We are live on ! Find out more
QIM

Quantitative Investment Management Portfolio holdings

AUM $917M
1-Year Est. Return 3.96%
This Fund
S&P 500
This Quarter Est. Return
+6.58%
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
$6.65B
AUM Growth
+$64.4M
Cap. Flow
-$238M
Cap. Flow %
-3.58%
Top 10 Hldgs %
21.08%
Holding
995
New
328
Increased
173
Reduced
164
Closed
330

Top Buys

Rank Stock Value
1
IWM icon
iShares Russell 2000 ETF
IWM
+$149M
2
XLF icon
State Street Financial Select Sector SPDR ETF
XLF
+$149M
3
XLV icon
State Street Health Care Select Sector SPDR ETF
XLV
+$105M
4
BAC icon
Bank of America
BAC
+$104M
5
IBB icon
iShares Biotechnology ETF
IBB
+$98.6M

Top Sells

Rank Stock Value
1
EEM icon
iShares MSCI Emerging Markets ETF
EEM
+$377M
2
TLT icon
iShares 20+ Year Treasury Bond ETF
TLT
+$191M
3
QQQ icon
Invesco QQQ Trust
QQQ
+$155M
4
AMZN icon
Amazon
AMZN
+$117M
5
FXI icon
iShares China Large-Cap ETF
FXI
+$92.8M

Sector Composition

Rank Sector Weight
1 Miscellaneous 24.02%
2 Financials 19.29%
3 Technology 11.82%
4 Healthcare 10.77%
5 Consumer Discretionary 9.32%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
WM icon
226
Waste Management
WM
$86.8B
$7.74M 0.12%
105,500
-17,200
-14% -$1.25M
DECK icon
227
Deckers Outdoor
DECK
$10.6B
$7.64M 0.11%
+671,400
New +$7M
EVR icon
228
Evercore
EVR
$10.4B
$7.54M 0.11%
+106,900
New +$7.77M
ES icon
229
Eversource Energy
ES
$25.3B
$7.51M 0.11%
123,800
-36,600
-23% -$2.22M
ARRS
230
DELISTED
ARRIS International plc Ordinary Shares
ARRS
$7.43M 0.11%
+265,100
New +$7.28M
PVH icon
231
PVH
PVH
$3.3B
$7.41M 0.11%
+64,700
New +$6.71M
XYL icon
232
Xylem
XYL
$25.1B
$7.4M 0.11%
133,500
+119,800
+874% +$6.24M
RIG icon
233
Transocean
RIG
$6.63B
$7.4M 0.11%
899,000
+674,600
+301% +$6.89M
BC icon
234
Brunswick
BC
$4.46B
$7.39M 0.11%
117,800
+44,200
+60% +$2.57M
ARCC icon
235
Ares Capital
ARCC
$13.9B
$7.37M 0.11%
449,700
+245,500
+120% +$4.14M
ZBH icon
236
Zimmer Biomet
ZBH
$18.8B
$7.36M 0.11%
+59,019
New +$7M
LHX icon
237
L3Harris
LHX
$46.5B
$7.34M 0.11%
67,300
+19,000
+39% +$2.09M
OC icon
238
Owens Corning
OC
$10.2B
$7.29M 0.11%
109,000
-42,400
-28% -$2.66M
CLVS
239
DELISTED
Clovis Oncology, Inc.
CLVS
$7.28M 0.11%
+77,800
New +$4.76M
CMA
240
DELISTED
Comerica
CMA
$7.24M 0.11%
+98,900
New +$6.94M
ABMD
241
DELISTED
Abiomed Inc
ABMD
$7.19M 0.11%
50,200
-23,000
-31% -$3.09M
AEP icon
242
American Electric Power
AEP
$65.7B
$7.18M 0.11%
103,300
-60,500
-37% -$4.2M
CACC icon
243
Credit Acceptance
CACC
$6.23B
$7.15M 0.11%
+27,800
New +$6.09M
ADP icon
244
Automatic Data Processing
ADP
$110B
$7.14M 0.11%
69,700
-130,100
-65% -$13.2M
WBC
245
DELISTED
WABCO HOLDINGS INC.
WBC
$7.13M 0.11%
55,900
+11,000
+24% +$1.32M
CIEN icon
246
Ciena
CIEN
$47.4B
$7.09M 0.11%
+283,400
New +$6.79M
STI
247
DELISTED
SunTrust Banks, Inc.
STI
$6.99M 0.11%
123,300
+3,300
+3% +$183K
TECD
248
DELISTED
Tech Data Corp
TECD
$6.99M 0.11%
69,200
+59,100
+585% +$5.68M
PBYI icon
249
Puma Biotechnology
PBYI
$477M
$6.94M 0.1%
+79,400
New +$4.44M
JACK icon
250
Jack in the Box
JACK
$261M
$6.93M 0.1%
+70,400
New +$7.27M
8 9
10
11 12

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 2017 Portfolio in Review

As of Q2 2017, Quantitative Investment Management held 995 positions worth $6.65B, up 0.98% from $6.58B the previous quarter. Its ten largest holdings account for 21% of the portfolio.

Quantitative Investment Management withdrew a net $238M in Q2 2017, closing 330 positions and reducing 164 holdings. Its most notable exit was iShares 20+ Year Treasury Bond ETF, an estimated $191M position sold in full.

By sector, the portfolio is most concentrated in Miscellaneous at 24% of assets, down from 33% a quarter earlier, followed by Financials and Technology.

Against the trend, Quantitative Investment Management opened a new position in Bank of America worth $109M.

  • Quantitative Investment Management's largest Q2 2017 buy was Bank of America: 4,475,900 shares worth $109M.
  • Quantitative Investment Management added most to iShares Russell 2000 ETF in Q2 2017, an estimated $149M increase.
  • Quantitative Investment Management's biggest Q2 2017 reduction was iShares MSCI Emerging Markets ETF, cutting an estimated $377M.
  • Quantitative Investment Management fully exited iShares 20+ Year Treasury Bond ETF in Q2 2017, selling an estimated $191M.
  • Quantitative Investment Management's ten largest holdings make up 21% of its $6.65B portfolio in Q2 2017.
  • Quantitative Investment Management opened 328 new positions and closed 330 in Q2 2017.
  • Quantitative Investment Management's portfolio value rose 0.98% quarter-over-quarter to $6.65B.

Based on Quantitative Investment Management's 13F filing for Q2 2017, filed 11 Aug 2017.