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QIM

Quantitative Investment Management Portfolio holdings

AUM $917M
1-Year Est. Return 3.96%
This Fund
S&P 500
This Quarter Est. Return
+3.55%
1 Year Est. Return
-3.96%
3 Year Est. Return
+24.59%
5 Year Est. Return
+12.41%
10 Year Est. Return
+164.05%
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 Miscellaneous 18.35%
2 Consumer Discretionary 15.27%
3 Healthcare 13.42%
4 Consumer Staples 9.51%
5 Technology 9.03%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
MOS icon
276
The Mosaic Company
MOS
$8.09B
$1.84M 0.09%
68,000
-6,100
-8% -$159K
GFI icon
277
Gold Fields
GFI
$38.2B
$1.83M 0.09%
+464,600
New +$1.74M
TRCO
278
DELISTED
TRIBUNE MEDIA COMPANY CLASS A
TRCO
$1.82M 0.09%
47,600
+41,000
+621% +$1.38M
VRNT
279
DELISTED
Verint Systems
VRNT
$1.81M 0.09%
+106,787
New +$1.95M
DATA
280
DELISTED
Tableau Software, Inc.
DATA
$1.81M 0.09%
+39,500
New +$2.29M
BCS icon
281
Barclays
BCS
$85.2B
$1.8M 0.09%
+222,553
New +$2.07M
EW icon
282
Edwards Lifesciences
EW
$49.4B
$1.78M 0.09%
60,600
+51,000
+531% +$1.41M
MKC icon
283
McCormick & Company Non-Voting
MKC
$13.4B
$1.78M 0.09%
35,800
+9,400
+36% +$422K
CA
284
DELISTED
CA, Inc.
CA
$1.78M 0.09%
57,800
-24,100
-29% -$692K
PRKS icon
285
United Parks & Resorts
PRKS
$1.63B
$1.75M 0.08%
+83,100
New +$1.55M
LCI
286
DELISTED
Lannett Company, Inc.
LCI
$1.73M 0.08%
+24,175
New +$2.56M
INGR icon
287
Ingredion
INGR
$6.25B
$1.73M 0.08%
16,200
+12,500
+338% +$1.25M
WFM
288
DELISTED
Whole Foods Market Inc
WFM
$1.73M 0.08%
55,600
+45,900
+473% +$1.44M
SWBI icon
289
Smith & Wesson
SWBI
$587M
$1.72M 0.08%
84,305
-73,636
-47% -$1.37M
ASHR icon
290
Xtrackers Harvest CSI 300 China A-Shares ETF
ASHR
$1.5B
$1.72M 0.08%
70,000
+12,400
+22% +$288K
BIIB icon
291
Biogen
BIIB
$31.9B
$1.72M 0.08%
6,600
-10,600
-62% -$2.8M
ED icon
292
Consolidated Edison
ED
$38.9B
$1.71M 0.08%
+22,300
New +$1.58M
BB icon
293
BlackBerry
BB
$4.57B
$1.71M 0.08%
210,800
+41,500
+25% +$311K
MLCO icon
294
Melco Resorts & Entertainment
MLCO
$1.76B
$1.7M 0.08%
+103,000
New +$1.56M
CUBE icon
295
CubeSmart
CUBE
$8.99B
$1.7M 0.08%
51,000
-9,300
-15% -$286K
MKTX icon
296
MarketAxess Holdings
MKTX
$5.75B
$1.7M 0.08%
13,600
+100
+0.7% +$11.4K
SJM icon
297
J.M. Smucker
SJM
$13B
$1.69M 0.08%
13,000
-19,200
-60% -$2.42M
MAA icon
298
Mid-America Apartment Communities
MAA
$14.4B
$1.69M 0.08%
16,500
+12,800
+346% +$1.19M
FE icon
299
FirstEnergy
FE
$26.2B
$1.65M 0.08%
46,000
-25,600
-36% -$861K
ATVI
300
DELISTED
Activision Blizzard
ATVI
$1.64M 0.08%
+48,400
New +$1.59M
10 11
12
13 14

Similar funds

HIC
Harvey Investment Company Louisville, Kentucky $918M AUM 14.93% 1-Year Est. Return
AGAM
Avalon Global Asset Management San Francisco, California $917M AUM 87.67% 1-Year Est. Return
RFA
RTD Financial Advisors Philadelphia, Pennsylvania $917M AUM 19.69% 1-Year Est. Return
SPG
Strategic Planning Group Bountiful, Utah $918M AUM 37.38% 1-Year Est. Return
TCM
Twin Capital Management Mcmurray, Pennsylvania $916M AUM 43.28% 1-Year Est. Return
DLP
De Lisle Partners Poole, United Kingdom $916M AUM 54.05% 1-Year Est. Return
SIC
SJS Investment Consulting Sylvania, Ohio $919M AUM 23.4% 1-Year Est. Return
GC
Greenvale Capital London, United Kingdom $916M AUM 32.73% 1-Year Est. Return

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 Miscellaneous at 18% of assets, down from 18% a quarter earlier, followed by Consumer Discretionary and Healthcare.

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.