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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
PEP icon
376
PepsiCo
PEP
$183B
$3.93M 0.06%
34,000
-237,400
-87% -$27.2M
APD icon
377
Air Products & Chemicals
APD
$63.9B
$3.9M 0.06%
+27,300
New +$3.88M
SKX
378
DELISTED
Skechers
SKX
$3.88M 0.06%
+131,400
New +$3.4M
CHRD icon
379
Chord Energy
CHRD
$8.04B
$3.84M 0.06%
477,200
+340,800
+250% +$3.73M
SLCA
380
DELISTED
U.S. SILICA HOLDINGS, INC.
SLCA
$3.84M 0.06%
+108,200
New +$4.26M
PGR icon
381
Progressive
PGR
$126B
$3.83M 0.06%
86,900
+3,900
+5% +$162K
VOYA icon
382
Voya Financial
VOYA
$9.09B
$3.83M 0.06%
+103,800
New +$3.78M
CHD icon
383
Church & Dwight Co
CHD
$22.7B
$3.83M 0.06%
73,800
-93,900
-56% -$4.8M
ESV
384
DELISTED
Ensco Rowan plc
ESV
$3.82M 0.06%
+185,050
New +$5.31M
AWI icon
385
Armstrong World Industries
AWI
$6.67B
$3.81M 0.06%
82,900
+6,700
+9% +$300K
GNC
386
DELISTED
GNC Holdings, Inc.
GNC
$3.75M 0.06%
445,400
-805,500
-64% -$6.06M
FRAN
387
DELISTED
Francesca's Holdings Corporation
FRAN
$3.74M 0.06%
+28,525
New +$4.62M
AERI
388
DELISTED
Aerie Pharmaceuticals
AERI
$3.74M 0.06%
+71,200
New +$3.32M
ESPR
389
DELISTED
Esperion Therapeutics
ESPR
$3.74M 0.06%
80,800
-86,100
-52% -$3.17M
WTW icon
390
Willis Towers Watson
WTW
$29.1B
$3.74M 0.06%
+25,700
New +$3.59M
ICPT
391
DELISTED
Intercept Pharmaceuticals, Inc.
ICPT
$3.73M 0.06%
+30,800
New +$3.57M
ARRY
392
DELISTED
Array Biopharma Inc
ARRY
$3.71M 0.06%
+443,700
New +$3.63M
DCT
393
DELISTED
DCT Industrial Trust Inc.
DCT
$3.67M 0.06%
68,600
+45,400
+196% +$2.37M
SM icon
394
SM Energy
SM
$9.08B
$3.66M 0.06%
221,500
+48,900
+28% +$970K
LJPC
395
DELISTED
La Jolla Pharmaceutical Company
LJPC
$3.63M 0.05%
+121,800
New +$3.49M
SYK icon
396
Stryker
SYK
$109B
$3.61M 0.05%
26,000
-81,800
-76% -$11.2M
UAL icon
397
United Airlines
UAL
$34.5B
$3.59M 0.05%
47,700
-204,800
-81% -$15.5M
LEG
398
DELISTED
Leggett & Platt
LEG
$3.59M 0.05%
68,300
+61,000
+836% +$3.18M
FTI icon
399
TechnipFMC
FTI
$28.5B
$3.56M 0.05%
+176,064
New +$3.97M
RGEN icon
400
Repligen
RGEN
$9.76B
$3.56M 0.05%
85,800
+77,800
+973% +$2.96M
14 15
16
17 18

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.