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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 | |
|---|---|---|---|---|---|---|
776
Compañía de Minas Buenaventura
BVN
$8.09B
| – | – |
-80,400
| Closed | -$344K |
|
777
BorgWarner
BWA
$13.2B
| – | – |
-9,202
| Closed | -$350K |
|
778
CACI
CACI
$10.5B
| – | – |
-6,800
| Closed | -$630K |
|
779
Crown Holdings
CCK
$12.9B
| – | – |
-8,300
| Closed | -$420K |
|
780
Coeur Mining
CDE
$15.9B
| – | – |
-42,500
| Closed | -$105K |
|
781
CDW
CDW
$18.6B
| – | – |
-15,900
| Closed | -$668K |
|
782
Celanese
CE
$4.91B
| – | – |
-15,900
| Closed | -$1.07M |
|
783
Cullen/Frost Bankers
CFR
$10.3B
| – | – |
-24,100
| Closed | -$1.45M |
|
784
Chord Energy
CHRD
$7.78B
| – | – |
-315,600
| Closed | -$2.33M |
|
785
Cincinnati Financial
CINF
$26.8B
| – | – |
-32,900
| Closed | -$1.95M |
|
786
Clean Energy Fuels
CLNE
$425M
| – | – |
-35,000
| Closed | -$126K |
|
|
CMA
787
DELISTED
Comerica
CMA
| – | – |
-29,400
| Closed | -$1.23M |
|
788
CMS Energy
CMS
$22.7B
| – | – |
-46,700
| Closed | -$1.68M |
|
789
ConocoPhillips
COP
$145B
| – | – |
-115,400
| Closed | -$5.39M |
|
790
Costco
COST
$423B
| – | – |
-18,900
| Closed | -$3.05M |
|
791
Campbell Soup
CPB
$6.58B
| – | – |
-80,100
| Closed | -$4.21M |
|
792
Copart
CPRT
$27.4B
| – | – |
-864,800
| Closed | -$4.11M |
|
793
Salesforce
CRM
$148B
| – | – |
-25,900
| Closed | -$2.03M |
|
794
CoStar Group
CSGP
$12B
| – | – |
-23,000
| Closed | -$475K |
|
|
CTRA
795
DELISTED
Coterra Energy
CTRA
| – | – |
-264,600
| Closed | -$4.68M |
|
796
Chevron
CVX
$383B
| – | – |
-5,000
| Closed | -$449K |
|
797
Cemex
CX
$17.2B
| – | – |
-386,996
| Closed | -$1.99M |
|
798
DuPont de Nemours
DD
$18.7B
| – | – |
-13,426
| Closed | -$1.75M |
|
799
Dillards
DDS
$9.41B
| – | – |
-14,300
| Closed | -$939K |
|
800
Douglas Emmett
DEI
$2.02B
| – | – |
-21,000
| Closed | -$654K |
|
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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.