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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
ULTA icon
51
Ulta Beauty
ULTA
$21.8B
$8.35M 0.4%
43,100
-16,500
-28% -$2.87M
BRK.B icon
52
Berkshire Hathaway Class B
BRK.B
$1.1T
$8.23M 0.4%
+58,000
New +$7.69M
IBB icon
53
iShares Biotechnology ETF
IBB
$9.45B
$7.98M 0.39%
91,800
+57,600
+168% +$5.15M
LMT icon
54
Lockheed Martin
LMT
$131B
$7.84M 0.38%
35,400
+32,000
+941% +$6.88M
AMGN icon
55
Amgen
AMGN
$209B
$7.72M 0.37%
+51,500
New +$7.65M
PEP icon
56
PepsiCo
PEP
$196B
$7.54M 0.36%
73,600
-9,300
-11% -$919K
DRI icon
57
Darden Restaurants
DRI
$24.3B
$7.51M 0.36%
113,300
+101,600
+868% +$6.43M
EA icon
58
Electronic Arts
EA
$52.4B
$7.32M 0.35%
+110,800
New +$7.07M
HUM icon
59
Humana
HUM
$43.9B
$7.3M 0.35%
39,900
+26,800
+205% +$4.65M
V icon
60
Visa
V
$701B
$7.26M 0.35%
95,000
-51,900
-35% -$3.77M
AA icon
61
Alcoa
AA
$11.3B
$6.96M 0.34%
302,247
+30,295
+11% +$616K
VTR icon
62
Ventas
VTR
$47.5B
$6.94M 0.34%
+110,200
New +$6.2M
ENDP
63
DELISTED
Endo International plc
ENDP
$6.92M 0.33%
246,000
+202,700
+468% +$9.57M
ROST icon
64
Ross Stores
ROST
$80.8B
$6.87M 0.33%
118,600
-6,900
-5% -$383K
MRK icon
65
Merck
MRK
$322B
$6.83M 0.33%
135,402
+89,395
+194% +$4.38M
PF
66
DELISTED
Pinnacle Foods, Inc.
PF
$6.71M 0.32%
+150,300
New +$6.48M
HAS icon
67
Hasbro
HAS
$13.5B
$6.66M 0.32%
+83,200
New +$6.19M
ACN icon
68
Accenture
ACN
$106B
$6.63M 0.32%
57,500
+45,700
+387% +$4.69M
SYK icon
69
Stryker
SYK
$135B
$6.62M 0.32%
+61,700
New +$6.08M
NOV icon
70
NOV
NOV
$6.84B
$6.6M 0.32%
+212,100
New +$6.48M
PSA icon
71
Public Storage
PSA
$61.5B
$6.37M 0.31%
+23,100
New +$5.83M
TMUS icon
72
T-Mobile US
TMUS
$195B
$6.35M 0.31%
165,800
+14,800
+10% +$559K
CNC icon
73
Centene
CNC
$30.5B
$6.23M 0.3%
202,400
+75,000
+59% +$2.24M
LLY icon
74
Eli Lilly
LLY
$1.08T
$6.15M 0.3%
85,400
+40,600
+91% +$3.07M
ELV icon
75
Elevance Health
ELV
$81.5B
$6M 0.29%
+43,200
New +$5.77M
1 2
3
4 5

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UWPG
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FWM
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RCIM
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TC
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NA
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GHC
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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.