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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
+4.93%
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
$2.14B
AUM Growth
+$75.6M
Cap. Flow
+$24M
Cap. Flow %
1.12%
Top 10 Hldgs %
12.53%
Holding
1,068
New
329
Increased
207
Reduced
180
Closed
352

Top Buys

Rank Stock Value
1
PFE icon
Pfizer
PFE
+$40.7M
2
TWTR
Twitter, Inc.
TWTR
+$20.6M
3
AMZN icon
Amazon
AMZN
+$20.4M
4
CSCO icon
Cisco
CSCO
+$18.1M
5
XLP icon
State Street Consumer Staples Select Sector SPDR ETF
XLP
+$18M

Top Sells

Rank Stock Value
1
GDX icon
VanEck Gold Miners ETF
GDX
+$70.4M
2
GLD icon
SPDR Gold Trust
GLD
+$68M
3
HYG icon
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
+$54.7M
4
GOOGL icon
Alphabet (Google) Class A
GOOGL
+$25.3M
5
MDLZ icon
Mondelez International
MDLZ
+$22M

Sector Composition

Rank Sector Weight
1 Healthcare 16.41%
2 Technology 12.14%
3 Consumer Discretionary 10.35%
4 Industrials 10.03%
5 Financials 8.8%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
ORCL icon
51
Oracle
ORCL
$339B
$9.12M 0.43%
222,800
+78,800
+55% +$3.15M
PEG icon
52
Public Service Enterprise Group
PEG
$38.7B
$9.06M 0.42%
194,400
+166,900
+607% +$7.57M
HSY icon
53
Hershey
HSY
$37.3B
$9.02M 0.42%
79,500
+34,900
+78% +$3.27M
MRK icon
54
Merck
MRK
$322B
$8.89M 0.41%
161,811
+26,409
+20% +$1.41M
AFL icon
55
Aflac
AFL
$65.5B
$8.51M 0.4%
+235,800
New +$8.05M
AXP icon
56
American Express
AXP
$224B
$8.39M 0.39%
+138,100
New +$8.75M
AEP icon
57
American Electric Power
AEP
$70.4B
$8.3M 0.39%
118,400
+78,600
+197% +$5.14M
TMO icon
58
Thermo Fisher Scientific
TMO
$214B
$8.26M 0.39%
55,900
+33,800
+153% +$4.99M
SWK icon
59
Stanley Black & Decker
SWK
$14.5B
$8.16M 0.38%
+73,400
New +$8.16M
DFS
60
DELISTED
Discover Financial Services
DFS
$8.16M 0.38%
+152,200
New +$8.28M
MO icon
61
Altria Group
MO
$125B
$8.07M 0.38%
117,100
+37,500
+47% +$2.4M
KRE icon
62
State Street SPDR S&P Regional Banking ETF
KRE
$4.51B
$7.88M 0.37%
+205,100
New +$8.1M
RTN
63
DELISTED
Raytheon Company
RTN
$7.86M 0.37%
57,800
+14,100
+32% +$1.84M
EW icon
64
Edwards Lifesciences
EW
$49.4B
$7.65M 0.36%
230,100
+169,500
+280% +$5.8M
CB icon
65
Chubb
CB
$140B
$7.58M 0.35%
58,000
+54,300
+1,468% +$6.69M
NEE icon
66
NextEra Energy
NEE
$185B
$7.52M 0.35%
230,800
+56,800
+33% +$1.71M
UNH icon
67
UnitedHealth
UNH
$382B
$7.5M 0.35%
53,100
-70,300
-57% -$9.37M
TRV icon
68
Travelers Companies
TRV
$81.1B
$7.38M 0.34%
62,000
+56,200
+969% +$6.36M
MA icon
69
Mastercard
MA
$498B
$7.38M 0.34%
+83,800
New +$8M
TXN icon
70
Texas Instruments
TXN
$248B
$7.36M 0.34%
+117,500
New +$6.98M
FBIN icon
71
Fortune Brands Innovations
FBIN
$5.86B
$7.23M 0.34%
+145,899
New +$7.12M
SHW icon
72
Sherwin-Williams
SHW
$83.5B
$7.19M 0.34%
73,500
+38,700
+111% +$3.77M
DLTR icon
73
Dollar Tree
DLTR
$24.8B
$7.19M 0.34%
76,300
+15,500
+25% +$1.31M
GLW icon
74
Corning
GLW
$107B
$7.09M 0.33%
346,400
+88,600
+34% +$1.78M
SPG icon
75
Simon Property Group
SPG
$76.4B
$7.07M 0.33%
32,600
+3,900
+14% +$796K
1 2
3
4 5

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Quantitative Investment Management's Q2 2016 Portfolio in Review

As of Q2 2016, Quantitative Investment Management held 1,068 positions worth $2.14B, up 3.7% from $2.07B the previous quarter. Its ten largest holdings account for 13% of the portfolio.

Quantitative Investment Management's Q2 2016 filing shows 329 new, 207 increased, 180 reduced and 352 closed positions. Its largest new stake was Pfizer: 1,275,762 shares worth $42.6M. The largest sale was VanEck Gold Miners ETF, an estimated $70.4M.

By sector, the portfolio is most concentrated in Healthcare at 16% of assets, up from 13% a quarter earlier, followed by Technology and Consumer Discretionary.

  • Quantitative Investment Management's largest Q2 2016 buy was Pfizer: 1,275,762 shares worth $42.6M.
  • Quantitative Investment Management added most to Amazon in Q2 2016, an estimated $20.4M increase.
  • Quantitative Investment Management's biggest Q2 2016 reduction was SPDR Gold Trust, cutting an estimated $68M.
  • Quantitative Investment Management fully exited VanEck Gold Miners ETF in Q2 2016, selling an estimated $70.4M.
  • Quantitative Investment Management's ten largest holdings make up 13% of its $2.14B portfolio in Q2 2016.
  • Quantitative Investment Management opened 329 new positions and closed 352 in Q2 2016.
  • Quantitative Investment Management's portfolio value rose 3.7% quarter-over-quarter to $2.14B.

Based on Quantitative Investment Management's 13F filing for Q2 2016, filed 2 Aug 2016.