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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
NFX
626
DELISTED
Newfield Exploration
NFX
$435K 0.01%
+15,300
New +$504K
TAN icon
627
Invesco Solar ETF
TAN
$950M
$425K 0.01%
+21,400
New +$389K
REN
628
DELISTED
Resolute Energy Corporaton
REN
$422K 0.01%
+14,200
New +$544K
CMPR icon
629
Cimpress
CMPR
$1.98B
$415K 0.01%
+4,400
New +$389K
IPXL
630
DELISTED
Impax Laboratories, Inc.
IPXL
$407K 0.01%
25,300
-172,600
-87% -$2.55M
AER icon
631
AerCap
AER
$22.4B
$394K 0.01%
+8,500
New +$383K
CRL icon
632
Charles River Laboratories
CRL
$13.1B
$394K 0.01%
+3,900
New +$359K
DXC icon
633
DXC Technology
DXC
$1.85B
$360K 0.01%
+5,433
New +$361K
GPK icon
634
Graphic Packaging
GPK
$2.86B
$358K 0.01%
+26,000
New +$349K
OSG
635
Octave Specialty Group
OSG
$213M
$355K 0.01%
20,500
-49,300
-71% -$876K
MFIC icon
636
MidCap Financial Investment
MFIC
$745M
$355K 0.01%
18,533
-23,867
-56% -$464K
DYN
637
DELISTED
Dynegy, Inc.
DYN
$355K 0.01%
43,000
-217,600
-83% -$1.65M
PPLI
638
People Inc
PPLI
$2.78B
$351K 0.01%
+19,024
New +$323K
YELL
639
DELISTED
Yellow Corporation Common Stock
YELL
$336K 0.01%
30,300
-10,100
-25% -$101K
ASRT
640
DELISTED
Assertio
ASRT
$335K 0.01%
+520
New +$347K
ONIT
641
Onity Group
ONIT
$285M
$327K ﹤0.01%
+8,127
New +$386K
MEOH icon
642
Methanex
MEOH
$4.76B
$321K ﹤0.01%
+7,300
New +$319K
NSM
643
DELISTED
Nationstar Mortgage Holdings
NSM
$320K ﹤0.01%
+17,900
New +$303K
SMTC icon
644
Semtech
SMTC
$15.6B
$311K ﹤0.01%
+8,700
New +$305K
CHE icon
645
Chemed
CHE
$6.66B
$306K ﹤0.01%
+1,500
New +$299K
RRD
646
DELISTED
RR Donnelley & Sons Co.
RRD
$287K ﹤0.01%
+22,900
New +$282K
TTPH
647
DELISTED
Tetraphase Pharmaceuticals, Inc.
TTPH
$271K ﹤0.01%
+1,905
New +$294K
HPQ icon
648
HP
HPQ
$29.5B
$262K ﹤0.01%
15,000
-600,100
-98% -$11M
STRA icon
649
Strategic Education
STRA
$1.81B
$261K ﹤0.01%
2,800
-14,700
-84% -$1.29M
TSE
650
DELISTED
Trinseo
TSE
$254K ﹤0.01%
+3,700
New +$242K
24 25
26
27 28

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.