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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
PSEC icon
851
Prospect Capital
PSEC
$1.14B
– –
-435,500
Closed -$3.94M
PSMT icon
852
Pricesmart
PSMT
$5.18B
– –
-7,000
Closed -$645K
QCOM icon
853
Qualcomm
QCOM
$201B
– –
-195,800
Closed -$11.2M
QQQ icon
854
Invesco QQQ Trust
QQQ
$474B
– –
-1,173,500
Closed -$155M
R icon
855
Ryder
R
$9.25B
– –
-10,500
Closed -$792K
RARE icon
856
Ultragenyx Pharmaceutical
RARE
$1.29B
– –
-83,700
Closed -$5.67M
REX icon
857
REX American Resources
REX
$1.41B
– –
-41,400
Closed -$624K
RHI icon
858
Robert Half
RHI
$3.92B
– –
-67,800
Closed -$3.31M
RYN icon
859
Rayonier
RYN
$6.08B
– –
-13,337
Closed -$342K
SBAC icon
860
SBA Communications
SBAC
$19.4B
– –
-32,600
Closed -$3.92M
SBGI icon
861
Sinclair Inc
SBGI
$1.02B
– –
-159,600
Closed -$6.46M
SBUX icon
862
Starbucks
SBUX
$110B
– –
-110,800
Closed -$6.47M
SFM icon
863
Sprouts Farmers Market
SFM
$6.85B
– –
-289,200
Closed -$6.69M
SHO icon
864
Sunstone Hotel Investors
SHO
$2.05B
– –
-155,800
Closed -$2.39M
SHW icon
865
Sherwin-Williams
SHW
$78.5B
– –
-70,800
Closed -$7.32M
SIRI icon
866
SiriusXM
SIRI
$9.95B
– –
-170,370
Closed -$8.77M
SJM icon
867
J.M. Smucker
SJM
$13B
– –
-88,200
Closed -$11.6M
SLV icon
868
iShares Silver Trust
SLV
$31B
– –
-1,773,900
Closed -$30.6M
SMG icon
869
ScottsMiracle-Gro
SMG
$3.27B
– –
-11,000
Closed -$1.03M
SNCR
870
DELISTED
Synchronoss Technologies
SNCR
– –
-1,011
Closed -$222K
SNPS icon
871
Synopsys
SNPS
$70.5B
– –
-200,900
Closed -$14.5M
SPGI icon
872
S&P Global
SPGI
$122B
– –
-80,400
Closed -$10.5M
SRE icon
873
Sempra
SRE
$53.1B
– –
-220,600
Closed -$12.2M
SSTK icon
874
Shutterstock
SSTK
$180M
– –
-6,900
Closed -$285K
ST icon
875
Sensata Technologies
ST
$6.06B
– –
-38,400
Closed -$1.68M
33 34
35
36 37

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.