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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
ITB icon
201
iShares US Home Construction ETF
ITB
$2.32B
$8.67M 0.13%
255,500
-15,200
-6% -$498K
FSLR icon
202
First Solar
FSLR
$21.4B
$8.66M 0.13%
+217,100
New +$7.38M
CPT icon
203
Camden Property Trust
CPT
$11.5B
$8.64M 0.13%
+101,100
New +$8.47M
DOC icon
204
Healthpeak Properties
DOC
$15.5B
$8.63M 0.13%
+270,200
New +$8.56M
IMPV
205
DELISTED
Imperva, Inc.
IMPV
$8.55M 0.13%
+178,600
New +$8.33M
WMGI
206
DELISTED
Wright Medical Group Inc
WMGI
$8.46M 0.13%
+307,900
New +$8.7M
MSI icon
207
Motorola Solutions
MSI
$72.1B
$8.34M 0.13%
+96,100
New +$8.15M
FRC
208
DELISTED
First Republic Bank
FRC
$8.32M 0.13%
+83,100
New +$7.85M
ALL icon
209
Allstate
ALL
$70.6B
$8.3M 0.12%
93,900
+39,400
+72% +$3.34M
STWD icon
210
Starwood Property Trust
STWD
$6.12B
$8.29M 0.12%
370,500
-81,500
-18% -$1.82M
ROP icon
211
Roper Technologies
ROP
$40.4B
$8.29M 0.12%
35,800
-92,300
-72% -$20.4M
STZ icon
212
Constellation Brands
STZ
$22.5B
$8.16M 0.12%
42,100
-139,000
-77% -$24.7M
THO icon
213
Thor Industries
THO
$4.06B
$8.11M 0.12%
+77,600
New +$7.52M
DD
214
DELISTED
Du Pont De Nemours E I
DD
$8.1M 0.12%
100,400
+82,800
+470% +$6.62M
NTRS icon
215
Northern Trust
NTRS
$21.8B
$8.02M 0.12%
+82,500
New +$7.42M
EXPE icon
216
Expedia Group
EXPE
$36.5B
$7.98M 0.12%
53,600
-177,100
-77% -$24.9M
MTSI icon
217
MACOM Technology Solutions
MTSI
$17.4B
$7.97M 0.12%
+143,000
New +$7.71M
LYV icon
218
Live Nation Entertainment
LYV
$42.9B
$7.96M 0.12%
228,400
+142,700
+167% +$4.78M
SAFM
219
DELISTED
Sanderson Farms Inc
SAFM
$7.96M 0.12%
68,800
+28,300
+70% +$3.29M
UNM icon
220
Unum
UNM
$13.4B
$7.89M 0.12%
+169,200
New +$7.78M
LL
221
DELISTED
LL Flooring Holdings, Inc.
LL
$7.8M 0.12%
311,400
+241,000
+342% +$6.05M
CTAS icon
222
Cintas
CTAS
$86.6B
$7.79M 0.12%
247,200
-54,400
-18% -$1.69M
PRU icon
223
Prudential Financial
PRU
$42.6B
$7.79M 0.12%
72,000
+60,400
+521% +$6.41M
OI icon
224
O-I Glass
OI
$1.18B
$7.79M 0.12%
325,500
+158,800
+95% +$3.49M
RJF icon
225
Raymond James Financial
RJF
$33.5B
$7.76M 0.12%
145,050
+119,250
+462% +$6M
7 8
9
10 11

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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.