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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
BPOP icon
651
Popular Inc
BPOP
$10.5B
$250K ﹤0.01%
+6,000
New +$238K
SHLD
652
DELISTED
Sears Holding Corporation
SHLD
$240K ﹤0.01%
+27,100
New +$253K
MLNX
653
DELISTED
Mellanox Technologies, Ltd.
MLNX
$233K ﹤0.01%
5,400
-35,000
-87% -$1.66M
ACTG icon
654
Acacia Research
ACTG
$445M
$221K ﹤0.01%
+54,000
New +$251K
SNP
655
DELISTED
CHINA PETROLEUM & CHEMICAL CORPORATION ADS (REP 100 ORDINARY H SHARES)
SNP
$220K ﹤0.01%
2,800
-17,300
-86% -$1.41M
SA
656
Seabridge Gold
SA
$3.16B
$219K ﹤0.01%
+20,300
New +$216K
CY
657
DELISTED
Cypress Semiconductor
CY
$208K ﹤0.01%
15,300
-62,900
-80% -$856K
KND
658
DELISTED
Kindred Healthcare
KND
$193K ﹤0.01%
16,600
-162,600
-91% -$1.6M
ANF icon
659
Abercrombie & Fitch
ANF
$5.74B
$170K ﹤0.01%
+13,700
New +$169K
TUES
660
DELISTED
Tuesday Morning Corp
TUES
$130K ﹤0.01%
+68,600
New +$168K
NOG icon
661
Northern Oil and Gas
NOG
$2.89B
$126K ﹤0.01%
9,050
+920
+11% +$17.8K
RGLS
662
DELISTED
Regulus Therapeutics
RGLS
$103K ﹤0.01%
+875
New +$146K
SSI
663
DELISTED
Stage Stores Inc
SSI
$77K ﹤0.01%
+37,400
New +$92.3K
VIVS
664
VivoSim Labs
VIVS
$3.65M
$73K ﹤0.01%
117
-589
-83% -$396K
A icon
665
Agilent Technologies
A
$42.4B
– –
-165,400
Closed -$8.74M
AAPL icon
666
Apple
AAPL
$4.84T
– –
-186,400
Closed -$6.69M
ACAD icon
667
Acadia Pharmaceuticals
ACAD
$4.61B
– –
-41,500
Closed -$1.43M
ACIW icon
668
ACI Worldwide
ACIW
$5.18B
– –
-43,800
Closed -$936K
ADBE icon
669
Adobe
ADBE
$102B
– –
-75,700
Closed -$9.85M
ADI icon
670
Analog Devices
ADI
$175B
– –
-194,900
Closed -$16M
ADM icon
671
Archer Daniels Midland
ADM
$41.7B
– –
-156,500
Closed -$7.21M
ADTN icon
672
Adtran
ADTN
$577M
– –
-96,800
Closed -$2.01M
AGNC icon
673
AGNC Investment
AGNC
$11.8B
– –
-286,300
Closed -$5.69M
AIG icon
674
American International
AIG
$39.7B
– –
-191,200
Closed -$11.9M
ALB icon
675
Albemarle
ALB
$13.4B
– –
-44,800
Closed -$4.73M
25 26
27
28 29

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.