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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 | |
|---|---|---|---|---|---|---|
726
Vanda Pharmaceuticals
VNDA
$312M
| $119K | 0.01% |
+14,300
| New | +$117K |
|
|
VTLE
727
DELISTED
Vital Energy
VTLE
| $118K | 0.01% |
745
-2,165
| -74% | -$294K |
|
|
TUES
728
DELISTED
Tuesday Morning Corp
TUES
| $107K | 0.01% |
13,200
-12,600
| -49% | -$82.6K |
|
729
Northern Oil and Gas
NOG
$2.27B
| $97K | ﹤0.01% |
+2,440
| New | +$83.1K |
|
|
MTOR
730
DELISTED
MERITOR, Inc.
MTOR
| $89K | ﹤0.01% |
+11,100
| New | +$80.8K |
|
731
Nokia
NOK
$50.7B
| $88K | ﹤0.01% |
+14,900
| New | +$95.4K |
|
732
PTC Therapeutics
PTCT
$6.26B
| $88K | ﹤0.01% |
+13,800
| New | +$240K |
|
733
Plug Power
PLUG
$2.92B
| $73K | ﹤0.01% |
35,900
-17,800
| -33% | -$33.4K |
|
|
DNR
734
DELISTED
Denbury Resources, Inc.
DNR
| $68K | ﹤0.01% |
30,700
-262,000
| -90% | -$436K |
|
|
NWBO
735
DELISTED
Northwest Biotherapeutics, Inc. Common stock
NWBO
| $62K | ﹤0.01% |
42,700
+19,700
| +86% | +$38.9K |
|
|
ARRY
736
DELISTED
Array Biopharma Inc
ARRY
| $47K | ﹤0.01% |
+16,000
| New | +$47.9K |
|
737
Comstock Resources
CRK
$3.73B
| $46K | ﹤0.01% |
+12,180
| New | +$68.1K |
|
|
VIVS
738
VivoSim Labs
VIVS
$1.35M
| $46K | ﹤0.01% |
+89
| New | +$45.2K |
|
|
ERF
739
DELISTED
Enerplus Corporation
ERF
| $39K | ﹤0.01% |
10,100
-44,300
| -81% | -$137K |
|
740
Agilent Technologies
A
$39.2B
| – | – |
-71,200
| Closed | -$2.98M |
|
741
Advance Auto Parts
AAP
$3.39B
| – | – |
-8,300
| Closed | -$1.25M |
|
742
Abbott
ABT
$183B
| – | – |
-78,600
| Closed | -$3.53M |
|
743
Arch Capital
ACGL
$34.5B
| – | – |
-100,200
| Closed | -$2.33M |
|
744
ACI Worldwide
ACIW
$5.86B
| – | – |
-10,700
| Closed | -$228K |
|
745
Analog Devices
ADI
$179B
| – | – |
-17,100
| Closed | -$945K |
|
746
Automatic Data Processing
ADP
$105B
| – | – |
-25,600
| Closed | -$2.17M |
|
747
Autodesk
ADSK
$49.6B
| – | – |
-37,400
| Closed | -$2.28M |
|
748
Ameren
AEE
$30.1B
| – | – |
-57,200
| Closed | -$2.47M |
|
749
First Majestic Silver
AG
$7.75B
| – | – |
-40,400
| Closed | -$132K |
|
750
Allegiant Air
ALGT
$2.66B
| – | – |
-2,500
| Closed | -$419K |
|
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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.