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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
(+3.7%)
Cap. Flow
+$24M
Cap. Flow
% of AUM
1.12%
Top 10 Holdings %
Top 10 Hldgs %
12.53%
Holding
1,068
New
329
Increased
207
Reduced
180
Closed
352
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
Pfizer
PFE
|
+$40.7M |
| 2 |
TWTR
Twitter, Inc.
TWTR
|
+$20.6M |
| 3 |
Amazon
AMZN
|
+$20.4M |
| 4 |
Cisco
CSCO
|
+$18.1M |
| 5 |
State Street Consumer Staples Select Sector SPDR ETF
XLP
|
+$18M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
VanEck Gold Miners ETF
GDX
|
+$70.4M |
| 2 |
SPDR Gold Trust
GLD
|
+$68M |
| 3 |
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
|
+$54.7M |
| 4 |
Alphabet (Google) Class A
GOOGL
|
+$25.3M |
| 5 |
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 | |
|---|---|---|---|---|---|---|
776
CVS Health
CVS
$134B
| – | – |
-95,400
| Closed | -$9.89M |
|
777
Crane NXT
CXT
$2.97B
| – | – |
-29,078
| Closed | -$543K |
|
778
Delta Air Lines
DAL
$58.3B
| – | – |
-121,000
| Closed | -$5.89M |
|
779
Deutsche Bank
DB
$69.6B
| – | – |
-147,952
| Closed | -$2.24M |
|
780
Designer Brands
DBI
$314M
| – | – |
-14,600
| Closed | -$403K |
|
781
Deckers Outdoor
DECK
$13.6B
| – | – |
-64,800
| Closed | -$647K |
|
782
Dollar General
DG
$28.1B
| – | – |
-49,300
| Closed | -$4.22M |
|
|
DHC
783
Diversified Healthcare Trust
DHC
$2.17B
| – | – |
-48,900
| Closed | -$874K |
|
784
Delek US
DK
$4.15B
| – | – |
-24,000
| Closed | -$365K |
|
785
Digital Realty Trust
DLR
$71.5B
| – | – |
-55,500
| Closed | -$4.91M |
|
786
Deluxe
DLX
$1.19B
| – | – |
-8,700
| Closed | -$543K |
|
787
Amdocs
DOX
$5.87B
| – | – |
-32,900
| Closed | -$1.99M |
|
788
Domino's
DPZ
$11.7B
| – | – |
-78,400
| Closed | -$10.3M |
|
789
Darden Restaurants
DRI
$23.7B
| – | – |
-113,300
| Closed | -$7.51M |
|
790
eBay
EBAY
$50.4B
| – | – |
-55,300
| Closed | -$1.32M |
|
791
iShares MSCI EAFE ETF
EFA
$78.5B
| – | – |
-246,500
| Closed | -$14.1M |
|
792
Eldorado Gold
EGO
$8.53B
| – | – |
-81,080
| Closed | -$1.28M |
|
793
Encompass Health
EHC
$11B
| – | – |
-51,286
| Closed | -$1.53M |
|
794
Elevance Health
ELV
$81.6B
| – | – |
-43,200
| Closed | -$6M |
|
795
Enanta Pharmaceuticals
ENTA
$378M
| – | – |
-22,300
| Closed | -$654K |
|
796
Enerpac Tool Group
EPAC
$1.86B
| – | – |
-11,100
| Closed | -$274K |
|
797
iShares MSCI Pacific ex Japan ETF
EPP
$2.25B
| – | – |
-65,300
| Closed | -$2.56M |
|
798
Equity Residential
EQR
$25.2B
| – | – |
-33,500
| Closed | -$2.51M |
|
799
Element Solutions
ESI
$8.68B
| – | – |
-74,100
| Closed | -$637K |
|
800
iShares MSCI Australia ETF
EWA
$1.41B
| – | – |
-491,000
| Closed | -$9.49M |
|
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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.