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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
UIS icon
901
Unisys
UIS
$183M
– –
-18,000
Closed -$251K
UL icon
902
Unilever
UL
$134B
– –
-32,800
Closed -$1.82M
ULTA icon
903
Ulta Beauty
ULTA
$23.3B
– –
-33,300
Closed -$9.5M
UNFI icon
904
United Natural Foods
UNFI
$2.7B
– –
-45,000
Closed -$1.95M
UNP icon
905
Union Pacific
UNP
$169B
– –
-47,100
Closed -$4.99M
UTHR icon
906
United Therapeutics
UTHR
$21.5B
– –
-65,600
Closed -$8.88M
VEEV icon
907
Veeva Systems
VEEV
$43.2B
– –
-154,500
Closed -$7.92M
VEON icon
908
VEON
VEON
$4.73B
– –
-9,328
Closed -$951K
VIAV icon
909
Viavi Solutions
VIAV
$8.33B
– –
-56,300
Closed -$603K
VIPS icon
910
Vipshop
VIPS
$5.75B
– –
-462,500
Closed -$6.17M
VIV icon
911
Telefônica Brasil
VIV
$19B
– –
-281,600
Closed -$4.18M
VMI icon
912
Valmont Industries
VMI
$9.14B
– –
-14,100
Closed -$2.19M
VNO icon
913
Vornado Realty Trust
VNO
$6.45B
– –
-12,370
Closed -$1M
VRNT
914
DELISTED
Verint Systems
VRNT
– –
-48,682
Closed -$1.07M
VRTX icon
915
Vertex Pharmaceuticals
VRTX
$130B
– –
-102,100
Closed -$11.2M
VTRS icon
916
Viatris
VTRS
$19.1B
– –
-40,900
Closed -$1.59M
WAT icon
917
Waters Corp
WAT
$41B
– –
-14,800
Closed -$2.31M
WCN
918
Waste Connections
WCN
$40.1B
– –
-109,950
Closed -$6.47M
WMB icon
919
Williams Companies
WMB
$87.6B
– –
-75,700
Closed -$2.24M
WOLF icon
920
Wolfspeed
WOLF
$1.25B
– –
-27,900
Closed -$745K
WTI icon
921
W&T Offshore
WTI
$623M
– –
-279,900
Closed -$775K
WYNN icon
922
Wynn Resorts
WYNN
$8.93B
– –
-187,400
Closed -$21.5M
XEL icon
923
Xcel Energy
XEL
$45.3B
– –
-216,400
Closed -$9.62M
XLK icon
924
State Street Technology Select Sector SPDR ETF
XLK
$119B
– –
-301,200
Closed -$8.03M
XLU icon
925
State Street Utilities Select Sector SPDR ETF
XLU
$21.5B
– –
-895,000
Closed -$23M
35 36
37
38 39

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.