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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
AGN
951
DELISTED
Allergan plc
AGN
– –
-35,700
Closed -$8.53M
PIR
952
DELISTED
Pier 1 Imports, Inc.
PIR
– –
-29,140
Closed -$4.17M
MDR
953
DELISTED
McDermott International
MDR
– –
-48,767
Closed -$987K
MDCO
954
DELISTED
Medicines Co
MDCO
– –
-48,100
Closed -$2.35M
SEMG
955
DELISTED
SEMGROUP CORPORATION
SEMG
– –
-24,900
Closed -$896K
VIAB
956
DELISTED
Viacom Inc. Class B
VIAB
– –
-187,900
Closed -$8.76M
DF
957
DELISTED
Dean Foods Company
DF
– –
-153,100
Closed -$3.01M
WAGE
958
DELISTED
WageWorks, Inc.
WAGE
– –
-19,300
Closed -$1.4M
WP
959
DELISTED
Worldpay, Inc.
WP
– –
-176,200
Closed -$11.3M
LLL
960
DELISTED
L3 Technologies, Inc.
LLL
– –
-55,800
Closed -$9.22M
EPE
961
DELISTED
EP Energy Corporation
EPE
– –
-345,900
Closed -$1.64M
BRS
962
DELISTED
Bristow Group, Inc.
BRS
– –
-151,600
Closed -$2.31M
USG
963
DELISTED
Usg
USG
– –
-165,500
Closed -$5.26M
TFCF
964
DELISTED
Twenty-First Century Fox, Inc. Class B
TFCF
– –
-101,900
Closed -$3.24M
TAHO
965
DELISTED
Tahoe Resources Inc
TAHO
– –
-54,100
Closed -$434K
SN
966
DELISTED
Sanchez Energy Corporation
SN
– –
-68,500
Closed -$653K
KERX
967
DELISTED
Keryx Biopharmaceuticals Inc
KERX
– –
-15,700
Closed -$96K
PF
968
DELISTED
Pinnacle Foods, Inc.
PF
– –
-117,300
Closed -$6.79M
RSPP
969
DELISTED
RSP Permian, Inc.
RSPP
– –
-72,800
Closed -$3.02M
BGC
970
DELISTED
General Cable Corporation
BGC
– –
-23,400
Closed -$420K
GXP
971
DELISTED
Great Plains Energy Incorporated
GXP
– –
-157,400
Closed -$4.6M
MSCC
972
DELISTED
Microsemi Corp
MSCC
– –
-212,400
Closed -$10.9M
BBG
973
DELISTED
Bill Barrett Corp
BBG
– –
-346,000
Closed -$1.57M
CAA
974
DELISTED
CalAtlantic Group, Inc.
CAA
– –
-23,400
Closed -$876K
SYT
975
DELISTED
Syngenta Ag
SYT
– –
-96,400
Closed -$8.53M
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.