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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
MA icon
801
Mastercard
MA
$502B
– –
-82,600
Closed -$9.29M
MAR icon
802
Marriott International
MAR
$87.9B
– –
-40,200
Closed -$3.79M
MBI icon
803
MBIA
MBI
$230M
– –
-146,800
Closed -$1.24M
MCHI icon
804
iShares MSCI China ETF
MCHI
$6.1B
– –
-106,000
Closed -$5.29M
MCHP icon
805
Microchip Technology
MCHP
$38.8B
– –
-161,000
Closed -$5.94M
MCK icon
806
McKesson
MCK
$105B
– –
-24,300
Closed -$3.6M
MDT icon
807
Medtronic
MDT
$120B
– –
-109,000
Closed -$8.78M
MDU icon
808
MDU Resources
MDU
$3.91B
– –
-107,299
Closed -$1.12M
MDY icon
809
State Street SPDR S&P MIDCAP 400 ETF Trust
MDY
$25.9B
– –
-44,600
Closed -$13.9M
MEI icon
810
Methode Electronics
MEI
$469M
– –
-16,800
Closed -$766K
MIDD icon
811
Middleby
MIDD
$5.02B
– –
-12,200
Closed -$1.66M
MLM icon
812
Martin Marietta Materials
MLM
$36B
– –
-8,300
Closed -$1.81M
MNST icon
813
Monster Beverage
MNST
$87.4B
– –
-586,800
Closed -$6.77M
MO icon
814
Altria Group
MO
$117B
– –
-665,400
Closed -$47.5M
MOS icon
815
The Mosaic Company
MOS
$8.09B
– –
-213,100
Closed -$6.22M
MRC
816
DELISTED
MRC Global
MRC
– –
-39,200
Closed -$718K
MSFT icon
817
Microsoft
MSFT
$3.69T
– –
-288,200
Closed -$19M
MSTR icon
818
Strategy Inc
MSTR
$51.5B
– –
-46,000
Closed -$863K
MTD icon
819
Mettler-Toledo International
MTD
$26.7B
– –
-28,000
Closed -$13.4M
MTN icon
820
Vail Resorts
MTN
$4.92B
– –
-37,000
Closed -$7.1M
MTW icon
821
Manitowoc
MTW
$741M
– –
-5,875
Closed -$133K
MWA icon
822
Mueller Water Products
MWA
$3.56B
– –
-133,800
Closed -$1.58M
MYGN icon
823
Myriad Genetics
MYGN
$371M
– –
-36,400
Closed -$698K
NDAQ icon
824
Nasdaq
NDAQ
$49.9B
– –
-234,600
Closed -$5.43M
NFG icon
825
National Fuel Gas
NFG
$7.77B
– –
-28,600
Closed -$1.71M
31 32
33
34 35

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.