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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
G icon
351
Genpact
G
$5.95B
$4.48M 0.07%
+161,028
New +$4.18M
PNR icon
352
Pentair
PNR
$9.15B
$4.46M 0.07%
99,912
+57,624
+136% +$2.52M
SO icon
353
Southern Company
SO
$99.7B
$4.44M 0.07%
92,700
+25,600
+38% +$1.28M
SIVB
354
DELISTED
SVB Financial Group
SIVB
$4.43M 0.07%
+25,200
New +$4.51M
SITC icon
355
SITE Centers
SITC
$152M
$4.4M 0.07%
+376,408
New +$4.91M
EGRX
356
DELISTED
Eagle Pharmaceuticals, Inc.
EGRX
$4.37M 0.07%
55,400
-38,900
-41% -$3.18M
TER icon
357
Teradyne
TER
$54.1B
$4.35M 0.07%
144,800
+125,400
+646% +$4.22M
YPF icon
358
YPF Sociedad Anonima ADS
YPF
$21.9B
$4.29M 0.06%
196,100
+61,900
+46% +$1.5M
CMS icon
359
CMS Energy
CMS
$20.9B
$4.28M 0.06%
92,600
-217,700
-70% -$10.1M
SFR
360
DELISTED
Starwood Waypoint Homes
SFR
$4.23M 0.06%
+123,300
New +$4.25M
URBN icon
361
Urban Outfitters
URBN
$6.65B
$4.22M 0.06%
227,900
+193,200
+557% +$3.97M
TLRD
362
DELISTED
Tailored Brands, Inc.
TLRD
$4.21M 0.06%
+376,900
New +$4.41M
PNW icon
363
Pinnacle West Capital
PNW
$11.6B
$4.19M 0.06%
49,200
-91,700
-65% -$7.9M
MELI icon
364
Mercado Libre
MELI
$92.8B
$4.14M 0.06%
16,500
-32,400
-66% -$8.33M
FISV
365
Fiserv Inc
FISV
$26.5B
$4.13M 0.06%
67,600
-355,600
-84% -$21.5M
HAPN
366
Happen Inc
HAPN
$1.88B
$4.09M 0.06%
+148,460
New +$4.22M
SKM icon
367
SK Telecom
SKM
$13.7B
$3.99M 0.06%
94,328
+17,603
+23% +$706K
S
368
DELISTED
Sprint Corporation
S
$3.98M 0.06%
485,400
-208,100
-30% -$1.73M
TCBI icon
369
Texas Capital Bancshares
TCBI
$4.22B
$3.98M 0.06%
+51,400
New +$3.96M
GT icon
370
Goodyear
GT
$1.51B
$3.97M 0.06%
113,600
+18,200
+19% +$627K
CURE icon
371
Direxion Daily Healthcare Bull 3X ETF
CURE
$174M
$3.97M 0.06%
95,100
+70,900
+293% +$2.62M
CDW icon
372
CDW
CDW
$18.9B
$3.95M 0.06%
63,200
-24,300
-28% -$1.45M
MKC icon
373
McCormick & Company Non-Voting
MKC
$13.6B
$3.95M 0.06%
81,000
-47,000
-37% -$2.38M
SNV
374
DELISTED
Synovus
SNV
$3.94M 0.06%
+89,100
New +$3.74M
BAH icon
375
Booz Allen Hamilton
BAH
$9.48B
$3.93M 0.06%
+120,900
New +$4.35M
13 14
15
16 17

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.