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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
HUM icon
76
Humana
HUM
$43.9B
$18.9M 0.28%
+78,500
New +$17.8M
STT icon
77
State Street
STT
$48.4B
$18.9M 0.28%
+210,400
New +$17.5M
IP icon
78
International Paper
IP
$22.6B
$18.8M 0.28%
+351,226
New +$17.8M
HD icon
79
Home Depot
HD
$337B
$18.4M 0.28%
120,000
-79,400
-40% -$12.2M
TIF
80
DELISTED
Tiffany & Co.
TIF
$18.3M 0.27%
+194,500
New +$17.9M
BEN icon
81
Franklin Resources
BEN
$16.8B
$17.7M 0.27%
+394,400
New +$16.9M
IYF icon
82
iShares US Financials ETF
IYF
$4.65B
$17.6M 0.27%
328,200
+317,800
+3,056% +$16.6M
BUD icon
83
AB InBev
BUD
$164B
$17.6M 0.26%
+159,500
New +$18.3M
TMO icon
84
Thermo Fisher Scientific
TMO
$214B
$17.6M 0.26%
100,600
+58,200
+137% +$9.78M
VNQ icon
85
Vanguard Real Estate ETF
VNQ
$39.9B
$17.3M 0.26%
+207,300
New +$17.3M
VFH icon
86
Vanguard Financials ETF
VFH
$13.4B
$17.2M 0.26%
+274,400
New +$16.6M
ASH icon
87
Ashland
ASH
$3.34B
$17.1M 0.26%
259,800
+1,438
+0.6% +$91.4K
AET
88
DELISTED
Aetna Inc
AET
$17M 0.26%
+112,200
New +$15.9M
SWK icon
89
Stanley Black & Decker
SWK
$14.5B
$16.8M 0.25%
119,400
+13,200
+12% +$1.81M
EPP icon
90
iShares MSCI Pacific ex Japan ETF
EPP
$2.21B
$16.6M 0.25%
374,300
-480,200
-56% -$21.4M
TDG icon
91
TransDigm Group
TDG
$70.7B
$16.3M 0.25%
+60,700
New +$15.4M
IVZ icon
92
Invesco
IVZ
$12.4B
$16.2M 0.24%
+459,800
New +$15M
EQR icon
93
Equity Residential
EQR
$25.8B
$15.9M 0.24%
+241,000
New +$15.8M
KO icon
94
Coca-Cola
KO
$383B
$15.8M 0.24%
351,400
-262,200
-43% -$11.6M
PSX icon
95
Phillips 66
PSX
$82.9B
$15.7M 0.24%
+190,000
New +$14.9M
EWH icon
96
iShares MSCI Hong Kong ETF
EWH
$1.23B
$15.6M 0.24%
667,600
+352,100
+112% +$8.18M
DOX icon
97
Amdocs
DOX
$6.03B
$15.5M 0.23%
240,700
+160,600
+200% +$10.1M
MRVL icon
98
Marvell Technology
MRVL
$147B
$15.4M 0.23%
+929,800
New +$15M
XHB icon
99
State Street SPDR S&P Homebuilders ETF
XHB
$1.61B
$15.2M 0.23%
395,500
+294,900
+293% +$11.1M
RVTY icon
100
Revvity
RVTY
$12.6B
$15.2M 0.23%
222,500
+57,200
+35% +$3.55M
2 3
4
5 6

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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.