We are live on ! Find out more
QIM

Quantitative Investment Management Portfolio holdings

AUM $963M
1-Year Est. Return 12.95%
This Fund
S&P 500
This Quarter Est. Return
+6.58%
1 Year Est. Return
+12.95%
3 Year Est. Return
+35.29%
5 Year Est. Return
+26.17%
10 Year Est. Return
+187.22%
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 Financials 19.06%
2 Technology 11.59%
3 Healthcare 10.14%
4 Consumer Discretionary 8.97%
5 Industrials 8.45%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
BLUE
151
DELISTED
bluebird bio
BLUE
$11M 0.17%
8,091
+7,466
+1,195% +$9.01M
EHC icon
152
Encompass Health
EHC
$11.3B
$11M 0.17%
285,339
+163,787
+135% +$6M
RSG icon
153
Republic Services
RSG
$67.4B
$11M 0.17%
172,200
+28,500
+20% +$1.8M
MHK icon
154
Mohawk Industries
MHK
$6.91B
$11M 0.17%
45,400
+30,500
+205% +$7.2M
RHT
155
DELISTED
Red Hat Inc
RHT
$10.9M 0.16%
114,300
-77,300
-40% -$6.9M
KRE icon
156
State Street SPDR S&P Regional Banking ETF
KRE
$4.51B
$10.9M 0.16%
198,700
-375,900
-65% -$20.2M
FIS icon
157
Fidelity National Information Services
FIS
$24.2B
$10.9M 0.16%
127,500
+96,300
+309% +$8.05M
NUS icon
158
Nu Skin
NUS
$257M
$10.9M 0.16%
+172,700
New +$9.84M
VRSN icon
159
VeriSign
VRSN
$26.3B
$10.8M 0.16%
116,700
+2,700
+2% +$244K
TFC icon
160
Truist Financial
TFC
$63.9B
$10.7M 0.16%
+234,800
New +$10.2M
CI icon
161
Cigna
CI
$78.4B
$10.6M 0.16%
+63,400
New +$10.2M
HST icon
162
Host Hotels & Resorts
HST
$17.5B
$10.4M 0.16%
567,300
+442,400
+354% +$8.12M
AVY icon
163
Avery Dennison
AVY
$12.8B
$10.2M 0.15%
115,900
-19,800
-15% -$1.66M
AMTD
164
DELISTED
TD Ameritrade Holding Corp
AMTD
$10.2M 0.15%
238,100
-87,500
-27% -$3.4M
FDN icon
165
First Trust Dow Jones Internet Index Fund ETF
FDN
$4.99B
$10.2M 0.15%
107,500
-73,400
-41% -$6.81M
BRX icon
166
Brixmor Property Group
BRX
$9.72B
$10.1M 0.15%
+567,400
New +$11M
UI icon
167
Ubiquiti
UI
$31.6B
$10.1M 0.15%
194,600
+90,100
+86% +$4.46M
BSX icon
168
Boston Scientific
BSX
$68.4B
$10M 0.15%
361,100
-586,100
-62% -$15.6M
PX
169
DELISTED
Praxair Inc
PX
$9.95M 0.15%
75,100
+12,400
+20% +$1.59M
H icon
170
Hyatt Hotels
H
$17.5B
$9.9M 0.15%
+176,100
New +$9.97M
NTAP icon
171
NetApp
NTAP
$33.9B
$9.86M 0.15%
246,200
+23,100
+10% +$921K
SUM
172
DELISTED
Summit Materials, Inc. Class A Common Stock
SUM
$9.8M 0.15%
+350,208
New +$9.12M
BB icon
173
BlackBerry
BB
$4.58B
$9.76M 0.15%
+977,200
New +$9.61M
KSS icon
174
Kohl's
KSS
$2.16B
$9.72M 0.15%
251,400
+94,900
+61% +$3.64M
DHI icon
175
D.R. Horton
DHI
$41.2B
$9.71M 0.15%
280,900
-63,000
-18% -$2.1M
5 6
7
8 9

Similar funds

MK
MASTERINVEST Kapitalanlage Vienna $962M AUM 27.59% 1-Year Est. Return
TFP
Triple Frond Partners San Francisco, California $963M AUM 27.45% 1-Year Est. Return
UWPG
Ullmann Wealth Partners Group Jacksonville Beach, Florida $963M AUM 17.06% 1-Year Est. Return
FWM
Focused Wealth Management Newburgh, New York $964M AUM 18.71% 1-Year Est. Return
RCIM
Red Cedar Investment Management Grand Rapids, Michigan $965M AUM 30.25% 1-Year Est. Return
TC
TwinBeech Capital Purchase, New York $965M AUM 0.23% 1-Year Est. Return
NA
Navellier & Associates Reno, Nevada $960M AUM 79.37% 1-Year Est. Return
GHC
Graham Holdings Company Arlington, Virginia $967M AUM 15.12% 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 Financials at 19% of assets, up from 8.9% a quarter earlier, followed by Technology and Healthcare.

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.