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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
(+0.98%)
Cap. Flow
-$238M
Cap. Flow
% of AUM
-3.58%
Top 10 Holdings %
Top 10 Hldgs %
21.08%
Holding
995
New
328
Increased
173
Reduced
164
Closed
330
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
iShares Russell 2000 ETF
IWM
|
+$149M |
| 2 |
State Street Financial Select Sector SPDR ETF
XLF
|
+$149M |
| 3 |
State Street Health Care Select Sector SPDR ETF
XLV
|
+$105M |
| 4 |
Bank of America
BAC
|
+$104M |
| 5 |
iShares Biotechnology ETF
IBB
|
+$98.6M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
iShares MSCI Emerging Markets ETF
EEM
|
+$377M |
| 2 |
iShares 20+ Year Treasury Bond ETF
TLT
|
+$191M |
| 3 |
Invesco QQQ Trust
QQQ
|
+$155M |
| 4 |
Amazon
AMZN
|
+$117M |
| 5 |
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 | |
|---|---|---|---|---|---|---|
676
Align Technology
ALGN
$10.4B
| – | – |
-143,100
| Closed | -$16.4M |
|
677
Alkermes
ALKS
$7.72B
| – | – |
-16,400
| Closed | -$959K |
|
678
Allegion
ALLE
$13.1B
| – | – |
-115,000
| Closed | -$8.71M |
|
679
Ally Financial
ALLY
$12.6B
| – | – |
-1,061,400
| Closed | -$21.6M |
|
680
Alto Ingredients
ALTO
$317M
| – | – |
-15,800
| Closed | -$108K |
|
681
Autoliv
ALV
$8.51B
| – | – |
-6,801
| Closed | -$501K |
|
682
Applied Materials
AMAT
$334B
| – | – |
-40,200
| Closed | -$1.56M |
|
683
AMC Global Media
AMCX
$503M
| – | – |
-25,800
| Closed | -$1.51M |
|
684
Amgen
AMGN
$203B
| – | – |
-235,900
| Closed | -$38.7M |
|
685
Affiliated Managers Group
AMG
$9B
| – | – |
-90,600
| Closed | -$14.9M |
|
686
Amkor Technology
AMKR
$11.5B
| – | – |
-212,500
| Closed | -$2.46M |
|
687
AMN Healthcare
AMN
$1.32B
| – | – |
-80,200
| Closed | -$3.26M |
|
|
AMRN
688
Amarin Corp
AMRN
$294M
| – | – |
-9,395
| Closed | -$601K |
|
689
American Tower
AMT
$82.8B
| – | – |
-146,400
| Closed | -$17.8M |
|
690
America Movil
AMX
$69.4B
| – | – |
-14,800
| Closed | -$209K |
|
|
691
Amazon
AMZN
$2.68T
| – | – |
-2,632,000
| Closed | -$117M |
|
|
ARR
692
Armour Residential REIT
ARR
$2.13B
| – | – |
-6,480
| Closed | -$735K |
|
693
Arrowhead Research
ARWR
$9.98B
| – | – |
-11,400
| Closed | -$21K |
|
694
ASML
ASML
$611B
| – | – |
-110,800
| Closed | -$14.7M |
|
695
AngloGold Ashanti
AU
$50.9B
| – | – |
-25,300
| Closed | -$272K |
|
|
AVB
696
DELISTED
AvalonBay Communities
AVB
| – | – |
-33,000
| Closed | -$6.06M |
|
697
Avnet
AVT
$7.6B
| – | – |
-197,100
| Closed | -$9.02M |
|
|
DCH
698
Dauch Corp
DCH
$1.45B
| – | – |
-98,900
| Closed | -$1.86M |
|
699
Baxter International
BAX
$12.3B
| – | – |
-328,400
| Closed | -$17M |
|
700
Banco Bradesco
BBD
$37B
| – | – |
-783,674
| Closed | -$4.15M |
|
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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.