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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
BVN icon
776
Compañía de Minas Buenaventura
BVN
$8.4B
– –
-80,400
Closed -$344K
BWA icon
777
BorgWarner
BWA
$12.7B
– –
-9,202
Closed -$350K
CACI icon
778
CACI
CACI
$13.9B
– –
-6,800
Closed -$630K
CCK icon
779
Crown Holdings
CCK
$12.2B
– –
-8,300
Closed -$420K
CDE icon
780
Coeur Mining
CDE
$19.5B
– –
-42,500
Closed -$105K
CDW icon
781
CDW
CDW
$18.7B
– –
-15,900
Closed -$668K
CE icon
782
Celanese
CE
$5.14B
– –
-15,900
Closed -$1.07M
CFR icon
783
Cullen/Frost Bankers
CFR
$9.91B
– –
-24,100
Closed -$1.45M
CHRD icon
784
Chord Energy
CHRD
$8.04B
– –
-315,600
Closed -$2.33M
CINF icon
785
Cincinnati Financial
CINF
$26.2B
– –
-32,900
Closed -$1.95M
CLNE icon
786
Clean Energy Fuels
CLNE
$375M
– –
-35,000
Closed -$126K
CMA
787
DELISTED
Comerica
CMA
– –
-29,400
Closed -$1.23M
CMS icon
788
CMS Energy
CMS
$20.7B
– –
-46,700
Closed -$1.68M
COP icon
789
ConocoPhillips
COP
$159B
– –
-115,400
Closed -$5.39M
COST icon
790
Costco
COST
$396B
– –
-18,900
Closed -$3.05M
CPB icon
791
Campbell Soup
CPB
$6.38B
– –
-80,100
Closed -$4.21M
CPRT icon
792
Copart
CPRT
$28.5B
– –
-864,800
Closed -$4.11M
CRM icon
793
Salesforce
CRM
$206B
– –
-25,900
Closed -$2.03M
CSGP icon
794
CoStar Group
CSGP
$12.3B
– –
-23,000
Closed -$475K
CTRA
795
DELISTED
Coterra Energy
CTRA
– –
-264,600
Closed -$4.68M
CVX icon
796
Chevron
CVX
$415B
– –
-5,000
Closed -$449K
CX icon
797
Cemex
CX
$14.7B
– –
-386,996
Closed -$1.99M
DD icon
798
DuPont de Nemours
DD
$17.2B
– –
-13,426
Closed -$1.75M
DDS icon
799
Dillards
DDS
$10.1B
– –
-14,300
Closed -$939K
DEI icon
800
Douglas Emmett
DEI
$1.74B
– –
-21,000
Closed -$654K
30 31
32
33 34

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.