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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
HRB icon
826
H&R Block
HRB
$5.65B
– –
-17,800
Closed -$470K
HSIC icon
827
Henry Schein
HSIC
$9.75B
– –
-35,955
Closed -$2.43M
HUN icon
828
Huntsman Corp
HUN
$1.62B
– –
-17,000
Closed -$226K
HYG icon
829
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$15.1B
– –
-669,900
Closed -$54.7M
PPLI
830
People Inc
PPLI
$2.85B
– –
-137,087
Closed -$1.15M
IAG icon
831
IAMGOLD
IAG
$11.2B
– –
-484,500
Closed -$1.07M
IBB icon
832
iShares Biotechnology ETF
IBB
$10.3B
– –
-91,800
Closed -$7.98M
ICLR icon
833
Icon
ICLR
$13.3B
– –
-6,400
Closed -$480K
INCY icon
834
Incyte
INCY
$24.7B
– –
-26,500
Closed -$1.92M
INFY icon
835
Infosys
INFY
$45.8B
– –
-381,000
Closed -$3.62M
INGR icon
836
Ingredion
INGR
$6.25B
– –
-16,200
Closed -$1.73M
INVA icon
837
Innoviva
INVA
$1.51B
– –
-23,800
Closed -$299K
IVZ icon
838
Invesco
IVZ
$13.6B
– –
-42,300
Closed -$1.3M
JACK icon
839
Jack in the Box
JACK
$261M
– –
-3,500
Closed -$223K
JD icon
840
JD.com
JD
$36.6B
– –
-212,700
Closed -$5.64M
JEF icon
841
Jefferies Financial Group
JEF
$11.3B
– –
-29,157
Closed -$422K
JKS
842
JinkoSolar
JKS
$561M
– –
-25,700
Closed -$537K
JNK icon
843
State Street SPDR Bloomberg High Yield Bond ETF
JNK
$6.78B
– –
-116,867
Closed -$12M
KDP icon
844
Keurig Dr Pepper
KDP
$42.9B
– –
-32,300
Closed -$2.89M
KMX icon
845
CarMax
KMX
$8.49B
– –
-25,900
Closed -$1.32M
LBTYA icon
846
Liberty Global Class A
LBTYA
$3.58B
– –
-38,162
Closed -$1.28M
LBTYK icon
847
Liberty Global Class C
LBTYK
$3.44B
– –
-29,030
Closed -$946K
LPX icon
848
Louisiana-Pacific
LPX
$4.53B
– –
-50,500
Closed -$864K
LUMN icon
849
Lumen
LUMN
$7.04B
– –
-47,100
Closed -$1.5M
LVS icon
850
Las Vegas Sands
LVS
$26.7B
– –
-71,100
Closed -$3.67M
32 33
34
35 36

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.