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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
BSFT
1026
DELISTED
BroadSoft, Inc.
BSFT
– –
-7,200
Closed -$254K
POT
1027
DELISTED
Potash Corp Of Saskatchewan
POT
– –
-186,500
Closed -$3.19M
VALE.P
1028
DELISTED
Vale S A
VALE.P
– –
-241,200
Closed -$615K
DFT
1029
DELISTED
DuPont Fabros Technology Inc.
DFT
– –
-21,000
Closed -$667K
PWE
1030
DELISTED
Penn West Energy Petroleum Ltd
PWE
– –
-119,600
Closed -$100K
CIE
1031
DELISTED
Cobalt International Energy, Inc
CIE
– –
-2,840
Closed -$230K
VAL
1032
DELISTED
Valspar
VAL
– –
-17,700
Closed -$1.47M
LLTC
1033
DELISTED
Linear Technology Corp
LLTC
– –
-22,800
Closed -$968K
APOL
1034
DELISTED
Apollo Education Group Inc Class A
APOL
– –
-23,900
Closed -$183K
IM
1035
DELISTED
Ingram Micro
IM
– –
-30,800
Closed -$935K
ITC
1036
DELISTED
ITC HOLDINGS CORP
ITC
– –
-42,700
Closed -$1.68M
ADT
1037
DELISTED
ADT Corp
ADT
– –
-17,500
Closed -$577K
MHFI
1038
DELISTED
MCGRAW-HILL FINANCIAL INC COM
MHFI
– –
-17,500
Closed -$1.73M
SUNE
1039
DELISTED
SUNEDISON, INC COM
SUNE
– –
-1,065,900
Closed -$5.42M
HNT
1040
DELISTED
HEALTH NET INC
HNT
– –
-47,800
Closed -$3.27M
PRE
1041
DELISTED
PARTNERRE LTD
PRE
– –
-2,600
Closed -$363K
DMND
1042
DELISTED
DIAMOND FOODS, INC.
DMND
– –
-22,100
Closed -$851K
SIRO
1043
DELISTED
SIRONA DENTAL SYSTEMS INC COM STK
SIRO
– –
-4,100
Closed -$449K
PCL
1044
DELISTED
PLUM CREEK TIMBER CO (REIT)
PCL
– –
-52,100
Closed -$2.49M
BRCM
1045
DELISTED
BROADCOM CORP CL-A
BRCM
– –
-356,200
Closed -$20.6M
TW
1046
DELISTED
TOWERS WATSON & CO COM STK CL A (DE)
TW
– –
-3,000
Closed -$385K
XL
1047
DELISTED
XL Group Ltd.
XL
– –
-66,800
Closed -$2.62M
EXXI
1048
DELISTED
ENERGY XXI LTD COM SHS
EXXI
– –
-90,300
Closed -$91K
SIVB
1049
DELISTED
SVB Financial Group
SIVB
– –
-4,600
Closed -$546K
MBT
1050
DELISTED
Mobile TeleSystems Public Joint Stock Company American Depositary Shares (Each representing 2 Shares
MBT
– –
-85,400
Closed -$527K
39 40 41
42
43

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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.