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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
BTE icon
751
Baytex Energy
BTE
$3.42B
– –
-63,400
Closed -$251K
BWXT icon
752
BWX Technologies
BWXT
$13.3B
– –
-19,300
Closed -$647K
BYD icon
753
Boyd Gaming
BYD
$5.49B
– –
-32,500
Closed -$671K
C icon
754
Citigroup
C
$223B
– –
-88,700
Closed -$3.7M
CAH icon
755
Cardinal Health
CAH
$54.1B
– –
-31,000
Closed -$2.54M
CCJ icon
756
Cameco
CCJ
$39.6B
– –
-67,900
Closed -$871K
CCL icon
757
Carnival Corporation Ltd
CCL
$30.6B
– –
-68,000
Closed -$3.59M
CDP icon
758
COPT Defense Properties
CDP
$3.89B
– –
-11,500
Closed -$301K
CENX icon
759
Century Aluminum
CENX
$3.94B
– –
-103,300
Closed -$728K
CF icon
760
CF Industries
CF
$20B
– –
-87,900
Closed -$2.75M
CHKP icon
761
Check Point Software Technologies
CHKP
$14.1B
– –
-42,700
Closed -$3.73M
CI icon
762
Cigna
CI
$74.1B
– –
-14,200
Closed -$1.95M
CLH icon
763
Clean Harbors
CLH
$16.8B
– –
-20,900
Closed -$1.03M
CMG icon
764
Chipotle Mexican Grill
CMG
$42.6B
– –
-165,000
Closed -$1.55M
CNP icon
765
CenterPoint Energy
CNP
$25.2B
– –
-31,000
Closed -$648K
CNQ icon
766
Canadian Natural Resources
CNQ
$103B
– –
-142,316
Closed -$1.86M
COO icon
767
Cooper Companies
COO
$10.4B
– –
-8,800
Closed -$338K
COR icon
768
Cencora
COR
$60.8B
– –
-2,700
Closed -$233K
CPA icon
769
Copa Holdings
CPA
$5.23B
– –
-9,700
Closed -$657K
CPRI icon
770
Capri Holdings
CPRI
$1.67B
– –
-71,900
Closed -$4.09M
CRI icon
771
Carter's
CRI
$1.07B
– –
-55,100
Closed -$5.81M
CSIQ icon
772
Canadian Solar
CSIQ
$770M
– –
-63,700
Closed -$1.23M
CSTE icon
773
Caesarstone
CSTE
$99.2M
– –
-16,000
Closed -$549K
CTSH icon
774
Cognizant
CTSH
$27.9B
– –
-33,900
Closed -$2.13M
CUBE icon
775
CubeSmart
CUBE
$8.94B
– –
-51,000
Closed -$1.7M
29 30
31
32 33

Similar funds

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.