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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
+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
LLY icon
276
Eli Lilly
LLY
$1.01T
$6.19M 0.09%
75,200
+8,600
+13% +$702K
DVN icon
277
Devon Energy
DVN
$56.5B
$6.19M 0.09%
193,500
+70,800
+58% +$2.59M
PBCT
278
DELISTED
People's United Financial Inc
PBCT
$6.18M 0.09%
349,900
+267,000
+322% +$4.64M
STLA icon
279
Stellantis
STLA
$14.8B
$6.17M 0.09%
+582,320
New +$6.2M
OZK icon
280
Bank OZK
OZK
$5.36B
$6.16M 0.09%
+131,400
New +$6.25M
LNT icon
281
Alliant Energy
LNT
$17.1B
$6.11M 0.09%
152,200
-146,800
-49% -$5.94M
MSM icon
282
MSC Industrial Direct
MSM
$6.69B
$6.11M 0.09%
71,100
+65,500
+1,170% +$5.76M
DTE icon
283
DTE Energy
DTE
$27.1B
$6.04M 0.09%
67,093
-69,677
-51% -$6.31M
AAL icon
284
American Airlines Group
AAL
$8.45B
$6.03M 0.09%
119,800
+110,100
+1,135% +$5.12M
MON
285
DELISTED
Monsanto Co
MON
$6.01M 0.09%
50,800
-161,100
-76% -$18.8M
SNBR
286
DELISTED
Sleep Number
SNBR
$5.98M 0.09%
+168,600
New +$5.04M
FLEX icon
287
Flex
FLEX
$39.9B
$5.9M 0.09%
480,374
-164,946
-26% -$2.04M
UDR icon
288
UDR
UDR
$11.2B
$5.9M 0.09%
151,500
+122,900
+430% +$4.68M
CUZ icon
289
Cousins Properties
CUZ
$4.6B
$5.88M 0.09%
+167,200
New +$5.75M
TWTR
290
DELISTED
Twitter, Inc.
TWTR
$5.87M 0.09%
+328,500
New +$5.6M
EIX icon
291
Edison International
EIX
$21B
$5.86M 0.09%
74,900
-144,600
-66% -$11.6M
TVIX
292
DELISTED
VelocityShares Daily 2x VIX Short Term ETN
TVIX
$5.85M 0.09%
+2,770
New +$7.91M
TEL icon
293
TE Connectivity
TEL
$58.3B
$5.84M 0.09%
74,300
+22,900
+45% +$1.75M
JUNO
294
DELISTED
Juno Therapeutics, Inc.
JUNO
$5.84M 0.09%
+195,400
New +$4.82M
ADSK icon
295
Autodesk
ADSK
$47.3B
$5.84M 0.09%
+57,900
New +$5.73M
EMN icon
296
Eastman Chemical
EMN
$7.53B
$5.84M 0.09%
+69,500
New +$5.6M
MOH icon
297
Molina Healthcare
MOH
$10.8B
$5.78M 0.09%
+83,600
New +$5.13M
TV icon
298
Televisa
TV
$1.19B
$5.77M 0.09%
+236,800
New +$5.88M
CLGX
299
DELISTED
Corelogic, Inc.
CLGX
$5.76M 0.09%
+132,900
New +$5.61M
URI icon
300
United Rentals
URI
$61.6B
$5.72M 0.09%
50,800
+28,600
+129% +$3.19M
10 11
12
13 14

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.