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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
RCL icon
901
Royal Caribbean
RCL
$67.9B
– –
-53,100
Closed -$5.37M
RDN icon
902
Radian Group
RDN
$4.67B
– –
-51,000
Closed -$682K
RF icon
903
Regions Financial
RF
$24.8B
– –
-466,700
Closed -$4.48M
RHP icon
904
Ryman Hospitality Properties
RHP
$8.44B
– –
-3,900
Closed -$201K
RJF icon
905
Raymond James Financial
RJF
$32.1B
– –
-40,950
Closed -$1.58M
RMD icon
906
ResMed
RMD
$32.9B
– –
-16,200
Closed -$869K
ROP icon
907
Roper Technologies
ROP
$37.5B
– –
-8,700
Closed -$1.65M
RTX icon
908
RTX Corp
RTX
$266B
– –
-61,971
Closed -$3.75M
SCHW
909
Charles Schwab
SCHW
$183B
– –
-268,900
Closed -$8.85M
SEIC icon
910
SEI Investments
SEIC
$12.7B
– –
-5,900
Closed -$309K
SIRI icon
911
SiriusXM
SIRI
$9.88B
– –
-35,510
Closed -$1.45M
SLAB icon
912
Silicon Laboratories
SLAB
$7.34B
– –
-6,800
Closed -$330K
SLG icon
913
SL Green Realty
SLG
$3.69B
– –
-5,372
Closed -$587K
SLM icon
914
SLM Corp
SLM
$4.86B
– –
-30,600
Closed -$199K
SMH icon
915
VanEck Semiconductor ETF
SMH
$68.2B
– –
-209,600
Closed -$5.58M
SNA icon
916
Snap-on
SNA
$19.5B
– –
-9,600
Closed -$1.65M
SNV
917
DELISTED
Synovus
SNV
– –
-17,700
Closed -$573K
SOHU
918
Sohu.com
SOHU
$355M
– –
-5,200
Closed -$297K
SONY icon
919
Sony
SONY
$140B
– –
-110,000
Closed -$541K
SQM icon
920
Sociedad Química y Minera de Chile
SQM
$19.9B
– –
-13,556
Closed -$250K
SRPT icon
921
Sarepta Therapeutics
SRPT
$2.12B
– –
-11,400
Closed -$439K
STE icon
922
Steris
STE
$20.7B
– –
-25,100
Closed -$1.89M
SWK icon
923
Stanley Black & Decker
SWK
$13.6B
– –
-37,000
Closed -$3.95M
SXC icon
924
SunCoke Energy
SXC
$817M
– –
-74,400
Closed -$258K
SYY icon
925
Sysco
SYY
$37.9B
– –
-99,200
Closed -$4.07M
35 36
37
38 39

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.