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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
SVC
876
Service Properties Trust
SVC
$861M
– –
-1,620
Closed -$255K
SXC icon
877
SunCoke Energy
SXC
$803M
– –
-44,100
Closed -$395K
SYY icon
878
Sysco
SYY
$38.1B
– –
-84,500
Closed -$4.39M
TAL icon
879
TAL Education Group
TAL
$6.52B
– –
-126,600
Closed -$2.25M
TCRT icon
880
Alaunos Therapeutics
TCRT
$3.58M
– –
-1,015
Closed -$965K
TDC icon
881
Teradata
TDC
$2.73B
– –
-453,300
Closed -$14.1M
TDS icon
882
Telephone and Data Systems
TDS
$4.35B
– –
-9,600
Closed -$254K
TDW icon
883
Tidewater
TDW
$4.57B
– –
-9,811
Closed -$363K
THC icon
884
Tenet Healthcare
THC
$21B
– –
-10,300
Closed -$182K
TIMB icon
885
TIM SA
TIMB
$9.04B
– –
-285,800
Closed -$4.57M
TJX icon
886
TJX Companies
TJX
$137B
– –
-43,800
Closed -$1.73M
TLT icon
887
iShares 20+ Year Treasury Bond ETF
TLT
$46.4B
– –
-1,580,600
Closed -$191M
TMUS icon
888
T-Mobile US
TMUS
$194B
– –
-171,700
Closed -$11.1M
TPR icon
889
Tapestry
TPR
$23.4B
– –
-388,500
Closed -$16.1M
TREE icon
890
LendingTree
TREE
$376M
– –
-14,700
Closed -$1.84M
TRIP icon
891
TripAdvisor
TRIP
$1.06B
– –
-38,800
Closed -$1.67M
TS icon
892
Tenaris
TS
$28.6B
– –
-227,900
Closed -$7.78M
TSM icon
893
TSMC
TSM
$2.15T
– –
-538,800
Closed -$17.7M
TWO
894
DELISTED
Two Harbors Investment
TWO
– –
-85,513
Closed -$6.56M
TXMD icon
895
TherapeuticsMD
TXMD
$25M
– –
-5,552
Closed -$2M
TXN icon
896
Texas Instruments
TXN
$241B
– –
-133,400
Closed -$10.7M
TXT icon
897
Textron
TXT
$13.9B
– –
-129,300
Closed -$6.15M
UAA icon
898
Under Armour
UAA
$2.13B
– –
-434,500
Closed -$8.59M
UGI icon
899
UGI
UGI
$8.11B
– –
-88,800
Closed -$4.39M
UHS icon
900
Universal Health Services
UHS
$10.4B
– –
-82,300
Closed -$10.2M
34 35
36
37 38

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.