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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
ALNY icon
751
Alnylam Pharmaceuticals
ALNY
$32B
– –
-9,300
Closed -$875K
ALV icon
752
Autoliv
ALV
$8.49B
– –
-6,246
Closed -$561K
AMKR icon
753
Amkor Technology
AMKR
$11.5B
– –
-14,200
Closed -$86K
ANET icon
754
Arista Networks
ANET
$249B
– –
-222,400
Closed -$1.08M
AOS icon
755
A.O. Smith
AOS
$7.73B
– –
-33,000
Closed -$1.26M
APTV icon
756
Aptiv
APTV
$9B
– –
-36,900
Closed -$3.16M
ARE icon
757
Alexandria Real Estate Equities
ARE
$9.21B
– –
-4,100
Closed -$370K
ARMK icon
758
Aramark
ARMK
$15.2B
– –
-70,220
Closed -$1.64M
AROC icon
759
Archrock
AROC
$5.44B
– –
-78,700
Closed -$591K
ARR
760
Armour Residential REIT
ARR
$2.1B
– –
-9,160
Closed -$996K
ASB icon
761
Associated Banc-Corp
ASB
$5.62B
– –
-28,700
Closed -$538K
ASRT
762
DELISTED
Assertio
ASRT
– –
-508
Closed -$552K
ATHM icon
763
Autohome
ATHM
$2.46B
– –
-9,600
Closed -$335K
ATI icon
764
ATI
ATI
$25.8B
– –
-108,500
Closed -$1.22M
AVGO icon
765
Broadcom
AVGO
$1.62T
– –
-684,000
Closed -$9.93M
AVT icon
766
Avnet
AVT
$7.61B
– –
-11,000
Closed -$471K
AXS icon
767
AXIS Capital
AXS
$7.27B
– –
-11,300
Closed -$635K
BA icon
768
Boeing
BA
$160B
– –
-15,800
Closed -$2.28M
BABA icon
769
Alibaba
BABA
$267B
– –
-59,300
Closed -$4.82M
BAC icon
770
Bank of America
BAC
$405B
– –
-498,800
Closed -$8.39M
BALL icon
771
Ball Corp
BALL
$16.2B
– –
-56,800
Closed -$2.06M
BFH icon
772
Bread Financial
BFH
$4.14B
– –
-4,010
Closed -$885K
BIDU icon
773
Baidu
BIDU
$30.2B
– –
-110,400
Closed -$20.9M
BMY icon
774
Bristol-Myers Squibb
BMY
$130B
– –
-20,800
Closed -$1.43M
BUD icon
775
AB InBev
BUD
$157B
– –
-81,500
Closed -$10.2M
29 30
31
32 33

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.