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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
IMAX icon
776
IMAX
IMAX
$2.89B
– –
-99,600
Closed -$3.39M
INGR icon
777
Ingredion
INGR
$6.25B
– –
-5,900
Closed -$710K
INTC icon
778
Intel
INTC
$513B
– –
-123,200
Closed -$4.44M
IPG
779
DELISTED
Interpublic Group of Companies
IPG
– –
-73,000
Closed -$1.79M
IPGP icon
780
IPG Photonics
IPGP
$3.2B
– –
-5,400
Closed -$651K
IPI icon
781
Intrepid Potash
IPI
$520M
– –
-2,430
Closed -$41K
IRBT
782
DELISTED
iRobot
IRBT
– –
-20,100
Closed -$1.33M
IRM icon
783
Iron Mountain
IRM
$33.4B
– –
-21,700
Closed -$774K
ISRG icon
784
Intuitive Surgical
ISRG
$133B
– –
-68,400
Closed -$5.83M
ITUB icon
785
Itaú Unibanco
ITUB
$91B
– –
-2,469,257
Closed -$14.5M
JBHT icon
786
JB Hunt Transport Services
JBHT
$25.6B
– –
-32,700
Closed -$3M
JD icon
787
JD.com
JD
$36.6B
– –
-681,700
Closed -$21.2M
JNJ icon
788
Johnson & Johnson
JNJ
$644B
– –
-454,700
Closed -$56.6M
JNPR
789
DELISTED
Juniper Networks
JNPR
– –
-91,400
Closed -$2.54M
OPLN
790
Openlane
OPLN
$4.26B
– –
-54,425
Closed -$899K
KMX icon
791
CarMax
KMX
$8.49B
– –
-144,300
Closed -$8.54M
LBTYA icon
792
Liberty Global Class A
LBTYA
$3.58B
– –
-116,200
Closed -$4.17M
LBTYK icon
793
Liberty Global Class C
LBTYK
$3.44B
– –
-122,300
Closed -$4.29M
LEN icon
794
Lennar Class A
LEN
$19.3B
– –
-322,417
Closed -$15.7M
LOPE icon
795
Grand Canyon Education
LOPE
$4B
– –
-19,700
Closed -$1.41M
LOW icon
796
Lowe's Companies
LOW
$109B
– –
-260,500
Closed -$21.4M
LRCX icon
797
Lam Research
LRCX
$339B
– –
-67,000
Closed -$860K
LRN icon
798
Stride
LRN
$3.47B
– –
-17,800
Closed -$340K
LYB icon
799
LyondellBasell Industries
LYB
$21.1B
– –
-52,700
Closed -$4.8M
LZB icon
800
La-Z-Boy
LZB
$1.21B
– –
-33,400
Closed -$901K
30 31
32
33 34

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.