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
MRK icon
26
Merck
MRK
$355B
$38.5M 0.58%
+630,058
New +$38.4M
CME icon
27
CME Group
CME
$98.9B
$38.4M 0.58%
+306,700
New +$36.7M
GS icon
28
Goldman Sachs
GS
$284B
$38.4M 0.58%
172,900
+100,900
+140% +$22.4M
UPS icon
29
United Parcel Service
UPS
$87.1B
$38.1M 0.57%
+344,800
New +$36.9M
NXPI icon
30
NXP Semiconductors
NXPI
$57.1B
$37.2M 0.56%
339,500
+54,100
+19% +$5.79M
BA icon
31
Boeing
BA
$166B
$36.7M 0.55%
185,800
+170,500
+1,114% +$31.7M
GM icon
32
General Motors
GM
$74.9B
$36.5M 0.55%
+1,044,200
New +$35.5M
AMD icon
33
Advanced Micro Devices
AMD
$823B
$36.2M 0.54%
+2,899,800
New +$35.4M
MMM icon
34
3M
MMM
$84.9B
$36M 0.54%
207,028
+5,741
+3% +$960K
ICE icon
35
Intercontinental Exchange
ICE
$88.1B
$36M 0.54%
545,700
+462,500
+556% +$28.4M
BALL icon
36
Ball Corp
BALL
$16.1B
$35.9M 0.54%
+850,500
New +$33.6M
TWX
37
DELISTED
Time Warner Inc
TWX
$34.8M 0.52%
346,100
+332,200
+2,390% +$32.9M
VLO icon
38
Valero Energy
VLO
$114B
$33.8M 0.51%
+501,300
New +$32.5M
WMT icon
39
Walmart Inc
WMT
$858B
$33.6M 0.51%
1,332,600
+507,600
+62% +$12.9M
COST icon
40
Costco
COST
$400B
$32.6M 0.49%
204,000
+106,900
+110% +$18.4M
BNY
41
Bank of New York Mellon
BNY
$105B
$32.1M 0.48%
628,500
+572,200
+1,016% +$27.4M
AXP icon
42
American Express
AXP
$219B
$31M 0.47%
368,500
+110,700
+43% +$8.76M
VWO icon
43
Vanguard FTSE Emerging Markets ETF
VWO
$125B
$31M 0.47%
759,400
-1,356,800
-64% -$55M
IYR icon
44
iShares US Real Estate ETF
IYR
$4.27B
$30.2M 0.45%
+378,400
New +$30.1M
ZTS icon
45
Zoetis
ZTS
$30.3B
$30.2M 0.45%
+483,600
New +$28.6M
HIG icon
46
Hartford Financial Services
HIG
$36.8B
$30.1M 0.45%
+572,200
New +$28.4M
CTSH icon
47
Cognizant
CTSH
$28.5B
$28.4M 0.43%
+428,200
New +$27.2M
HSY icon
48
Hershey
HSY
$34.2B
$28.2M 0.42%
262,500
+199,800
+319% +$22M
IQV icon
49
IQVIA
IQV
$44.4B
$27.9M 0.42%
311,300
+262,600
+539% +$22.2M
ANDV
50
DELISTED
Andeavor
ANDV
$27.2M 0.41%
+290,700
New +$24.5M
1
2
3 4 5

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.