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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
NFLX icon
826
Netflix
NFLX
$324B
– –
-1,857,000
Closed -$27.4M
NG icon
827
NovaGold Resources
NG
$3.18B
– –
-200,000
Closed -$974K
NLY icon
828
Annaly Capital Management
NLY
$16.1B
– –
-272,425
Closed -$12.1M
NOV icon
829
NOV
NOV
$7.48B
– –
-89,400
Closed -$3.58M
NOW icon
830
ServiceNow
NOW
$147B
– –
-505,000
Closed -$8.83M
NSC icon
831
Norfolk Southern
NSC
$71.9B
– –
-135,800
Closed -$15.2M
NSP icon
832
Insperity
NSP
$1.97B
– –
-53,800
Closed -$2.38M
NTES icon
833
NetEase
NTES
$76.5B
– –
-70,500
Closed -$4M
NVAX icon
834
Novavax
NVAX
$1.52B
– –
-1,795
Closed -$45K
NXST icon
835
Nexstar Media Group
NXST
$5.2B
– –
-45,600
Closed -$3.2M
NYT icon
836
New York Times
NYT
$11.6B
– –
-14,600
Closed -$210K
OIS icon
837
Oil States International
OIS
$519M
– –
-8,800
Closed -$291K
OLED icon
838
Universal Display
OLED
$3.58B
– –
-25,400
Closed -$2.19M
OMF icon
839
OneMain Financial
OMF
$7.08B
– –
-93,400
Closed -$2.32M
ON icon
840
ON Semiconductor
ON
$28.5B
– –
-160,000
Closed -$2.48M
ORI icon
841
Old Republic International
ORI
$9.91B
– –
-180,100
Closed -$3.69M
OTEX icon
842
Open Text
OTEX
$5.73B
– –
-106,200
Closed -$3.61M
PARA
843
DELISTED
Paramount Global Class B
PARA
– –
-98,900
Closed -$6.86M
PAYC icon
844
Paycom
PAYC
$10.2B
– –
-124,100
Closed -$7.14M
PBI icon
845
Pitney Bowes
PBI
$2.37B
– –
-42,400
Closed -$555K
PENN icon
846
PENN Entertainment
PENN
$2.38B
– –
-83,400
Closed -$1.54M
PG icon
847
Procter & Gamble
PG
$341B
– –
-153,200
Closed -$13.8M
PLD icon
848
Prologis
PLD
$129B
– –
-44,200
Closed -$2.29M
POST icon
849
Post Holdings
POST
$3.5B
– –
-151,578
Closed -$8.68M
PPG icon
850
PPG Industries
PPG
$23.3B
– –
-3,100
Closed -$325K
32 33
34
35 36

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.