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
CRS icon
726
Carpenter Technology
CRS
$20.6B
– –
-29,200
Closed -$1.09M
CRUS icon
727
Cirrus Logic
CRUS
$6.12B
– –
-239,300
Closed -$14.5M
CSCO icon
728
Cisco
CSCO
$434B
– –
-1,294,834
Closed -$43.8M
CYH icon
729
Community Health Systems
CYH
$419M
– –
-388,900
Closed -$3.45M
DFS
730
DELISTED
Discover Financial Services
DFS
– –
-12,700
Closed -$868K
DGX icon
731
Quest Diagnostics
DGX
$27.3B
– –
-64,400
Closed -$6.32M
DLB icon
732
Dolby
DLB
$5.65B
– –
-26,700
Closed -$1.4M
DLR icon
733
Digital Realty Trust
DLR
$66.5B
– –
-103,800
Closed -$11M
DLX icon
734
Deluxe
DLX
$1.08B
– –
-3,100
Closed -$223K
DRI icon
735
Darden Restaurants
DRI
$23.7B
– –
-27,700
Closed -$2.32M
DUK icon
736
Duke Energy
DUK
$91.8B
– –
-100,300
Closed -$8.22M
DVAX
737
DELISTED
Dynavax Technologies
DVAX
– –
-236,000
Closed -$1.4M
DXPE icon
738
DXP Enterprises
DXPE
$2.79B
– –
-7,300
Closed -$276K
DY icon
739
Dycom Industries
DY
$8.52B
– –
-132,300
Closed -$12.3M
EBAY icon
740
eBay
EBAY
$48.1B
– –
-418,900
Closed -$14.1M
ED icon
741
Consolidated Edison
ED
$38.9B
– –
-94,100
Closed -$7.31M
EDU icon
742
New Oriental
EDU
$8.95B
– –
-127,200
Closed -$7.68M
EGHT icon
743
8x8 Inc
EGHT
$264M
– –
-68,000
Closed -$1.04M
ELV icon
744
Elevance Health
ELV
$90.6B
– –
-31,500
Closed -$5.21M
ENOV icon
745
Enovis
ENOV
$1.03B
– –
-44,621
Closed -$3.02M
ENS icon
746
EnerSys
ENS
$6.15B
– –
-14,200
Closed -$1.12M
EPAC icon
747
Enerpac Tool Group
EPAC
$1.77B
– –
-21,100
Closed -$555K
EQIX icon
748
Equinix
EQIX
$99.4B
– –
-29,800
Closed -$11.9M
EWA icon
749
iShares MSCI Australia ETF
EWA
$1.28B
– –
-425,700
Closed -$9.63M
EWT icon
750
iShares MSCI Taiwan ETF
EWT
$11.6B
– –
-1,082,600
Closed -$36M
28 29
30
31 32

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.