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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
CXT icon
426
Crane NXT
CXT
$2.72B
$3.15M 0.05%
+114,296
New +$3.09M
ARW icon
427
Arrow Electronics
ARW
$10.8B
$3.14M 0.05%
40,000
-30,200
-43% -$2.26M
CIB icon
428
Grupo Cibest SA
CIB
$23.2B
$3.1M 0.05%
69,700
+23,700
+52% +$1.01M
ADEA icon
429
Adeia
ADEA
$2.75B
$3.1M 0.05%
393,120
+96,768
+33% +$817K
XRT icon
430
State Street SPDR S&P Retail ETF
XRT
$393M
$3.08M 0.05%
+75,700
New +$3.15M
UMPQ
431
DELISTED
Umpqua Holdings Corp
UMPQ
$3.03M 0.05%
+165,000
New +$2.93M
SIMO icon
432
Silicon Motion
SIMO
$8.18B
$3.03M 0.05%
62,800
+21,700
+53% +$1.07M
TSN icon
433
Tyson Foods
TSN
$18.3B
$3.02M 0.05%
+48,200
New +$2.95M
JAZZ icon
434
Jazz Pharmaceuticals
JAZZ
$15.8B
$3.02M 0.05%
+19,400
New +$2.97M
PTLA
435
DELISTED
Portola Pharmaceuticals, Inc.
PTLA
$3.01M 0.05%
+53,600
New +$2.15M
BMO icon
436
Bank of Montreal
BMO
$120B
$3M 0.05%
40,900
-10,600
-21% -$750K
OMER icon
437
Omeros
OMER
$1.26B
$2.98M 0.04%
+149,700
New +$2.61M
JEF icon
438
Jefferies Financial Group
JEF
$10.9B
$2.93M 0.04%
125,118
+91,381
+271% +$2.08M
NEE icon
439
NextEra Energy
NEE
$168B
$2.91M 0.04%
83,200
-398,400
-83% -$13.6M
ITRI icon
440
Itron
ITRI
$4.03B
$2.9M 0.04%
+42,800
New +$2.81M
WWW icon
441
Wolverine World Wide
WWW
$1.58B
$2.88M 0.04%
+102,700
New +$2.59M
EWBC icon
442
East-West Bancorp
EWBC
$17.3B
$2.86M 0.04%
+48,900
New +$2.69M
OVV icon
443
Ovintiv
OVV
$17.4B
$2.85M 0.04%
+64,760
New +$3.36M
KRA
444
DELISTED
Kraton Corporation
KRA
$2.84M 0.04%
82,500
+39,900
+94% +$1.31M
AME icon
445
Ametek
AME
$53.2B
$2.83M 0.04%
46,700
-162,100
-78% -$9.55M
CSIQ icon
446
Canadian Solar
CSIQ
$770M
$2.8M 0.04%
+176,100
New +$2.36M
FOE
447
DELISTED
Ferro Corporation
FOE
$2.77M 0.04%
+151,400
New +$2.59M
GRUB
448
DELISTED
Just Eat Takeaway.com N.V. American Depositary Shares
GRUB
$2.74M 0.04%
+31,450
New +$2.61M
MCD icon
449
McDonald's
MCD
$176B
$2.73M 0.04%
17,800
-54,900
-76% -$7.93M
CLR
450
DELISTED
CONTINENTAL RESOURCES INC.
CLR
$2.69M 0.04%
83,100
-700
-0.8% -$27.7K
16 17
18
19 20

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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.