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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
NWSA icon
451
News Corp Class A
NWSA
$16.2B
$2.64M 0.04%
+192,800
New +$2.52M
PODD icon
452
Insulet
PODD
$9.75B
$2.62M 0.04%
51,100
+41,500
+432% +$1.8M
NE
453
DELISTED
Noble Corporation
NE
$2.6M 0.04%
+717,700
New +$3.3M
WLK icon
454
Westlake Corp
WLK
$9.03B
$2.58M 0.04%
+38,900
New +$2.47M
LDOS icon
455
Leidos
LDOS
$16.2B
$2.57M 0.04%
+49,800
New +$2.65M
MDC
456
DELISTED
M.D.C. Holdings, Inc.
MDC
$2.56M 0.04%
91,329
+43,712
+92% +$1.14M
MTB icon
457
M&T Bank
MTB
$32.6B
$2.54M 0.04%
15,700
-72,700
-82% -$11.5M
RTX icon
458
RTX Corp
RTX
$265B
$2.54M 0.04%
+33,051
New +$2.48M
ONCE
459
DELISTED
Spark Therapeutics, Inc. Common Stock
ONCE
$2.51M 0.04%
+42,000
New +$2.35M
ESS icon
460
Essex Property Trust
ESS
$17.4B
$2.47M 0.04%
9,600
-200
-2% -$50.3K
DNB
461
DELISTED
Dun & Bradstreet
DNB
$2.44M 0.04%
+22,600
New +$2.42M
ALK icon
462
Alaska Air
ALK
$4.43B
$2.43M 0.04%
27,100
-22,200
-45% -$1.95M
HIBB
463
DELISTED
Hibbett, Inc. Common Stock
HIBB
$2.42M 0.04%
116,800
+71,400
+157% +$1.76M
FHN icon
464
First Horizon
FHN
$11.3B
$2.42M 0.04%
+138,900
New +$2.47M
RGLD icon
465
Royal Gold
RGLD
$20.8B
$2.42M 0.04%
+30,900
New +$2.33M
IEMG icon
466
iShares Core MSCI Emerging Markets ETF
IEMG
$158B
$2.41M 0.04%
48,200
-1,383,400
-97% -$68.3M
AGIO icon
467
Agios Pharmaceuticals
AGIO
$1.97B
$2.39M 0.04%
46,500
-24,600
-35% -$1.26M
LAMR icon
468
Lamar Advertising Co
LAMR
$15B
$2.39M 0.04%
32,500
-51,000
-61% -$3.66M
MAT icon
469
Mattel
MAT
$3.76B
$2.39M 0.04%
+111,100
New +$2.51M
LNG icon
470
Cheniere Energy
LNG
$55.3B
$2.38M 0.04%
+48,900
New +$2.33M
RDC
471
DELISTED
Rowan Companies Plc
RDC
$2.36M 0.04%
230,800
+196,000
+563% +$2.57M
RYAM icon
472
Rayonier Advanced Materials
RYAM
$559M
$2.35M 0.04%
+149,682
New +$2.14M
JLL icon
473
Jones Lang LaSalle
JLL
$15.7B
$2.35M 0.04%
+18,800
New +$2.16M
EPAM icon
474
EPAM Systems
EPAM
$6.04B
$2.34M 0.04%
+27,800
New +$2.23M
ALSN icon
475
Allison Transmission
ALSN
$9.8B
$2.33M 0.04%
+62,200
New +$2.32M
17 18
19
20 21

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.