We are live on
!
Find out more
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 | |
|---|---|---|---|---|---|---|
751
Alnylam Pharmaceuticals
ALNY
$27.4B
| – | – |
-9,300
| Closed | -$875K |
|
752
Autoliv
ALV
$9.09B
| – | – |
-6,246
| Closed | -$561K |
|
753
Amkor Technology
AMKR
$12B
| – | – |
-14,200
| Closed | -$86K |
|
754
Arista Networks
ANET
$215B
| – | – |
-222,400
| Closed | -$1.08M |
|
755
A.O. Smith
AOS
$8.24B
| – | – |
-33,000
| Closed | -$1.26M |
|
756
Aptiv
APTV
$12.3B
| – | – |
-36,900
| Closed | -$3.16M |
|
757
Alexandria Real Estate Equities
ARE
$9.15B
| – | – |
-4,100
| Closed | -$370K |
|
758
Aramark
ARMK
$15.1B
| – | – |
-70,220
| Closed | -$1.64M |
|
759
Archrock
AROC
$6.21B
| – | – |
-78,700
| Closed | -$591K |
|
|
ARR
760
Armour Residential REIT
ARR
$2.33B
| – | – |
-9,160
| Closed | -$996K |
|
761
Associated Banc-Corp
ASB
$5.8B
| – | – |
-28,700
| Closed | -$538K |
|
|
ASRT
762
DELISTED
Assertio
ASRT
| – | – |
-508
| Closed | -$552K |
|
763
Autohome
ATHM
$2.63B
| – | – |
-9,600
| Closed | -$335K |
|
764
ATI
ATI
$24.8B
| – | – |
-108,500
| Closed | -$1.22M |
|
765
Broadcom
AVGO
$1.85T
| – | – |
-684,000
| Closed | -$9.93M |
|
766
Avnet
AVT
$7.12B
| – | – |
-11,000
| Closed | -$471K |
|
767
AXIS Capital
AXS
$7.67B
| – | – |
-11,300
| Closed | -$635K |
|
768
Boeing
BA
$175B
| – | – |
-15,800
| Closed | -$2.28M |
|
769
Alibaba
BABA
$279B
| – | – |
-59,300
| Closed | -$4.82M |
|
770
Bank of America
BAC
$433B
| – | – |
-498,800
| Closed | -$8.39M |
|
771
Ball Corp
BALL
$17.4B
| – | – |
-56,800
| Closed | -$2.06M |
|
772
Bread Financial
BFH
$4.47B
| – | – |
-4,010
| Closed | -$885K |
|
773
Baidu
BIDU
$36.5B
| – | – |
-110,400
| Closed | -$20.9M |
|
774
Bristol-Myers Squibb
BMY
$132B
| – | – |
-20,800
| Closed | -$1.43M |
|
775
AB InBev
BUD
$166B
| – | – |
-81,500
| Closed | -$10.2M |
|
Similar funds
MK
TFP
UWPG
FWM
RCIM
TC
NA
GHC
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.