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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
OHI icon
476
Omega Healthcare
OHI
$14.2B
$2.33M 0.04%
+70,500
New +$2.33M
OCLR
477
DELISTED
Oclaro Inc.
OCLR
$2.32M 0.03%
248,800
+180,400
+264% +$1.63M
ZAYO
478
DELISTED
Zayo Group Holdings, Inc.
ZAYO
$2.31M 0.03%
+74,900
New +$2.45M
LXRX icon
479
Lexicon Pharmaceuticals
LXRX
$899M
$2.3M 0.03%
+140,100
New +$2.17M
RHP icon
480
Ryman Hospitality Properties
RHP
$8.27B
$2.3M 0.03%
36,000
-39,300
-52% -$2.5M
WIN
481
DELISTED
Windstream Holdings Inc
WIN
$2.25M 0.03%
115,860
+58,140
+101% +$1.41M
EME icon
482
Emcor
EME
$32.6B
$2.23M 0.03%
34,200
-2,300
-6% -$148K
CCEP icon
483
Coca-Cola Europacific Partners
CCEP
$45.3B
$2.23M 0.03%
+54,800
New +$2.17M
AMH icon
484
American Homes 4 Rent
AMH
$11.3B
$2.22M 0.03%
98,300
-321,600
-77% -$7.32M
EV
485
DELISTED
Eaton Vance Corp.
EV
$2.19M 0.03%
46,300
+35,100
+313% +$1.6M
TVRD
486
Tvardi Therapeutics
TVRD
$23.1M
$2.19M 0.03%
+3,947
New +$2.5M
TEX icon
487
Terex
TEX
$6.72B
$2.16M 0.03%
+57,700
New +$1.95M
PTCT icon
488
PTC Therapeutics
PTCT
$5.64B
$2.15M 0.03%
+117,100
New +$1.58M
PBF icon
489
PBF Energy
PBF
$9B
$2.14M 0.03%
+96,200
New +$2.07M
VECO icon
490
Veeco
VECO
$2.51B
$2.1M 0.03%
75,600
-21,400
-22% -$658K
LOXO
491
DELISTED
Loxo Oncology, Inc
LOXO
$2.09M 0.03%
+26,100
New +$1.45M
MAN icon
492
ManpowerGroup
MAN
$2.69B
$2.09M 0.03%
+18,700
New +$1.93M
KN icon
493
Knowles
KN
$3B
$2.08M 0.03%
123,200
+44,300
+56% +$797K
JOYY
494
JOYY Inc
JOYY
$3.86B
$2.04M 0.03%
+35,200
New +$1.87M
EFX icon
495
Equifax
EFX
$19.2B
$2.03M 0.03%
14,800
-76,800
-84% -$10.5M
DBD
496
DELISTED
Diebold Nixdorf Incorporated
DBD
$2.02M 0.03%
+72,200
New +$2M
FOSL icon
497
Fossil Group
FOSL
$315M
$2M 0.03%
+192,900
New +$2.61M
AGO icon
498
Assured Guaranty
AGO
$3.14B
$1.99M 0.03%
+47,700
New +$1.88M
OSIS icon
499
OSI Systems
OSIS
$3.22B
$1.98M 0.03%
26,300
+20,300
+338% +$1.54M
L icon
500
Loews
L
$22.2B
$1.98M 0.03%
+42,200
New +$1.98M
18 19
20
21 22

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.