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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
IWM icon
1
iShares Russell 2000 ETF
IWM
$79.1B
$280M 4.21%
1,983,500
+1,078,800
+119% +$149M
XLV icon
2
State Street Health Care Select Sector SPDR ETF
XLV
$42.9B
$213M 3.21%
2,690,400
+1,383,600
+106% +$105M
XLF icon
3
State Street Financial Select Sector SPDR ETF
XLF
$56.5B
$212M 3.19%
8,589,900
+6,265,900
+270% +$149M
JPM icon
4
JPMorgan Chase
JPM
$916B
$115M 1.73%
1,255,200
+1,067,200
+568% +$92.1M
XBI icon
5
State Street SPDR S&P Biotech ETF
XBI
$10B
$112M 1.69%
1,451,998
+1,256,398
+642% +$89.1M
BAC icon
6
Bank of America
BAC
$429B
$109M 1.63%
+4,475,900
New +$104M
IBB icon
7
iShares Biotechnology ETF
IBB
$9.45B
$104M 1.56%
+1,001,400
New +$98.6M
NVDA icon
8
NVIDIA
NVDA
$4.6T
$98.1M 1.48%
27,144,000
+26,320,000
+3,194% +$83.6M
XLP icon
9
State Street Consumer Staples Select Sector SPDR ETF
XLP
$14.6B
$96.4M 1.45%
1,754,900
-192,600
-10% -$10.7M
CELG
10
DELISTED
Celgene Corp
CELG
$63.2M 0.95%
486,800
+429,700
+753% +$52.7M
ABBV icon
11
AbbVie
ABBV
$465B
$54.4M 0.82%
750,800
+183,300
+32% +$12.3M
EFA icon
12
iShares MSCI EAFE ETF
EFA
$76.4B
$52.6M 0.79%
807,500
-1,078,600
-57% -$69.8M
TSLA icon
13
Tesla
TSLA
$1.18T
$52.1M 0.78%
+2,161,500
New +$47.6M
DIA icon
14
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
$45B
$50.9M 0.77%
238,500
-80,000
-25% -$16.8M
ORCL icon
15
Oracle
ORCL
$339B
$48.9M 0.74%
974,600
-50,900
-5% -$2.32M
TRV icon
16
Travelers Companies
TRV
$81.1B
$48.1M 0.72%
380,300
+291,200
+327% +$35.8M
C icon
17
Citigroup
C
$213B
$47.2M 0.71%
706,200
+327,400
+86% +$20.1M
REGN icon
18
Regeneron Pharmaceuticals
REGN
$72.9B
$45M 0.68%
+91,600
New +$40.1M
EEM icon
19
iShares MSCI Emerging Markets ETF
EEM
$27.5B
$44.1M 0.66%
1,066,500
-9,251,500
-90% -$377M
CB icon
20
Chubb
CB
$140B
$43.9M 0.66%
301,800
+132,900
+79% +$18.7M
CMCSA icon
21
Comcast
CMCSA
$87.3B
$43.5M 0.66%
1,118,700
+281,200
+34% +$11.1M
XLY icon
22
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
$21.7B
$39.5M 0.59%
881,000
+248,600
+39% +$11.1M
FDX icon
23
FedEx
FDX
$73B
$39.2M 0.59%
+180,600
New +$35.7M
WFC icon
24
Wells Fargo
WFC
$254B
$39.1M 0.59%
705,900
+195,500
+38% +$10.5M
BLK icon
25
Blackrock
BLK
$167B
$38.9M 0.59%
+92,200
New +$36.8M
1
2 3 4 5

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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.