We are live on ! Find out more
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
DBRG icon
301
DigitalBridge
DBRG
$2.97B
$5.71M 0.09%
+101,315
New +$5.5M
DAN icon
302
Dana Inc
DAN
$3.24B
$5.7M 0.09%
+255,200
New +$5.18M
ATHN
303
DELISTED
Athenahealth, Inc.
ATHN
$5.69M 0.09%
+40,500
New +$5.06M
AJG icon
304
Arthur J. Gallagher & Co
AJG
$63.6B
$5.69M 0.09%
+99,400
New +$5.62M
QGEN icon
305
Qiagen
QGEN
$8.77B
$5.67M 0.09%
+159,565
New +$5.39M
MKTX icon
306
MarketAxess Holdings
MKTX
$5.75B
$5.65M 0.09%
28,100
-36,900
-57% -$7.07M
ING icon
307
ING
ING
$105B
$5.56M 0.08%
+319,600
New +$5.26M
EXEL icon
308
Exelixis
EXEL
$14.1B
$5.52M 0.08%
224,000
+73,800
+49% +$1.56M
HSIC icon
309
Henry Schein
HSIC
$9.75B
$5.49M 0.08%
76,500
-7,395
-9% -$515K
LGND icon
310
Ligand Pharmaceuticals
LGND
$5.52B
$5.49M 0.08%
+72,456
New +$5.07M
ETN icon
311
Eaton
ETN
$152B
$5.47M 0.08%
+70,300
New +$5.36M
ARE icon
312
Alexandria Real Estate Equities
ARE
$9.11B
$5.46M 0.08%
+45,300
New +$5.27M
VALE.P
313
DELISTED
Vale S A
VALE.P
$5.43M 0.08%
+666,000
New +$5.36M
BN icon
314
Brookfield
BN
$82.9B
$5.34M 0.08%
381,732
-325,117
-46% -$4.37M
AES icon
315
AES
AES
$10.6B
$5.34M 0.08%
+480,600
New +$5.52M
LM
316
DELISTED
Legg Mason, Inc.
LM
$5.33M 0.08%
139,700
-14,400
-9% -$545K
ESI icon
317
Element Solutions
ESI
$7.75B
$5.32M 0.08%
419,600
+88,300
+27% +$1.15M
IT icon
318
Gartner
IT
$12.4B
$5.31M 0.08%
+43,000
New +$4.99M
DE icon
319
Deere & Co
DE
$184B
$5.24M 0.08%
42,400
-12,200
-22% -$1.43M
ZION icon
320
Zions Bancorporation
ZION
$9.92B
$5.23M 0.08%
+119,100
New +$4.9M
SSYS icon
321
Stratasys
SSYS
$659M
$5.22M 0.08%
+223,800
New +$5.76M
ICUI icon
322
ICU Medical
ICUI
$3.9B
$5.21M 0.08%
+30,200
New +$4.84M
SRPT icon
323
Sarepta Therapeutics
SRPT
$2.19B
$5.2M 0.08%
+154,400
New +$5.03M
JCP
324
DELISTED
J.C. Penney Company, Inc.
JCP
$5.14M 0.08%
+1,105,400
New +$5.65M
ULTI
325
DELISTED
Ultimate Software Group Inc
ULTI
$5.1M 0.08%
+24,300
New +$5.12M
11 12
13
14 15

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.