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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
DK icon
551
Delek US
DK
$4.82B
$1.34M 0.02%
+50,900
New +$1.26M
ENDP
552
DELISTED
Endo International plc
ENDP
$1.34M 0.02%
+120,400
New +$1.41M
TSRO
553
DELISTED
TESARO, Inc.
TSRO
$1.31M 0.02%
9,400
+3,600
+62% +$521K
TRUE
554
DELISTED
TrueCar
TRUE
$1.31M 0.02%
+65,600
New +$1.13M
NAV
555
DELISTED
Navistar International
NAV
$1.28M 0.02%
49,000
-77,400
-61% -$2.04M
FNB icon
556
FNB Corp
FNB
$6.49B
$1.28M 0.02%
+90,700
New +$1.28M
CAMP
557
DELISTED
CalAmp Corp.
CAMP
$1.27M 0.02%
+2,717
New +$1.15M
BMRN icon
558
BioMarin Pharmaceuticals
BMRN
$12.6B
$1.25M 0.02%
+13,800
New +$1.26M
NETI
559
DELISTED
Eneti Inc.
NETI
$1.25M 0.02%
+18,948
New +$1.24M
FBR
560
DELISTED
Fibria Celulose Sa
FBR
$1.24M 0.02%
+122,200
New +$1.22M
CAG icon
561
Conagra Brands
CAG
$7.3B
$1.22M 0.02%
+34,200
New +$1.32M
DRE
562
DELISTED
Duke Realty Corp.
DRE
$1.22M 0.02%
43,700
-43,700
-50% -$1.23M
LGF.A
563
DELISTED
Lions Gate Entertainment Corp. Class A Voting Shares
LGF.A
$1.19M 0.02%
42,300
-76,800
-64% -$2.02M
GGB icon
564
Gerdau
GGB
$9.89B
$1.18M 0.02%
+489,510
New +$1.16M
DATA
565
DELISTED
Tableau Software, Inc.
DATA
$1.18M 0.02%
19,200
-57,700
-75% -$3.38M
D icon
566
Dominion Energy
D
$56.4B
$1.17M 0.02%
15,300
-243,900
-94% -$19.2M
LNN icon
567
Lindsay Corp
LNN
$1.2B
$1.17M 0.02%
+13,100
New +$1.13M
KIM icon
568
Kimco Realty
KIM
$15.3B
$1.16M 0.02%
+63,400
New +$1.24M
RPM icon
569
RPM International
RPM
$12.9B
$1.16M 0.02%
21,300
-1,300
-6% -$69.5K
CCI icon
570
Crown Castle
CCI
$31.7B
$1.14M 0.02%
11,400
-17,400
-60% -$1.71M
MTH icon
571
Meritage Homes
MTH
$4.27B
$1.14M 0.02%
+53,800
New +$1.07M
SYNA icon
572
Synaptics
SYNA
$3.78B
$1.13M 0.02%
+21,900
New +$1.19M
OGE icon
573
OGE Energy
OGE
$9.56B
$1.11M 0.02%
31,800
-172,300
-84% -$6.03M
DRH icon
574
Diamondrock Hospitality Co
DRH
$2.55B
$1.09M 0.02%
99,700
-400,300
-80% -$4.47M
KBH icon
575
KB Home
KBH
$3.04B
$1.07M 0.02%
44,600
-355,900
-89% -$7.53M
21 22
23
24 25

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.