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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
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 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
LNKD
26
DELISTED
LinkedIn Corporation
LNKD
$14M 0.68%
122,600
+49,800
+68% +$7.32M
ISRG icon
27
Intuitive Surgical
ISRG
$127B
$13.4M 0.65%
200,700
+172,800
+619% +$10.7M
IYR icon
28
iShares US Real Estate ETF
IYR
$4.75B
$13.4M 0.65%
171,600
-78,500
-31% -$5.7M
GEN icon
29
Gen Digital
GEN
$16.5B
$12.9M 0.62%
702,500
+668,000
+1,936% +$12.9M
HON icon
30
Honeywell
HON
$76.4B
$12.2M 0.59%
121,417
+85,582
+239% +$8.02M
TWX
31
DELISTED
Time Warner Inc
TWX
$12.2M 0.59%
+168,200
New +$11.6M
JNK icon
32
State Street SPDR Bloomberg High Yield Bond ETF
JNK
$7.05B
$12M 0.58%
+116,867
New +$11.7M
PM icon
33
Philip Morris
PM
$309B
$11.7M 0.56%
119,000
+23,500
+25% +$2.15M
TJX icon
34
TJX Companies
TJX
$179B
$11.4M 0.55%
290,200
+228,400
+370% +$8.29M
XLP icon
35
State Street Consumer Staples Select Sector SPDR ETF
XLP
$14.6B
$10.6M 0.51%
199,100
-51,700
-21% -$2.63M
DPZ icon
36
Domino's
DPZ
$11.9B
$10.3M 0.5%
78,400
+57,300
+272% +$6.83M
STZ icon
37
Constellation Brands
STZ
$22.5B
$10.2M 0.49%
67,400
+35,500
+111% +$5.13M
CVS icon
38
CVS Health
CVS
$135B
$9.89M 0.48%
+95,400
New +$9.28M
AZO icon
39
AutoZone
AZO
$51.3B
$9.8M 0.47%
12,300
+11,100
+925% +$8.4M
EWA icon
40
iShares MSCI Australia ETF
EWA
$1.38B
$9.49M 0.46%
491,000
+434,100
+763% +$7.81M
MRO
41
DELISTED
Marathon Oil Corporation
MRO
$9.4M 0.45%
843,900
+192,500
+30% +$1.8M
GIS icon
42
General Mills
GIS
$20.2B
$9.24M 0.45%
145,800
+95,900
+192% +$5.57M
BKNG icon
43
Booking.com
BKNG
$156B
$9.02M 0.44%
+175,000
New +$8.38M
AET
44
DELISTED
Aetna Inc
AET
$8.96M 0.43%
79,800
+69,500
+675% +$7.44M
KSS icon
45
Kohl's
KSS
$2.16B
$8.8M 0.43%
+188,900
New +$8.86M
D icon
46
Dominion Energy
D
$62B
$8.77M 0.42%
+116,700
New +$8.26M
VTRS icon
47
Viatris
VTRS
$20.8B
$8.58M 0.41%
+185,200
New +$8.94M
PRGO icon
48
Perrigo
PRGO
$1.44B
$8.56M 0.41%
66,900
+52,500
+365% +$7.18M
CAG icon
49
Conagra Brands
CAG
$7.42B
$8.54M 0.41%
245,821
+90,207
+58% +$2.93M
ORLY icon
50
O'Reilly Automotive
ORLY
$75.1B
$8.43M 0.41%
+462,000
New +$7.89M
1
2
3 4 5

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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.