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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 | |
|---|---|---|---|---|---|---|
926
Invesco Solar ETF
TAN
$1.37B
| – | – |
-35,900
| Closed | -$1.1M |
|
927
Alaunos Therapeutics
TCRT
$4.64M
| – | – |
-621
| Closed | -$773K |
|
928
Trip.com Group
TCOM
$29B
| – | – |
-268,800
| Closed | -$12.5M |
|
929
Tidewater
TDW
$3.63B
| – | – |
-3,314
| Closed | -$744K |
|
930
Teck Resources
TECK
$28.2B
| – | – |
-166,400
| Closed | -$642K |
|
931
Teva Pharmaceuticals
TEVA
$40.4B
| – | – |
-48,300
| Closed | -$3.17M |
|
932
Truist Financial
TFC
$63.9B
| – | – |
-33,800
| Closed | -$1.28M |
|
933
Thor Industries
THO
$4.06B
| – | – |
-16,100
| Closed | -$904K |
|
934
Talphera
TLPH
$68M
| – | – |
-835
| Closed | -$64K |
|
935
TripAdvisor
TRIP
$1.7B
| – | – |
-21,900
| Closed | -$1.87M |
|
936
Trimble
TRMB
$13.6B
| – | – |
-10,100
| Closed | -$216K |
|
937
Tronox
TROX
$967M
| – | – |
-49,900
| Closed | -$195K |
|
938
TC Energy
TRP
$70.1B
| – | – |
-71,200
| Closed | -$2.32M |
|
939
Tower Semiconductor
TSEM
$21.2B
| – | – |
-23,100
| Closed | -$324K |
|
940
Titan International
TWI
$492M
| – | – |
-23,600
| Closed | -$92K |
|
941
Texas Instruments
TXN
$248B
| – | – |
-148,200
| Closed | -$8.12M |
|
942
Under Armour
UAA
$3.01B
| – | – |
-47,334
| Closed | -$1.89M |
|
943
United Airlines
UAL
$38.8B
| – | – |
-9,700
| Closed | -$555K |
|
944
Unum
UNM
$13.4B
| – | – |
-64,700
| Closed | -$2.15M |
|
945
Urban Outfitters
URBN
$6.46B
| – | – |
-10,300
| Closed | -$234K |
|
946
Vale
VALE
$62.3B
| – | – |
-267,600
| Closed | -$880K |
|
947
Visteon
VC
$2.85B
| – | – |
-50,000
| Closed | -$5.72M |
|
948
VEON
VEON
$3.5B
| – | – |
-2,860
| Closed | -$234K |
|
949
Valmont Industries
VMI
$8.86B
| – | – |
-2,700
| Closed | -$286K |
|
|
VRE
950
DELISTED
Veris Residential
VRE
| – | – |
-19,500
| Closed | -$455K |
|
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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.