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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
TSS
176
DELISTED
Total System Services, Inc.
TSS
$9.68M 0.15%
166,200
+109,300
+192% +$6.25M
HBAN icon
177
Huntington Bancshares
HBAN
$34B
$9.68M 0.15%
715,700
+638,500
+827% +$8.26M
PANW icon
178
Palo Alto Networks
PANW
$256B
$9.67M 0.15%
+433,800
New +$8.76M
CA
179
DELISTED
CA, Inc.
CA
$9.65M 0.15%
+280,000
New +$9.06M
AGCO icon
180
AGCO
AGCO
$8.41B
$9.62M 0.14%
142,700
+64,200
+82% +$4.1M
PFPT
181
DELISTED
Proofpoint, Inc.
PFPT
$9.61M 0.14%
+110,700
New +$9.11M
FTR
182
DELISTED
Frontier Communications Corp.
FTR
$9.6M 0.14%
551,973
+467,006
+550% +$10.7M
HLF icon
183
Herbalife
HLF
$1.3B
$9.58M 0.14%
268,600
+146,600
+120% +$4.94M
VAR
184
DELISTED
Varian Medical Systems, Inc.
VAR
$9.58M 0.14%
92,800
-135,000
-59% -$13M
V icon
185
Visa
V
$701B
$9.56M 0.14%
102,000
-363,700
-78% -$33.8M
CFG icon
186
Citizens Financial Group
CFG
$30.1B
$9.53M 0.14%
+267,000
New +$9.47M
BIIB icon
187
Biogen
BIIB
$30.9B
$9.5M 0.14%
+35,000
New +$9.25M
KBE icon
188
State Street SPDR S&P Bank ETF
KBE
$1.64B
$9.49M 0.14%
218,100
-99,000
-31% -$4.21M
QRVO icon
189
Qorvo
QRVO
$7.9B
$9.39M 0.14%
+148,300
New +$10.6M
DDD icon
190
3D Systems Corp
DDD
$405M
$9.35M 0.14%
+500,200
New +$9.47M
TUP
191
DELISTED
Tupperware Brands Corporation
TUP
$9.23M 0.14%
+131,500
New +$9.16M
USB icon
192
US Bancorp
USB
$97.9B
$9.21M 0.14%
177,400
-526,700
-75% -$27.1M
BAP icon
193
Credicorp
BAP
$30.5B
$9.15M 0.14%
+51,000
New +$8.51M
JWN
194
DELISTED
Nordstrom
JWN
$9.14M 0.14%
+191,100
New +$8.69M
ODFL icon
195
Old Dominion Freight Line
ODFL
$46.3B
$8.98M 0.14%
+282,900
New +$8.33M
BFH icon
196
Bread Financial
BFH
$4.32B
$8.83M 0.13%
43,103
+22,178
+106% +$4.41M
TOL icon
197
Toll Brothers
TOL
$14B
$8.83M 0.13%
223,500
+76,900
+52% +$2.87M
GPN icon
198
Global Payments
GPN
$24.1B
$8.73M 0.13%
+96,700
New +$8.36M
TRI icon
199
Thomson Reuters
TRI
$46.4B
$8.71M 0.13%
+162,171
New +$8.31M
MGA icon
200
Magna International
MGA
$18.8B
$8.69M 0.13%
+187,500
New +$8.15M
6 7
8
9 10

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UWPG
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FWM
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RCIM
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GHC
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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.