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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
WB icon
101
Weibo
WB
$1.97B
$15.2M 0.23%
228,000
+185,000
+430% +$12M
ETFC
102
DELISTED
E*Trade Financial Corporation
ETFC
$15.1M 0.23%
396,600
+268,900
+211% +$9.51M
LH icon
103
Labcorp
LH
$25.2B
$15M 0.23%
113,490
+36,200
+47% +$4.43M
ANSS
104
DELISTED
Ansys
ANSS
$14.9M 0.22%
122,300
+9,500
+8% +$1.12M
CMG icon
105
Chipotle Mexican Grill
CMG
$43.9B
$14.9M 0.22%
1,785,000
-25,000
-1% -$232K
MAA icon
106
Mid-America Apartment Communities
MAA
$16B
$14.8M 0.22%
+140,300
New +$14.4M
EXC icon
107
Exelon
EXC
$48.1B
$14.8M 0.22%
+573,839
New +$14.6M
BRK.B icon
108
Berkshire Hathaway Class B
BRK.B
$1.1T
$14.7M 0.22%
86,500
-80,500
-48% -$13.4M
VALE icon
109
Vale
VALE
$62.3B
$14.3M 0.21%
+1,630,400
New +$13.9M
MET icon
110
MetLife
MET
$62.4B
$14.2M 0.21%
290,374
+231,693
+395% +$10.7M
DXJ icon
111
WisdomTree Japan Hedged Equity Fund
DXJ
$7.07B
$14.2M 0.21%
+273,000
New +$14M
TTWO icon
112
Take-Two Interactive
TTWO
$46.1B
$14.1M 0.21%
192,800
+170,400
+761% +$11.7M
YUM icon
113
Yum! Brands
YUM
$41.9B
$14.1M 0.21%
+191,600
New +$13.3M
CVE icon
114
Cenovus Energy
CVE
$54.2B
$14M 0.21%
+1,904,600
New +$17.7M
CX icon
115
Cemex
CX
$16.9B
$13.8M 0.21%
+1,465,900
New +$12.9M
WRK
116
DELISTED
WestRock Company
WRK
$13.6M 0.2%
+240,000
New +$13M
GEN icon
117
Gen Digital
GEN
$16.5B
$13.6M 0.2%
480,000
+154,400
+47% +$4.67M
ASHR icon
118
Xtrackers Harvest CSI 300 China A-Shares ETF
ASHR
$1.53B
$13.5M 0.2%
496,400
+14,900
+3% +$379K
IBN icon
119
ICICI Bank
IBN
$107B
$13.4M 0.2%
1,498,700
+382,750
+34% +$3.24M
FL
120
DELISTED
Foot Locker
FL
$13.4M 0.2%
271,800
+245,100
+918% +$15.9M
HSBC icon
121
HSBC
HSBC
$352B
$13.4M 0.2%
+315,958
New +$12.3M
FAS icon
122
Direxion Daily Financial Bull 3x ETF
FAS
$2.4B
$13.4M 0.2%
270,400
-100
-0% -$4.51K
RMD icon
123
ResMed
RMD
$31.1B
$13.3M 0.2%
170,500
+120,700
+242% +$8.64M
VXX
124
DELISTED
iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019
VXX
$13.1M 0.2%
256,600
-42,525
-14% -$2.46M
HBI
125
DELISTED
Hanesbrands
HBI
$13M 0.2%
+561,300
New +$12.1M
3 4
5
6 7

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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.