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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
BG icon
576
Bunge Global
BG
$22.7B
$1.06M 0.02%
14,200
-39,700
-74% -$3.02M
MUSA icon
577
Murphy USA
MUSA
$9.45B
$1.05M 0.02%
+14,200
New +$993K
DST
578
DELISTED
DST Systems Inc.
DST
$1.05M 0.02%
+17,000
New +$1.04M
RGR icon
579
Sturm, Ruger & Co
RGR
$592M
$1.04M 0.02%
+16,700
New +$1.04M
RTN
580
DELISTED
Raytheon Company
RTN
$1.03M 0.02%
+6,400
New +$1.01M
HWC icon
581
Hancock Whitney
HWC
$5.96B
$999K 0.02%
+20,400
New +$961K
STL
582
DELISTED
Sterling Bancorp
STL
$964K 0.01%
+41,500
New +$950K
WBMD
583
DELISTED
WebMD Health Corp.
WBMD
$950K 0.01%
+16,200
New +$903K
KLXI
584
DELISTED
KLX Inc.
KLXI
$930K 0.01%
+22,060
New +$894K
HRI icon
585
Herc Holdings
HRI
$4.75B
$924K 0.01%
23,500
-73,300
-76% -$3.06M
INSY
586
DELISTED
Insys Therapeutics, Inc.
INSY
$879K 0.01%
+69,500
New +$822K
KRC icon
587
Kilroy Realty
KRC
$3.94B
$871K 0.01%
+11,600
New +$855K
CIG icon
588
CEMIG Preferred Shares
CIG
$6.15B
$860K 0.01%
+703,502
New +$932K
PGNX
589
DELISTED
Progenics Pharmaceuticals Inc
PGNX
$858K 0.01%
+126,400
New +$933K
CKH
590
DELISTED
Seacor Holdings Inc.
CKH
$854K 0.01%
25,747
-6,100
-19% -$323K
POWI icon
591
Power Integrations
POWI
$2.63B
$838K 0.01%
+23,000
New +$762K
BLDR icon
592
Builders FirstSource
BLDR
$6.44B
$815K 0.01%
+53,200
New +$795K
WY icon
593
Weyerhaeuser
WY
$15.8B
$810K 0.01%
24,200
-195,200
-89% -$6.57M
ENT
594
DELISTED
Global Eagle Entertainment Inc.
ENT
$810K 0.01%
+9,112
New +$703K
RDUS
595
DELISTED
Radius Health, Inc.
RDUS
$805K 0.01%
+17,800
New +$680K
VISN
596
Vistance Networks Inc
VISN
$1.53B
$794K 0.01%
+20,900
New +$807K
VSI
597
DELISTED
Vitamin Shoppe Inc.
VSI
$787K 0.01%
67,600
+27,600
+69% +$407K
AEIS icon
598
Advanced Energy
AEIS
$10.1B
$776K 0.01%
12,000
-34,300
-74% -$2.51M
HEES
599
DELISTED
H&E Equipment Services
HEES
$773K 0.01%
37,900
+12,400
+49% +$260K
VNDA icon
600
Vanda Pharmaceuticals
VNDA
$300M
$757K 0.01%
+46,500
New +$670K
22 23
24
25 26

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.