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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 | |
|---|---|---|---|---|---|---|
176
Masco
MAS
$14.3B
| $3.79M | 0.18% |
+122,500
| New | +$3.86M |
|
|
KSU
177
DELISTED
Kansas City Southern
KSU
| $3.78M | 0.18% |
+42,000
| New | +$3.82M |
|
178
HF Sinclair
DINO
$16.2B
| $3.76M | 0.18% |
+158,100
| New | +$4.71M |
|
179
Microchip Technology
MCHP
$38.8B
| $3.75M | 0.17% |
147,600
+23,400
| +19% | +$583K |
|
180
Lennox International
LII
$15B
| $3.74M | 0.17% |
+26,200
| New | +$3.6M |
|
|
CTXS
181
DELISTED
Citrix Systems Inc
CTXS
| $3.72M | 0.17% |
58,395
-12,934
| -18% | -$851K |
|
|
HOLX
182
DELISTED
Hologic
HOLX
| $3.68M | 0.17% |
106,400
-24,000
| -18% | -$831K |
|
183
Middleby
MIDD
$6.01B
| $3.66M | 0.17% |
+31,800
| New | +$3.65M |
|
184
Steel Dynamics
STLD
$36.2B
| $3.59M | 0.17% |
146,500
-15,200
| -9% | -$371K |
|
185
Boston Properties
BXP
$11.6B
| $3.55M | 0.17% |
+26,900
| New | +$3.45M |
|
186
Johnson Controls International
JCI
$85.1B
| $3.54M | 0.17% |
+76,400
| New | +$3.37M |
|
187
Church & Dwight Co
CHD
$23.7B
| $3.53M | 0.16% |
+68,600
| New | +$3.31M |
|
188
W.W. Grainger
GWW
$64.2B
| $3.48M | 0.16% |
+15,300
| New | +$3.49M |
|
189
Illinois Tool Works
ITW
$84.1B
| $3.47M | 0.16% |
+33,300
| New | +$3.49M |
|
190
Seagate
STX
$174B
| $3.44M | 0.16% |
141,100
+98,500
| +231% | +$2.39M |
|
|
SCTY
191
DELISTED
SolarCity Corporation
SCTY
| $3.39M | 0.16% |
141,700
-46,200
| -25% | -$1.14M |
|
|
AMSG
192
DELISTED
Amsurg Corp
AMSG
| $3.39M | 0.16% |
+43,700
| New | +$3.38M |
|
193
Hasbro
HAS
$13.5B
| $3.38M | 0.16% |
40,300
-42,900
| -52% | -$3.63M |
|
194
Constellation Brands
STZ
$22.5B
| $3.37M | 0.16% |
20,400
-47,000
| -70% | -$7.36M |
|
195
ResMed
RMD
$31.1B
| $3.34M | 0.16% |
+52,900
| New | +$3.12M |
|
|
FISV
196
Fiserv Inc
FISV
$29.7B
| $3.34M | 0.16% |
61,400
+3,400
| +6% | +$175K |
|
|
BBBY
197
DELISTED
Bed Bath & Beyond Inc
BBBY
| $3.3M | 0.15% |
+76,300
| New | +$3.46M |
|
198
Tapestry
TPR
$30.3B
| $3.29M | 0.15% |
80,800
+10,000
| +14% | +$394K |
|
199
Eastman Chemical
EMN
$7.69B
| $3.28M | 0.15% |
+48,300
| New | +$3.55M |
|
200
Realty Income
O
$61.1B
| $3.27M | 0.15% |
+48,710
| New | +$2.96M |
|
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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.