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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
SIX
526
DELISTED
Six Flags Entertainment Corp.
SIX
$1.55M 0.02%
26,000
-69,000
-73% -$4.17M
VTR icon
527
Ventas
VTR
$45.2B
$1.54M 0.02%
+22,200
New +$1.48M
ABT icon
528
Abbott
ABT
$177B
$1.54M 0.02%
31,600
-702,200
-96% -$31.8M
GRMN
529
Garmin
GRMN
$53.4B
$1.53M 0.02%
30,000
-136,400
-82% -$6.99M
HOS
530
Hornbeck Offshore Services, Inc.
HOS
$2.82B
$1.53M 0.02%
271,400
+93,600
+53% +$566K
LPT
531
DELISTED
Liberty Property Trust
LPT
$1.5M 0.02%
+36,900
New +$1.52M
NTRI
532
DELISTED
NutriSystem, Inc.
NTRI
$1.49M 0.02%
28,600
-49,800
-64% -$2.58M
ARMK icon
533
Aramark
ARMK
$15.2B
$1.49M 0.02%
+50,276
New +$1.38M
PH icon
534
Parker-Hannifin
PH
$116B
$1.49M 0.02%
+9,300
New +$1.47M
XRX icon
535
Xerox
XRX
$457M
$1.48M 0.02%
51,400
+15,775
+44% +$446K
CDNS icon
536
Cadence Design Systems
CDNS
$77.1B
$1.47M 0.02%
44,000
-307,500
-87% -$10.2M
TGI
537
DELISTED
Triumph Group
TGI
$1.46M 0.02%
+46,300
New +$1.29M
MDSO
538
DELISTED
Medidata Solutions, Inc.
MDSO
$1.45M 0.02%
18,500
-31,600
-63% -$2.2M
ISEE
539
DELISTED
IVERIC bio, Inc. Common Stock
ISEE
$1.44M 0.02%
563,100
-1,000
-0.2% -$2.72K
SCI icon
540
Service Corp International
SCI
$11B
$1.44M 0.02%
42,900
-10,200
-19% -$325K
AFSI
541
DELISTED
AmTrust Financial Services, Inc.
AFSI
$1.43M 0.02%
+94,600
New +$1.4M
SEM
542
DELISTED
Select Medical
SEM
$1.42M 0.02%
+171,866
New +$1.29M
JKS
543
JinkoSolar
JKS
$538M
$1.41M 0.02%
+67,600
New +$1.22M
TXRH icon
544
Texas Roadhouse
TXRH
$11.2B
$1.39M 0.02%
27,300
+8,700
+47% +$420K
LPX icon
545
Louisiana-Pacific
LPX
$4.57B
$1.38M 0.02%
57,200
-334,600
-85% -$8.15M
AEE icon
546
Ameren
AEE
$28.5B
$1.38M 0.02%
25,200
-11,600
-32% -$644K
HCA icon
547
HCA Healthcare
HCA
$93.2B
$1.38M 0.02%
15,800
-113,900
-88% -$9.64M
XPO icon
548
XPO
XPO
$20.4B
$1.37M 0.02%
+61,298
New +$1.15M
ZD icon
549
Ziff Davis
ZD
$2.01B
$1.37M 0.02%
+18,515
New +$1.38M
WBS
550
DELISTED
Webster Financial
WBS
$1.35M 0.02%
+25,800
New +$1.3M
20 21
22
23 24

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.