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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
RBBN icon
701
Ribbon Communications
RBBN
$373M
$198K 0.01%
+26,300
New +$176K
FLG
702
Flagstar Bank National Association
FLG
$5.94B
$198K 0.01%
+4,167
New +$193K
MFIC icon
703
MidCap Financial Investment
MFIC
$796M
$196K 0.01%
+11,800
New +$182K
JMEI
704
DELISTED
Jumei International Holding Limited American depositary shares, each representing ten Class A ordina
JMEI
$196K 0.01%
+3,020
New +$195K
TTPH
705
DELISTED
Tetraphase Pharmaceuticals, Inc.
TTPH
$191K 0.01%
+2,070
New +$207K
SVU
706
DELISTED
SUPERVALU Inc.
SVU
$188K 0.01%
+4,686
New +$167K
UPBD icon
707
Upbound Group
UPBD
$1.17B
$183K 0.01%
11,600
-9,900
-46% -$132K
RICE
708
DELISTED
Rice Energy Inc.
RICE
$181K 0.01%
13,000
-38,800
-75% -$404K
MWW
709
DELISTED
Monster Worldwide Inc
MWW
$181K 0.01%
55,600
+44,100
+383% +$172K
BPT
710
DELISTED
BP Prudhoe Bay Royalty Trust
BPT
$179K 0.01%
12,700
-16,000
-56% -$373K
IMGN
711
DELISTED
Immunogen Inc
IMGN
$176K 0.01%
+20,700
New +$175K
ACAS
712
DELISTED
American Capital Ltd
ACAS
$176K 0.01%
11,600
-36,400
-76% -$507K
SN
713
DELISTED
Sanchez Energy Corporation
SN
$174K 0.01%
31,700
-33,600
-51% -$130K
ACTG icon
714
Acacia Research
ACTG
$426M
$173K 0.01%
45,800
+31,500
+220% +$116K
SHLD
715
DELISTED
Sears Holding Corporation
SHLD
$160K 0.01%
10,500
-5,100
-33% -$86.5K
ONIT
716
Onity Group
ONIT
$315M
$158K 0.01%
4,280
-1,007
-19% -$69.1K
INFI
717
DELISTED
Infinity Pharmaceuticals, Inc.
INFI
$158K 0.01%
+30,100
New +$184K
ALTO icon
718
Alto Ingredients
ALTO
$358M
$156K 0.01%
+33,400
New +$131K
AFOP
719
DELISTED
Alliance Fiber Optic Prod Inc
AFOP
$149K 0.01%
+10,100
New +$140K
BAS
720
DELISTED
Basis Energy Services, Inc.
BAS
$139K 0.01%
89
+37
+71% +$48.2K
SPPI
721
DELISTED
Spectrum Pharmaceuticals Inc
SPPI
$134K 0.01%
+21,200
New +$109K
MWA icon
722
Mueller Water Products
MWA
$3.9B
$133K 0.01%
+13,500
New +$115K
RMTI icon
723
Rockwell Medical
RMTI
$28M
$132K 0.01%
+160
New +$126K
TPST icon
724
Tempest Therapeutics
TPST
$13.8M
$130K 0.01%
+5
New +$106K
SGY
725
DELISTED
Stone Energy
SGY
$126K 0.01%
2,828
+2,230
+373% +$288K
27 28
29
30 31

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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.