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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
ZNGA
126
DELISTED
ZYNGA INC. CL A COMMON
ZNGA
$13M 0.19%
3,558,100
+2,686,000
+308% +$8.81M
CBOE icon
127
Cboe Global Markets
CBOE
$32.2B
$12.8M 0.19%
+139,600
New +$11.9M
ZG icon
128
Zillow
ZG
$7.85B
$12.5M 0.19%
+256,600
New +$10.7M
WHR icon
129
Whirlpool
WHR
$2.49B
$12.5M 0.19%
+65,300
New +$11.9M
PHM icon
130
Pultegroup
PHM
$25.2B
$12.3M 0.19%
502,800
-13,900
-3% -$324K
BERY
131
DELISTED
Berry Global Group, Inc.
BERY
$12.3M 0.18%
+234,462
New +$11.7M
HOLX
132
DELISTED
Hologic
HOLX
$12.2M 0.18%
269,800
-235,000
-47% -$10.4M
DPZ icon
133
Domino's
DPZ
$11.9B
$12.2M 0.18%
57,700
-100
-0.2% -$19.7K
SAP icon
134
SAP
SAP
$215B
$12M 0.18%
114,600
-49,800
-30% -$5.14M
LMT icon
135
Lockheed Martin
LMT
$131B
$12M 0.18%
43,100
-51,100
-54% -$14M
COO icon
136
Cooper Companies
COO
$14.2B
$11.9M 0.18%
198,400
+79,200
+66% +$4.3M
CSGP icon
137
CoStar Group
CSGP
$12.2B
$11.5M 0.17%
435,000
+330,000
+314% +$8.03M
PNC icon
138
PNC Financial Services
PNC
$99.1B
$11.4M 0.17%
91,600
-161,200
-64% -$19.4M
JCI icon
139
Johnson Controls International
JCI
$85.1B
$11.4M 0.17%
263,700
+120,500
+84% +$5.04M
WAB icon
140
Wabtec
WAB
$49.3B
$11.4M 0.17%
+124,800
New +$10.4M
MRSH
141
Marsh
MRSH
$94.3B
$11.4M 0.17%
146,400
+18,300
+14% +$1.38M
WCG
142
DELISTED
Wellcare Health Plans, Inc.
WCG
$11.4M 0.17%
63,300
+57,600
+1,011% +$9.54M
LUV icon
143
Southwest Airlines
LUV
$21.7B
$11.3M 0.17%
+181,400
New +$10.6M
STE icon
144
Steris
STE
$22.9B
$11.3M 0.17%
+138,200
New +$10.5M
AOS icon
145
A.O. Smith
AOS
$8.55B
$11.3M 0.17%
199,800
+131,800
+194% +$7.12M
TROW icon
146
T. Rowe Price
TROW
$25.5B
$11.2M 0.17%
+151,500
New +$10.8M
XME icon
147
State Street SPDR S&P Metals & Mining ETF
XME
$3.75B
$11.2M 0.17%
374,500
+171,100
+84% +$5.04M
AMP icon
148
Ameriprise Financial
AMP
$47.8B
$11.2M 0.17%
87,600
+50,100
+134% +$6.36M
EWY icon
149
iShares MSCI South Korea ETF
EWY
$20.1B
$11.1M 0.17%
163,400
-645,900
-80% -$42M
FITB
150
Fifth Third Bancorp
FITB
$51.3B
$11.1M 0.17%
+426,200
New +$10.5M
4 5
6
7 8

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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.