We are live on ! Find out more
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
TAN icon
926
Invesco Solar ETF
TAN
$960M
– –
-35,900
Closed -$1.1M
TCRT icon
927
Alaunos Therapeutics
TCRT
$3.58M
– –
-621
Closed -$773K
TCOM icon
928
Trip.com Group
TCOM
$24.7B
– –
-268,800
Closed -$12.5M
TDW icon
929
Tidewater
TDW
$4.57B
– –
-3,314
Closed -$744K
TECK icon
930
Teck Resources
TECK
$31.7B
– –
-166,400
Closed -$642K
TEVA icon
931
Teva Pharmaceutical Industries Limited
TEVA
$45.8B
– –
-48,300
Closed -$3.17M
TFC icon
932
Truist Financial
TFC
$61.6B
– –
-33,800
Closed -$1.28M
THO icon
933
Thor Industries
THO
$3.71B
– –
-16,100
Closed -$904K
TLPH icon
934
Talphera
TLPH
$61.8M
– –
-835
Closed -$64K
TRIP icon
935
TripAdvisor
TRIP
$1.06B
– –
-21,900
Closed -$1.87M
TRMB icon
936
Trimble
TRMB
$13.7B
– –
-10,100
Closed -$216K
TROX icon
937
Tronox
TROX
$699M
– –
-49,900
Closed -$195K
TRP icon
938
TC Energy
TRP
$63.6B
– –
-71,200
Closed -$2.32M
TSEM icon
939
Tower Semiconductor
TSEM
$22.1B
– –
-23,100
Closed -$324K
TWI icon
940
Titan International
TWI
$463M
– –
-23,600
Closed -$92K
TXN icon
941
Texas Instruments
TXN
$241B
– –
-148,200
Closed -$8.12M
UAA icon
942
Under Armour
UAA
$2.13B
– –
-47,000
Closed -$1.89M
UAL icon
943
United Airlines
UAL
$34.7B
– –
-9,700
Closed -$555K
UNM icon
944
Unum
UNM
$15.2B
– –
-64,700
Closed -$2.15M
URBN icon
945
Urban Outfitters
URBN
$6.5B
– –
-10,300
Closed -$234K
VALE icon
946
Vale
VALE
$61.6B
– –
-267,600
Closed -$880K
VC icon
947
Visteon
VC
$2.61B
– –
-50,000
Closed -$5.72M
VEON icon
948
VEON
VEON
$4.73B
– –
-2,860
Closed -$234K
VMI icon
949
Valmont Industries
VMI
$9.14B
– –
-2,700
Closed -$286K
VRE
950
DELISTED
Veris Residential
VRE
– –
-19,500
Closed -$455K
36 37
38
39 40

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.