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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
HLF icon
151
Herbalife
HLF
$1.3B
$3.43M 0.17%
+111,400
New +$2.88M
CL icon
152
Colgate-Palmolive
CL
$74.8B
$3.41M 0.16%
+48,300
New +$3.21M
BDX icon
153
Becton Dickinson
BDX
$46.4B
$3.37M 0.16%
22,755
+16,502
+264% +$2.34M
CLX icon
154
Clorox
CLX
$12B
$3.37M 0.16%
26,700
+25,100
+1,569% +$3.19M
SHW icon
155
Sherwin-Williams
SHW
$84.8B
$3.3M 0.16%
34,800
+5,100
+17% +$446K
LHX icon
156
L3Harris
LHX
$55.4B
$3.3M 0.16%
42,400
+11,500
+37% +$920K
ALL icon
157
Allstate
ALL
$70.6B
$3.26M 0.16%
48,400
+43,700
+930% +$2.74M
ANF icon
158
Abercrombie & Fitch
ANF
$4.55B
$3.26M 0.16%
103,300
+14,600
+16% +$410K
PTEN icon
159
Patterson-UTI
PTEN
$3.54B
$3.26M 0.16%
184,900
+156,700
+556% +$2.34M
ELLI
160
DELISTED
Ellie Mae Inc
ELLI
$3.22M 0.16%
+35,500
New +$2.66M
HIMX
161
Himax Technologies
HIMX
$2.03B
$3.21M 0.16%
286,000
+227,500
+389% +$2M
MCK icon
162
McKesson
MCK
$104B
$3.18M 0.15%
+20,200
New +$3.26M
JAH
163
DELISTED
JARDEN CORPORATION
JAH
$3.15M 0.15%
53,500
-206,800
-79% -$11.1M
TMO icon
164
Thermo Fisher Scientific
TMO
$214B
$3.13M 0.15%
22,100
+600
+3% +$80.4K
FL
165
DELISTED
Foot Locker
FL
$3.13M 0.15%
48,500
-21,300
-31% -$1.38M
MAC icon
166
Macerich
MAC
$7.4B
$3.11M 0.15%
39,300
+15,300
+64% +$1.2M
ALGN icon
167
Align Technology
ALGN
$12.9B
$3.07M 0.15%
42,300
+28,500
+207% +$1.87M
ILMN icon
168
Illumina
ILMN
$29.5B
$3.06M 0.15%
+19,429
New +$2.97M
GSK icon
169
GSK
GSK
$107B
$3.06M 0.15%
+60,320
New +$3M
UHS icon
170
Universal Health Services
UHS
$10.2B
$3M 0.15%
24,100
+11,000
+84% +$1.24M
PXD
171
DELISTED
Pioneer Natural Resource Co.
PXD
$3M 0.14%
+21,300
New +$2.64M
MCHP icon
172
Microchip Technology
MCHP
$38.8B
$2.99M 0.14%
124,200
+60,400
+95% +$1.35M
FISV
173
Fiserv Inc
FISV
$29.7B
$2.97M 0.14%
+58,000
New +$2.75M
INTU icon
174
Intuit
INTU
$91.1B
$2.97M 0.14%
28,600
+12,200
+74% +$1.18M
LULU icon
175
lululemon athletica
LULU
$13.5B
$2.96M 0.14%
43,700
-26,100
-37% -$1.57M
5 6
7
8 9

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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.