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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
ABB
251
DELISTED
ABB Ltd
ABB
$6.92M 0.1%
278,000
-265,200
-49% -$6.51M
MRO
252
DELISTED
Marathon Oil Corporation
MRO
$6.89M 0.1%
581,800
+115,900
+25% +$1.62M
PPC icon
253
Pilgrim's Pride
PPC
$7.11B
$6.87M 0.1%
+313,600
New +$7.46M
SONY icon
254
Sony
SONY
$140B
$6.81M 0.1%
891,500
+408,000
+84% +$2.89M
BOX icon
255
Box
BOX
$4.77B
$6.75M 0.1%
+369,900
New +$6.67M
ELLI
256
DELISTED
Ellie Mae Inc
ELLI
$6.7M 0.1%
61,000
-79,200
-56% -$8.57M
CZR
257
DELISTED
Caesars Entertainment Corporation
CZR
$6.7M 0.1%
558,400
+325,900
+140% +$3.64M
CVLT icon
258
Commault Systems
CVLT
$5.94B
$6.64M 0.1%
117,700
+109,500
+1,335% +$5.99M
SSNC icon
259
SS&C Technologies
SSNC
$19.1B
$6.64M 0.1%
+172,900
New +$6.44M
BDX icon
260
Becton Dickinson
BDX
$50.6B
$6.63M 0.1%
34,850
-39,668
-53% -$7.25M
KEY icon
261
KeyCorp
KEY
$23.2B
$6.61M 0.1%
352,600
+323,000
+1,091% +$5.84M
MT icon
262
ArcelorMittal
MT
$55.2B
$6.61M 0.1%
+290,600
New +$6.51M
NUVA
263
DELISTED
NuVasive, Inc.
NUVA
$6.59M 0.1%
85,700
-14,500
-14% -$1.08M
ICLR icon
264
Icon
ICLR
$13.3B
$6.55M 0.1%
67,000
+35,000
+109% +$3.1M
JBLU icon
265
JetBlue
JBLU
$1.61B
$6.54M 0.1%
+286,300
New +$6.29M
BBY icon
266
Best Buy
BBY
$19.6B
$6.5M 0.1%
113,400
-319,400
-74% -$17.1M
JBL icon
267
Jabil
JBL
$31B
$6.49M 0.1%
222,400
-83,100
-27% -$2.44M
BYD icon
268
Boyd Gaming
BYD
$5.53B
$6.49M 0.1%
261,400
+125,700
+93% +$3.03M
STX icon
269
Seagate
STX
$176B
$6.46M 0.1%
+166,700
New +$7.28M
HHH icon
270
Howard Hughes
HHH
$3.74B
$6.39M 0.1%
54,548
+52,030
+2,066% +$6.16M
CTRA
271
DELISTED
Coterra Energy
CTRA
$6.38M 0.1%
254,200
+48,100
+23% +$1.14M
MGM icon
272
MGM Resorts International
MGM
$9.87B
$6.35M 0.1%
203,000
-30,800
-13% -$952K
PFE icon
273
Pfizer
PFE
$157B
$6.33M 0.1%
198,784
-629,976
-76% -$19.9M
QEP
274
DELISTED
QEP RESOURCES, INC.
QEP
$6.28M 0.09%
622,100
+104,400
+20% +$1.13M
RF icon
275
Regions Financial
RF
$25.3B
$6.2M 0.09%
423,500
-46,400
-10% -$653K
9 10
11
12 13

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.