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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
EWZ icon
751
iShares MSCI Brazil ETF
EWZ
$8.6B
– –
-1,011,100
Closed -$37.9M
EXK
752
Endeavour Silver
EXK
$2.85B
– –
-145,500
Closed -$462K
FDS icon
753
Factset
FDS
$9.85B
– –
-13,500
Closed -$2.23M
FE icon
754
FirstEnergy
FE
$26.2B
– –
-151,500
Closed -$4.82M
FFIV icon
755
F5
FFIV
$24.4B
– –
-52,100
Closed -$7.43M
FIVE icon
756
Five Below
FIVE
$13B
– –
-67,700
Closed -$2.93M
FTNT icon
757
Fortinet
FTNT
$126B
– –
-2,353,500
Closed -$18.1M
FXI icon
758
iShares China Large-Cap ETF
FXI
$4.1B
– –
-2,412,000
Closed -$92.8M
GD icon
759
General Dynamics
GD
$97B
– –
-39,200
Closed -$7.34M
GLD icon
760
SPDR Gold Trust
GLD
$145B
– –
-429,800
Closed -$51M
GNTX icon
761
Gentex
GNTX
$4.72B
– –
-93,400
Closed -$1.99M
GPI icon
762
Group 1 Automotive
GPI
$3.28B
– –
-11,000
Closed -$814K
GWW icon
763
W.W. Grainger
GWW
$59.8B
– –
-43,900
Closed -$10.2M
HAL icon
764
Halliburton
HAL
$29.7B
– –
-43,900
Closed -$2.16M
HOG icon
765
Harley-Davidson
HOG
$2.87B
– –
-147,300
Closed -$8.91M
HON icon
766
Honeywell
HON
$64.5B
– –
-330,549
Closed -$37.3M
HRB icon
767
H&R Block
HRB
$5.65B
– –
-133,200
Closed -$3.1M
HWM icon
768
Howmet Aerospace
HWM
$89.6B
– –
-576,107
Closed -$11.6M
HXL icon
769
Hexcel
HXL
$6.91B
– –
-96,800
Closed -$5.28M
HYG icon
770
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$15.1B
– –
-120,100
Closed -$10.5M
IAU icon
771
iShares Gold Trust
IAU
$63.7B
– –
-223,450
Closed -$5.37M
IBM icon
772
IBM
IBM
$234B
– –
-91,107
Closed -$15.2M
IDCC icon
773
InterDigital
IDCC
$8.41B
– –
-3,900
Closed -$336K
IFF icon
774
International Flavors & Fragrances
IFF
$21.5B
– –
-1,800
Closed -$238K
ILF icon
775
iShares Latin America 40 ETF
ILF
$3.92B
– –
-436,100
Closed -$13.8M
29 30
31
32 33

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.