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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
UPBD icon
601
Upbound Group
UPBD
$1.04B
$753K 0.01%
+64,300
New +$727K
BSMX
602
DELISTED
Banco Santander México, S, A., Institución de Banca Múltiple, Grupo Financiero Santander México
BSMX
$735K 0.01%
+76,300
New +$706K
VRTS icon
603
Virtus Investment Partners
VRTS
$901M
$721K 0.01%
6,500
+4,100
+171% +$435K
DKS icon
604
Dick's Sporting Goods
DKS
$11.2B
$704K 0.01%
17,700
-157,400
-90% -$7.1M
ARCB icon
605
ArcBest
ARCB
$2.93B
$692K 0.01%
33,600
+11,500
+52% +$249K
AL
606
DELISTED
Air Lease Corp
AL
$683K 0.01%
+18,300
New +$683K
UBS icon
607
UBS Group
UBS
$155B
$677K 0.01%
+39,900
New +$649K
LSTR icon
608
Landstar System
LSTR
$5.71B
$667K 0.01%
7,800
-41,400
-84% -$3.51M
OIH icon
609
VanEck Oil Services ETF
OIH
$2.01B
$666K 0.01%
+1,345
New +$734K
WEC icon
610
WEC Energy
WEC
$33.9B
$662K 0.01%
10,800
-160,200
-94% -$9.9M
BID
611
DELISTED
Sotheby's
BID
$654K 0.01%
12,200
-93,600
-88% -$4.66M
LUMO
612
DELISTED
Lumos Pharma, Inc. Common Stock
LUMO
$635K 0.01%
+9,600
New +$1.19M
ASB icon
613
Associated Banc-Corp
ASB
$5.72B
$617K 0.01%
+24,500
New +$602K
ZEN
614
DELISTED
ZENDESK INC
ZEN
$602K 0.01%
+21,700
New +$595K
QIWI
615
DELISTED
QIWI PLC
QIWI
$560K 0.01%
22,700
-177,200
-89% -$3.72M
PCG icon
616
PG&E
PCG
$29.4B
$517K 0.01%
7,800
-191,900
-96% -$12.9M
TCOM icon
617
Trip.com Group
TCOM
$25.4B
$517K 0.01%
9,600
-291,800
-97% -$15.5M
NXGN
618
DELISTED
NextGen Healthcare, Inc. Common Stock
NXGN
$511K 0.01%
+29,700
New +$451K
GBX icon
619
The Greenbrier Companies
GBX
$1.34B
$508K 0.01%
11,000
-69,800
-86% -$3.18M
WEB
620
DELISTED
Web.com Group, Inc.
WEB
$508K 0.01%
+20,100
New +$425K
ILMN icon
621
Illumina
ILMN
$35.3B
$503K 0.01%
+2,981
New +$516K
MIC
622
DELISTED
Macquarie Infrastructure Holdings, LLC
MIC
$462K 0.01%
+5,900
New +$466K
M icon
623
Macy's
M
$5.76B
$455K 0.01%
+19,600
New +$502K
MLCO icon
624
Melco Resorts & Entertainment
MLCO
$1.75B
$444K 0.01%
19,800
-507,100
-96% -$11M
IRWD icon
625
Ironwood Pharmaceuticals
IRWD
$681M
$441K 0.01%
27,940
-11,940
-30% -$173K
23 24
25
26 27

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.