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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
INTU icon
51
Intuit
INTU
$91.1B
$27.1M 0.41%
204,300
-18,400
-8% -$2.39M
APC
52
DELISTED
Anadarko Petroleum
APC
$26.7M 0.4%
589,800
+441,800
+299% +$23.4M
DAL icon
53
Delta Air Lines
DAL
$56.7B
$26.3M 0.4%
489,200
+388,400
+385% +$19M
AON icon
54
Aon
AON
$80.6B
$26.2M 0.39%
197,400
+124,100
+169% +$15.7M
DIS icon
55
Walt Disney
DIS
$171B
$26.1M 0.39%
+246,100
New +$26.9M
GILD icon
56
Gilead Sciences
GILD
$165B
$26.1M 0.39%
+368,300
New +$24.5M
LVS icon
57
Las Vegas Sands
LVS
$32.2B
$25.3M 0.38%
395,500
+173,600
+78% +$10.4M
SCHW
58
Charles Schwab
SCHW
$182B
$24.6M 0.37%
+572,800
New +$22.9M
CCK icon
59
Crown Holdings
CCK
$13B
$24.5M 0.37%
+411,400
New +$23.2M
PHG icon
60
Philips
PHG
$25.5B
$24.1M 0.36%
885,569
+499,309
+129% +$13.1M
AFL icon
61
Aflac
AFL
$65.5B
$23.6M 0.36%
608,400
+120,200
+25% +$4.52M
XLI icon
62
State Street Industrial Select Sector SPDR ETF
XLI
$32.2B
$23.1M 0.35%
339,900
-318,400
-48% -$21.3M
MS icon
63
Morgan Stanley
MS
$319B
$22.9M 0.34%
513,800
+216,500
+73% +$9.34M
EWJ icon
64
iShares MSCI Japan ETF
EWJ
$21.2B
$22.5M 0.34%
419,700
-177,600
-30% -$9.38M
LII icon
65
Lennox International
LII
$15B
$21.9M 0.33%
119,400
+66,300
+125% +$11.6M
KSU
66
DELISTED
Kansas City Southern
KSU
$20.8M 0.31%
+199,000
New +$18.7M
NOC icon
67
Northrop Grumman
NOC
$76B
$20.8M 0.31%
80,900
+43,400
+116% +$10.9M
ACN icon
68
Accenture
ACN
$106B
$20.7M 0.31%
167,000
+59,800
+56% +$7.29M
INDA icon
69
iShares MSCI India ETF
INDA
$6.81B
$20.5M 0.31%
+638,300
New +$20.6M
CE icon
70
Celanese
CE
$4.82B
$19.8M 0.3%
+208,300
New +$18.6M
IYT icon
71
iShares US Transportation ETF
IYT
$2.28B
$19.5M 0.29%
454,000
+236,400
+109% +$9.78M
SINA
72
DELISTED
Sina Corp
SINA
$19.4M 0.29%
+227,800
New +$19.2M
ECL icon
73
Ecolab
ECL
$79.8B
$19.1M 0.29%
144,100
+54,100
+60% +$6.99M
APH icon
74
Amphenol
APH
$185B
$19.1M 0.29%
1,035,600
+495,200
+92% +$9.04M
WDC icon
75
Western Digital
WDC
$159B
$19.1M 0.29%
284,710
+19,978
+8% +$1.33M
1 2
3
4 5

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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 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.