We are live on ! Find out more
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
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 16.41%
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
TYC
151
DELISTED
TYCO INTL PLC COM SHS (IRL)
TYC
$4.44M 0.21%
+99,511
New +$4.17M
TT icon
152
Trane Technologies
TT
$98.8B
$4.36M 0.2%
+68,400
New +$4.4M
OC icon
153
Owens Corning
OC
$11B
$4.34M 0.2%
84,200
+36,900
+78% +$1.84M
MCD icon
154
McDonald's
MCD
$193B
$4.3M 0.2%
35,700
-112,100
-76% -$14M
SCHW
155
Charles Schwab
SCHW
$182B
$4.27M 0.2%
+168,900
New +$4.8M
MKTX icon
156
MarketAxess Holdings
MKTX
$4.47B
$4.26M 0.2%
29,300
+15,700
+115% +$2.09M
WEC icon
157
WEC Energy
WEC
$36.3B
$4.26M 0.2%
+65,200
New +$3.92M
TFCF
158
DELISTED
Twenty-First Century Fox, Inc. Class B
TFCF
$4.25M 0.2%
+155,800
New +$4.55M
LHX icon
159
L3Harris
LHX
$55.4B
$4.21M 0.2%
50,500
+8,100
+19% +$640K
AON icon
160
Aon
AON
$80.6B
$4.17M 0.19%
38,200
+22,900
+150% +$2.42M
NCLH icon
161
Norwegian Cruise Line
NCLH
$9.53B
$4.15M 0.19%
+104,200
New +$4.97M
PNW icon
162
Pinnacle West Capital
PNW
$12.4B
$4.13M 0.19%
+51,000
New +$3.8M
MU icon
163
Micron Technology
MU
$835B
$4.13M 0.19%
+299,900
New +$3.41M
CY
164
DELISTED
Cypress Semiconductor
CY
$4.1M 0.19%
+388,800
New +$3.7M
WLL
165
DELISTED
Whiting Petroleum Corporation
WLL
$4.06M 0.19%
1,461
-232
-14% -$767K
EL icon
166
Estee Lauder
EL
$30.4B
$4.05M 0.19%
44,500
-1,100
-2% -$103K
CSC
167
DELISTED
Computer Sciences
CSC
$4.01M 0.19%
+80,800
New +$3.27M
BIG
168
DELISTED
Big Lots, Inc.
BIG
$3.99M 0.19%
79,600
+64,400
+424% +$3.05M
NTES icon
169
NetEase
NTES
$83B
$3.98M 0.19%
103,000
-38,000
-27% -$1.18M
TWX
170
DELISTED
Time Warner Inc
TWX
$3.97M 0.19%
54,000
-114,200
-68% -$8.45M
NLY icon
171
Annaly Capital Management
NLY
$17.3B
$3.96M 0.18%
89,500
+76,950
+613% +$3.27M
DE icon
172
Deere & Co
DE
$165B
$3.96M 0.18%
48,900
+45,400
+1,297% +$3.72M
CAG icon
173
Conagra Brands
CAG
$7.42B
$3.89M 0.18%
104,471
-141,350
-58% -$5.04M
ALL icon
174
Allstate
ALL
$70.6B
$3.87M 0.18%
55,300
+6,900
+14% +$462K
EWZ icon
175
iShares MSCI Brazil ETF
EWZ
$8.98B
$3.79M 0.18%
+125,700
New +$3.47M
5 6
7
8 9

Similar funds

MK
MASTERINVEST Kapitalanlage Vienna $962M AUM 27.59% 1-Year Est. Return
TFP
Triple Frond Partners San Francisco, California $963M AUM 27.45% 1-Year Est. Return
UWPG
Ullmann Wealth Partners Group Jacksonville Beach, Florida $963M AUM 17.06% 1-Year Est. Return
FWM
Focused Wealth Management Newburgh, New York $964M AUM 18.71% 1-Year Est. Return
RCIM
Red Cedar Investment Management Grand Rapids, Michigan $965M AUM 30.25% 1-Year Est. Return
TC
TwinBeech Capital Purchase, New York $965M AUM 0.23% 1-Year Est. Return
NA
Navellier & Associates Reno, Nevada $960M AUM 79.37% 1-Year Est. Return
GHC
Graham Holdings Company Arlington, Virginia $967M AUM 15.12% 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 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.