56,900
| New | +$352K |
|
690
Angi Inc
ANGI
$229M
| $209K | 0.01% |
2,600
-4,050
| -61% | -$350K |
|
|
ATW
691
DELISTED
Atwood Oceanics
ATW
| $209K | 0.01% |
22,900
-57,200
| -71% | -$432K |
|
692
Semtech
SMTC
$10.7B
| $208K | 0.01% |
+9,500
| New | +$183K |
|
|
SFLY
693
DELISTED
Shutterfly, Inc.
SFLY
| $208K | 0.01% |
+4,500
| New | +$192K |
|
694
Travere Therapeutics
TVTX
$5.33B
| $207K | 0.01% |
+15,200
| New | +$231K |
|
695
Vishay Intertechnology
VSH
$5.18B
| $207K | 0.01% |
+17,000
| New | +$195K |
|
|
KS
696
DELISTED
KapStone Paper and Pack Corp.
KS
| $206K | 0.01% |
+14,900
| New | +$202K |
|
697
Banco Bilbao Vizcaya Argentaria
BBVA
$152B
| $203K | 0.01% |
31,778
+12,734
| +67% | +$80.8K |
|
|
KND
698
DELISTED
Kindred Healthcare
KND
| $200K | 0.01% |
+16,200
| New | +$168K |
|
|
XONE
699
DELISTED
The ExOne Company
XONE
| $199K | 0.01% |
+15,200
| New | +$145K |
|
700
Helix Energy Solutions
HLX
$1.36B
| $198K | 0.01% |
+35,500
| New | +$150K |
|
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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.