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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
BBWI icon
701
Bath & Body Works
BBWI
$3.37B
– –
-98,218
Closed -$3.74M
BKNG icon
702
Booking.com
BKNG
$129B
– –
-260,000
Closed -$18.5M
BMY icon
703
Bristol-Myers Squibb
BMY
$130B
– –
-113,100
Closed -$6.15M
BTE icon
704
Baytex Energy
BTE
$3.61B
– –
-107,400
Closed -$367K
BURL icon
705
Burlington
BURL
$14.3B
– –
-75,000
Closed -$7.3M
BVN icon
706
Compañía de Minas Buenaventura
BVN
$8.44B
– –
-35,600
Closed -$428K
BWXT icon
707
BWX Technologies
BWXT
$13.4B
– –
-7,900
Closed -$376K
CACI icon
708
CACI
CACI
$14.1B
– –
-8,800
Closed -$1.03M
CBRE icon
709
CBRE Group
CBRE
$40.6B
– –
-270,300
Closed -$9.4M
CBT icon
710
Cabot Corp
CBT
$4.09B
– –
-77,100
Closed -$4.62M
CCJ icon
711
Cameco
CCJ
$39.7B
– –
-45,900
Closed -$508K
CCL icon
712
Carnival Corporation Ltd
CCL
$30.3B
– –
-75,300
Closed -$4.43M
CDE icon
713
Coeur Mining
CDE
$20.5B
– –
-360,800
Closed -$2.92M
CHKP icon
714
Check Point Software Technologies
CHKP
$14.1B
– –
-71,400
Closed -$7.33M
CHRW icon
715
C.H. Robinson
CHRW
$18.4B
– –
-171,100
Closed -$13.2M
CHTR icon
716
Charter Communications
CHTR
$16.8B
– –
-20,100
Closed -$6.58M
CL icon
717
Colgate-Palmolive
CL
$69.4B
– –
-149,700
Closed -$11M
CLNE icon
718
Clean Energy Fuels
CLNE
$381M
– –
-107,500
Closed -$274K
CMP icon
719
Compass Minerals
CMP
$1B
– –
-75,700
Closed -$5.14M
CNC icon
720
Centene
CNC
$33.4B
– –
-50,400
Closed -$1.79M
CNQ icon
721
Canadian Natural Resources
CNQ
$106B
– –
-471,089
Closed -$7.56M
COP icon
722
ConocoPhillips
COP
$170B
– –
-213,300
Closed -$10.6M
COR icon
723
Cencora
COR
$61.7B
– –
-99,200
Closed -$8.78M
CPB icon
724
Campbell Soup
CPB
$6.37B
– –
-91,400
Closed -$5.23M
CRM icon
725
Salesforce
CRM
$210B
– –
-219,900
Closed -$18.1M
27 28
29
30 31

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.