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
CSTE icon
501
Caesarstone
CSTE
$99.2M
$1.96M 0.03%
+55,900
New +$2.1M
FOLD
502
DELISTED
Amicus Therapeutics
FOLD
$1.96M 0.03%
+194,400
New +$1.56M
SCCO icon
503
Southern Copper
SCCO
$160B
$1.94M 0.03%
61,133
-194,206
-76% -$6.22M
ESL
504
DELISTED
Esterline Technologies
ESL
$1.93M 0.03%
+20,400
New +$1.89M
CP icon
505
Canadian Pacific Kansas City
CP
$77.1B
$1.91M 0.03%
+59,500
New +$1.85M
GLW icon
506
Corning
GLW
$124B
$1.9M 0.03%
63,300
+45,000
+246% +$1.29M
DHR icon
507
Danaher
DHR
$146B
$1.86M 0.03%
24,816
-151,716
-86% -$11.4M
TVTY
508
DELISTED
Tivity Health, Inc. Common Stock
TVTY
$1.85M 0.03%
46,500
-51,100
-52% -$1.71M
RICE
509
DELISTED
Rice Energy Inc.
RICE
$1.84M 0.03%
69,300
-503,900
-88% -$11.2M
FMI
510
DELISTED
Foundation Medicine, Inc.
FMI
$1.82M 0.03%
+45,900
New +$1.68M
WRLD icon
511
World Acceptance Corp
WRLD
$865M
$1.82M 0.03%
+24,300
New +$1.66M
CRZO
512
DELISTED
Carrizo Oil & Gas Inc
CRZO
$1.81M 0.03%
+104,000
New +$2.42M
PTEN icon
513
Patterson-UTI
PTEN
$4.59B
$1.8M 0.03%
+89,000
New +$1.94M
VSH icon
514
Vishay Intertechnology
VSH
$4.8B
$1.76M 0.03%
106,300
-52,000
-33% -$854K
GIMO
515
DELISTED
Gigamon Inc.
GIMO
$1.75M 0.03%
+44,600
New +$1.68M
MFC icon
516
Manulife Financial
MFC
$72.4B
$1.73M 0.03%
+92,200
New +$1.63M
GLUU
517
DELISTED
Glu Mobile Inc.
GLUU
$1.72M 0.03%
+688,400
New +$1.72M
RDN icon
518
Radian Group
RDN
$4.67B
$1.71M 0.03%
+104,400
New +$1.79M
TYL icon
519
Tyler Technologies
TYL
$14.2B
$1.69M 0.03%
+9,600
New +$1.6M
EXPD icon
520
Expeditors International
EXPD
$24.6B
$1.63M 0.02%
28,900
-253,000
-90% -$13.9M
MFA
521
MFA Financial
MFA
$854M
$1.59M 0.02%
47,375
+10,200
+27% +$338K
GES
522
DELISTED
Guess Inc
GES
$1.57M 0.02%
+123,200
New +$1.38M
PEG icon
523
Public Service Enterprise Group
PEG
$35.1B
$1.57M 0.02%
+36,600
New +$1.62M
PAG icon
524
Penske Automotive Group
PAG
$14.1B
$1.57M 0.02%
35,700
-7,300
-17% -$322K
AXON
525
Axon Enterprise
AXON
$38.1B
$1.56M 0.02%
+61,900
New +$1.51M
19 20
21
22 23

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.