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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
QSR icon
326
Restaurant Brands International
QSR
$26.3B
$5.07M 0.08%
+81,100
New +$4.78M
BR icon
327
Broadridge
BR
$19.3B
$5.05M 0.08%
+66,800
New +$4.82M
EA
328
DELISTED
Electronic Arts
EA
$5.04M 0.08%
47,700
-21,900
-31% -$2.26M
PII icon
329
Polaris
PII
$3.31B
$5.04M 0.08%
+54,600
New +$4.68M
MCO icon
330
Moody's
MCO
$81.3B
$5M 0.08%
41,100
-62,200
-60% -$7.28M
GREK
331
Global X MSCI Greece ETF
GREK
$347M
$4.98M 0.08%
164,300
+153,100
+1,367% +$4.21M
ITW icon
332
Illinois Tool Works
ITW
$76.4B
$4.94M 0.07%
34,500
+600
+2% +$83.7K
BLMN icon
333
Bloomin' Brands
BLMN
$690M
$4.93M 0.07%
+232,200
New +$4.79M
AWK icon
334
American Water Works
AWK
$27.6B
$4.9M 0.07%
62,900
-183,200
-74% -$14.4M
SEIC icon
335
SEI Investments
SEIC
$12.7B
$4.89M 0.07%
90,900
+61,400
+208% +$3.16M
VYX icon
336
NCR Voyix
VYX
$1.05B
$4.88M 0.07%
+194,948
New +$4.95M
ETR icon
337
Entergy
ETR
$49.5B
$4.87M 0.07%
126,800
-68,200
-35% -$2.64M
TSEM icon
338
Tower Semiconductor
TSEM
$23B
$4.83M 0.07%
202,700
+90,200
+80% +$2.13M
LHO
339
DELISTED
LaSalle Hotel Properties
LHO
$4.82M 0.07%
161,700
-27,900
-15% -$819K
RNR icon
340
RenaissanceRe
RNR
$13.7B
$4.8M 0.07%
+34,500
New +$4.85M
LVLT
341
DELISTED
Level 3 Communications Inc
LVLT
$4.79M 0.07%
80,800
-90,300
-53% -$5.44M
MPT
342
Medical Properties Trust
MPT
$2.11B
$4.73M 0.07%
+367,700
New +$4.9M
TEVA icon
343
Teva Pharmaceutical Industries Limited
TEVA
$44.9B
$4.67M 0.07%
+140,700
New +$4.36M
SAGE
344
DELISTED
Sage Therapeutics
SAGE
$4.65M 0.07%
+58,400
New +$4.22M
DEO icon
345
Diageo
DEO
$48.6B
$4.64M 0.07%
+38,700
New +$4.61M
NBR icon
346
Nabors Industries
NBR
$1.34B
$4.64M 0.07%
11,394
+2,200
+24% +$1.11M
IONS icon
347
Ionis Pharmaceuticals
IONS
$7.77B
$4.63M 0.07%
+91,000
New +$4.24M
AXTA icon
348
Axalta
AXTA
$7.18B
$4.61M 0.07%
+143,800
New +$4.59M
TECK icon
349
Teck Resources
TECK
$31.8B
$4.56M 0.07%
+263,000
New +$5.03M
TRMB icon
350
Trimble
TRMB
$13.7B
$4.49M 0.07%
125,800
-48,800
-28% -$1.69M
12 13
14
15 16

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.