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QIM

Quantitative Investment Management Portfolio holdings

AUM $917M
1-Year Est. Return 3.96%
This Fund
S&P 500
This Quarter Est. Return
+4.93%
1 Year Est. Return
-3.96%
3 Year Est. Return
+24.59%
5 Year Est. Return
+12.41%
10 Year Est. Return
+164.05%
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 16.73%
2 Technology 12.9%
3 Consumer Discretionary 10.5%
4 Industrials 10.05%
5 Financials 8.93%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
ILF icon
301
iShares Latin America 40 ETF
ILF
$3.87B
$1.87M 0.09%
71,300
+58,900
+475% +$1.48M
PGR icon
302
Progressive
PGR
$126B
$1.86M 0.09%
55,700
-70,200
-56% -$2.32M
NKE icon
303
Nike
NKE
$53.1B
$1.86M 0.09%
33,700
-298,300
-90% -$17M
ITB icon
304
iShares US Home Construction ETF
ITB
$2.11B
$1.86M 0.09%
+67,200
New +$1.82M
NNN icon
305
NNN REIT
NNN
$7.99B
$1.85M 0.09%
+35,700
New +$1.66M
BR icon
306
Broadridge
BR
$19.1B
$1.84M 0.09%
28,200
+19,100
+210% +$1.18M
CLF icon
307
Cleveland-Cliffs
CLF
$6.93B
$1.83M 0.09%
+323,000
New +$1.33M
CBRL icon
308
Cracker Barrel
CBRL
$966M
$1.82M 0.08%
10,600
+100
+1% +$15.6K
VTLE
309
DELISTED
Vital Energy
VTLE
$1.81M 0.08%
8,655
+7,910
+1,062% +$1.74M
SPLK
310
DELISTED
Splunk Inc
SPLK
$1.81M 0.08%
33,400
-10,700
-24% -$565K
WAT icon
311
Waters Corp
WAT
$41.1B
$1.8M 0.08%
+12,800
New +$1.73M
DKS icon
312
Dick's Sporting Goods
DKS
$11B
$1.78M 0.08%
+39,600
New +$1.73M
ALGN icon
313
Align Technology
ALGN
$10.7B
$1.78M 0.08%
22,100
-20,200
-48% -$1.54M
PBR icon
314
Petrobras
PBR
$135B
$1.78M 0.08%
+248,600
New +$1.65M
L icon
315
Loews
L
$22.2B
$1.77M 0.08%
43,200
+9,100
+27% +$361K
UHS icon
316
Universal Health Services
UHS
$10.7B
$1.77M 0.08%
13,200
-10,900
-45% -$1.44M
ATI icon
317
ATI
ATI
$25.8B
$1.77M 0.08%
+138,600
New +$1.98M
RSG icon
318
Republic Services
RSG
$67.3B
$1.76M 0.08%
34,400
-10,300
-23% -$494K
FNFG
319
DELISTED
FIRST NIAGARA FINANCIAL GROUP INC
FNFG
$1.76M 0.08%
181,000
+136,700
+309% +$1.41M
SBAC icon
320
SBA Communications
SBAC
$19.1B
$1.76M 0.08%
+16,300
New +$1.65M
HST icon
321
Host Hotels & Resorts
HST
$14.9B
$1.75M 0.08%
108,100
-97,500
-47% -$1.53M
RGC
322
DELISTED
Regal Entertainment Group
RGC
$1.74M 0.08%
+79,000
New +$1.64M
HRI icon
323
Herc Holdings
HRI
$4.77B
$1.72M 0.08%
51,933
+10,766
+26% +$309K
LAMR icon
324
Lamar Advertising Co
LAMR
$15B
$1.72M 0.08%
25,900
+2,000
+8% +$126K
OHI icon
325
Omega Healthcare
OHI
$14.2B
$1.71M 0.08%
50,500
+41,300
+449% +$1.38M
11 12
13
14 15

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HIC
Harvey Investment Company Louisville, Kentucky $918M AUM 14.93% 1-Year Est. Return
AGAM
Avalon Global Asset Management San Francisco, California $917M AUM 87.67% 1-Year Est. Return
RFA
RTD Financial Advisors Philadelphia, Pennsylvania $917M AUM 19.69% 1-Year Est. Return
SPG
Strategic Planning Group Bountiful, Utah $918M AUM 37.38% 1-Year Est. Return
TCM
Twin Capital Management Mcmurray, Pennsylvania $916M AUM 43.28% 1-Year Est. Return
DLP
De Lisle Partners Poole, United Kingdom $916M AUM 54.05% 1-Year Est. Return
SIC
SJS Investment Consulting Sylvania, Ohio $919M AUM 23.4% 1-Year Est. Return
GC
Greenvale Capital London, United Kingdom $916M AUM 32.73% 1-Year Est. Return

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 17% 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.