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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 | |
|---|---|---|---|---|---|---|
901
Royal Caribbean
RCL
$86.8B
| – | – |
-53,100
| Closed | -$5.37M |
|
902
Radian Group
RDN
$5.28B
| – | – |
-51,000
| Closed | -$682K |
|
903
Regions Financial
RF
$26.4B
| – | – |
-466,700
| Closed | -$4.48M |
|
904
Ryman Hospitality Properties
RHP
$8.56B
| – | – |
-3,900
| Closed | -$201K |
|
905
Raymond James Financial
RJF
$33.5B
| – | – |
-40,950
| Closed | -$1.58M |
|
906
ResMed
RMD
$31.1B
| – | – |
-16,200
| Closed | -$869K |
|
907
Roper Technologies
ROP
$40.4B
| – | – |
-8,700
| Closed | -$1.65M |
|
908
RTX Corp
RTX
$290B
| – | – |
-61,971
| Closed | -$3.75M |
|
|
SCHW
909
Charles Schwab
SCHW
$182B
| – | – |
-268,900
| Closed | -$8.85M |
|
910
SEI Investments
SEIC
$12.3B
| – | – |
-5,900
| Closed | -$309K |
|
911
SiriusXM
SIRI
$11B
| – | – |
-35,510
| Closed | -$1.45M |
|
912
Silicon Laboratories
SLAB
$7.14B
| – | – |
-6,800
| Closed | -$330K |
|
913
SL Green Realty
SLG
$3.83B
| – | – |
-5,372
| Closed | -$587K |
|
914
SLM Corp
SLM
$4.83B
| – | – |
-30,600
| Closed | -$199K |
|
915
VanEck Semiconductor ETF
SMH
$60.8B
| – | – |
-209,600
| Closed | -$5.58M |
|
916
Snap-on
SNA
$21.5B
| – | – |
-9,600
| Closed | -$1.65M |
|
|
SNV
917
DELISTED
Synovus
SNV
| – | – |
-17,700
| Closed | -$573K |
|
|
SOHU
918
Sohu.com
SOHU
$352M
| – | – |
-5,200
| Closed | -$297K |
|
919
Sony
SONY
$137B
| – | – |
-110,000
| Closed | -$541K |
|
920
Sociedad Química y Minera de Chile
SQM
$19.3B
| – | – |
-13,556
| Closed | -$250K |
|
921
Sarepta Therapeutics
SRPT
$1.64B
| – | – |
-11,400
| Closed | -$439K |
|
922
Steris
STE
$22.9B
| – | – |
-25,100
| Closed | -$1.89M |
|
923
Stanley Black & Decker
SWK
$14.5B
| – | – |
-37,000
| Closed | -$3.95M |
|
924
SunCoke Energy
SXC
$794M
| – | – |
-74,400
| Closed | -$258K |
|
925
Sysco
SYY
$40.8B
| – | – |
-99,200
| Closed | -$4.07M |
|
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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.