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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
LNC icon
401
Lincoln National
LNC
$8.36B
$3.55M 0.05%
52,600
-700
-1% -$46.3K
SYNH
402
DELISTED
Syneos Health, Inc. Class A Common Stock
SYNH
$3.54M 0.05%
+60,600
New +$3.15M
RAD
403
DELISTED
Rite Aid Corporation
RAD
$3.54M 0.05%
+60,080
New +$4.54M
ATHM icon
404
Autohome
ATHM
$2.45B
$3.53M 0.05%
77,800
+50,600
+186% +$1.96M
SWN
405
DELISTED
Southwestern Energy Company
SWN
$3.52M 0.05%
+579,400
New +$4M
CBRL icon
406
Cracker Barrel
CBRL
$1.01B
$3.51M 0.05%
+21,000
New +$3.42M
TRN icon
407
Trinity Industries
TRN
$2.28B
$3.45M 0.05%
+170,986
New +$3.28M
BITA
408
DELISTED
Bitauto Holdings Limited
BITA
$3.45M 0.05%
+119,900
New +$3.36M
AIZ icon
409
Assurant
AIZ
$14.1B
$3.43M 0.05%
33,100
-28,900
-47% -$2.88M
VMC icon
410
Vulcan Materials
VMC
$32.2B
$3.42M 0.05%
+27,000
New +$3.39M
VFC icon
411
VF Corp
VFC
$5.13B
$3.4M 0.05%
+62,764
New +$3.24M
AXS icon
412
AXIS Capital
AXS
$7.29B
$3.4M 0.05%
52,600
+11,800
+29% +$770K
GL icon
413
Globe Life
GL
$13.5B
$3.4M 0.05%
44,400
+37,900
+583% +$2.88M
CDK
414
DELISTED
CDK Global, Inc.
CDK
$3.34M 0.05%
+53,800
New +$3.37M
SANM icon
415
Sanmina
SANM
$10.6B
$3.33M 0.05%
87,400
-89,500
-51% -$3.4M
GOGO icon
416
Gogo Inc
GOGO
$344M
$3.33M 0.05%
288,400
+266,000
+1,188% +$3.24M
KTOS icon
417
Kratos Defense & Security Solutions
KTOS
$8.8B
$3.28M 0.05%
+276,600
New +$2.64M
NUAN
418
DELISTED
Nuance Communications, Inc.
NUAN
$3.25M 0.05%
+215,639
New +$3.38M
PAYX icon
419
Paychex
PAYX
$41.8B
$3.24M 0.05%
56,900
-285,500
-83% -$16.8M
GSK icon
420
GSK
GSK
$101B
$3.22M 0.05%
+59,760
New +$3.19M
FBIN icon
421
Fortune Brands Innovations
FBIN
$4.81B
$3.21M 0.05%
+57,564
New +$3.12M
LVNTA
422
DELISTED
Liberty Interactive Corporation Series A Liberty Ventures
LVNTA
$3.21M 0.05%
61,300
-117,400
-66% -$6.14M
HLT icon
423
Hilton Worldwide
HLT
$69.5B
$3.17M 0.05%
51,300
-67,900
-57% -$4.23M
TCF
424
DELISTED
TCF Financial Corporation
TCF
$3.16M 0.05%
198,300
+32,800
+20% +$528K
TTMI icon
425
TTM Technologies
TTMI
$12.1B
$3.16M 0.05%
+181,900
New +$3.05M
15 16
17
18 19

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.