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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
XRAY icon
926
Dentsply Sirona
XRAY
$1.96B
– –
-246,500
Closed -$15.4M
PRKS icon
927
United Parks & Resorts
PRKS
$1.63B
– –
-67,600
Closed -$1.24M
CPAY icon
928
Corpay
CPAY
$26.8B
– –
-61,400
Closed -$9.3M
FLG
929
Flagstar Bank National Association
FLG
$5.33B
– –
-3,500
Closed -$146K
SAVE
930
DELISTED
Spirit Airlines, Inc.
SAVE
– –
-139,600
Closed -$7.41M
HA
931
DELISTED
Hawaiian Holdings, Inc.
HA
– –
-23,100
Closed -$1.07M
CBD
932
DELISTED
Companhia Brasileira de Distribuicao
CBD
– –
-56,400
Closed -$1.08M
VMW
933
DELISTED
VMware, Inc
VMW
– –
-163,300
Closed -$15M
ACOR
934
DELISTED
Acorda Therapeutics
ACOR
– –
-188
Closed -$474K
RSX
935
DELISTED
VanEck Russia ETF
RSX
– –
-414,300
Closed -$8.56M
CTXS
936
DELISTED
Citrix Systems Inc
CTXS
– –
-89,200
Closed -$7.44M
PTR
937
DELISTED
PETROCHINA COMPANY LIMITED ADS (REP 100 H SHARES)
PTR
– –
-4,000
Closed -$293K
MTOR
938
DELISTED
MERITOR, Inc.
MTOR
– –
-18,700
Closed -$320K
ARNA
939
DELISTED
Arena Pharmaceuticals Inc
ARNA
– –
-2,930
Closed -$42K
RDS.B
940
DELISTED
Royal Dutch Shell PLC ADS Class B
RDS.B
– –
-29,300
Closed -$1.64M
HRC
941
DELISTED
HILL-ROM HOLDINGS, INC.
HRC
– –
-49,500
Closed -$3.49M
CVA
942
DELISTED
Covanta Holding Corporation
CVA
– –
-41,600
Closed -$653K
MXIM
943
DELISTED
Maxim Integrated Products
MXIM
– –
-291,600
Closed -$13.1M
FLIR
944
DELISTED
FLIR Systems, Inc. (DE) Common Stock
FLIR
– –
-50,700
Closed -$1.84M
HMSY
945
DELISTED
HMS Holdings Corp.
HMSY
– –
-95,100
Closed -$1.93M
WPX
946
DELISTED
WPX Energy, Inc.
WPX
– –
-152,600
Closed -$2.04M
HDS
947
DELISTED
HD Supply Holdings, Inc.
HDS
– –
-63,100
Closed -$2.6M
DNKN
948
DELISTED
Dunkin' Brands Group, Inc.
DNKN
– –
-131,800
Closed -$7.21M
AMAG
949
DELISTED
AMAG Pharmaceuticals
AMAG
– –
-88,600
Closed -$2M
DNR
950
DELISTED
Denbury Resources, Inc.
DNR
– –
-391,100
Closed -$1.01M
36 37
38
39 40

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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.