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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
+9.22%
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
$6.58B
AUM Growth
+$2.61B
Cap. Flow
+$2.33B
Cap. Flow %
35.42%
Top 10 Hldgs %
22.66%
Holding
1,046
New
286
Increased
217
Reduced
163
Closed
379

Top Buys

Rank Stock Value
1
EEM icon
iShares MSCI Emerging Markets ETF
EEM
+$392M
2
TLT icon
iShares 20+ Year Treasury Bond ETF
TLT
+$190M
3
EFA icon
iShares MSCI EAFE ETF
EFA
+$114M
4
XLP icon
State Street Consumer Staples Select Sector SPDR ETF
XLP
+$95.9M
5
XLV icon
State Street Health Care Select Sector SPDR ETF
XLV
+$95.2M

Top Sells

Rank Stock Value
1
GDX icon
VanEck Gold Miners ETF
GDX
+$124M
2
GDXJ icon
VanEck Junior Gold Miners ETF
GDXJ
+$48.9M
3
BABA icon
Alibaba
BABA
+$28.1M
4
ALL icon
Allstate
ALL
+$23.6M
5
XLE icon
State Street Energy Select Sector SPDR ETF
XLE
+$23.6M

Sector Composition

Rank Sector Weight
1 Technology 12.32%
2 Consumer Discretionary 9.82%
3 Healthcare 9.16%
4 Financials 8.88%
5 Industrials 7.5%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
MON
51
DELISTED
Monsanto Co
MON
$24M 0.36%
211,900
+147,400
+229% +$16.3M
BSX icon
52
Boston Scientific
BSX
$69.5B
$23.6M 0.36%
947,200
+641,700
+210% +$15.6M
CB icon
53
Chubb
CB
$135B
$23M 0.35%
168,900
-38,200
-18% -$5.14M
XLU icon
54
State Street Utilities Select Sector SPDR ETF
XLU
$22.8B
$23M 0.35%
895,000
+349,600
+64% +$8.73M
C icon
55
Citigroup
C
$222B
$22.7M 0.34%
+378,800
New +$22.4M
ALLY icon
56
Ally Financial
ALLY
$13.2B
$21.6M 0.33%
1,061,400
+677,400
+176% +$14.4M
HOLX
57
DELISTED
Hologic
HOLX
$21.5M 0.33%
504,800
+288,800
+134% +$11.8M
WYNN icon
58
Wynn Resorts
WYNN
$10.3B
$21.5M 0.33%
+187,400
New +$18.7M
LOW icon
59
Lowe's Companies
LOW
$117B
$21.4M 0.33%
+260,500
New +$19.9M
BBY icon
60
Best Buy
BBY
$18.2B
$21.3M 0.32%
432,800
+358,900
+486% +$16M
JD icon
61
JD.com
JD
$44.6B
$21.2M 0.32%
+681,700
New +$20.1M
VAR
62
DELISTED
Varian Medical Systems, Inc.
VAR
$20.8M 0.32%
227,800
+212,291
+1,369% +$17.7M
ADP icon
63
Automatic Data Processing
ADP
$106B
$20.5M 0.31%
199,800
+195,600
+4,657% +$20M
AXP icon
64
American Express
AXP
$227B
$20.4M 0.31%
+257,800
New +$20.2M
PAYX icon
65
Paychex
PAYX
$41.6B
$20.2M 0.31%
342,400
+241,600
+240% +$14.7M
D icon
66
Dominion Energy
D
$60.8B
$20.1M 0.31%
259,200
+32,100
+14% +$2.43M
WMT icon
67
Walmart Inc
WMT
$885B
$19.8M 0.3%
+825,000
New +$19M
AWK icon
68
American Water Works
AWK
$26.7B
$19.1M 0.29%
+246,100
New +$18.3M
MSFT icon
69
Microsoft
MSFT
$3.45T
$19M 0.29%
288,200
+112,200
+64% +$7.19M
VXX
70
DELISTED
iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019
VXX
$18.9M 0.29%
+299,125
New +$22.2M
BKNG icon
71
Booking.com
BKNG
$149B
$18.5M 0.28%
+260,000
New +$17.2M
CRM icon
72
Salesforce
CRM
$151B
$18.1M 0.28%
+219,900
New +$17.6M
FTNT icon
73
Fortinet
FTNT
$119B
$18.1M 0.27%
+2,353,500
New +$16.6M
UAL icon
74
United Airlines
UAL
$39.4B
$17.8M 0.27%
+252,500
New +$18.3M
AMT icon
75
American Tower
AMT
$80.8B
$17.8M 0.27%
+146,400
New +$16.1M
1 2
3
4 5

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UWPG
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FWM
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RCIM
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TC
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GHC
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Quantitative Investment Management's Q1 2017 Portfolio in Review

As of Q1 2017, Quantitative Investment Management held 1,046 positions worth $6.58B, up 66% from $3.97B the previous quarter. Its ten largest holdings account for 23% of the portfolio.

Quantitative Investment Management deployed $2.33B of net new capital in Q1 2017, opening 286 new positions and adding to 217 existing holdings. Its largest new stake was iShares MSCI Emerging Markets ETF: 10,318,000 shares worth $406M.

By sector, the portfolio is most concentrated in Technology at 12% of assets, up from 9.5% a quarter earlier, followed by Consumer Discretionary and Healthcare.

On the sell side, the largest reduction was Allstate, an estimated $23.6M trimmed.

  • Quantitative Investment Management's largest Q1 2017 buy was iShares MSCI Emerging Markets ETF: 10,318,000 shares worth $406M.
  • Quantitative Investment Management added most to State Street Consumer Staples Select Sector SPDR ETF in Q1 2017, an estimated $95.9M increase.
  • Quantitative Investment Management's biggest Q1 2017 reduction was Allstate, cutting an estimated $23.6M.
  • Quantitative Investment Management fully exited VanEck Gold Miners ETF in Q1 2017, selling an estimated $124M.
  • Quantitative Investment Management's ten largest holdings make up 23% of its $6.58B portfolio in Q1 2017.
  • Quantitative Investment Management opened 286 new positions and closed 379 in Q1 2017.
  • Quantitative Investment Management's portfolio value rose 66% quarter-over-quarter to $6.58B.

Based on Quantitative Investment Management's 13F filing for Q1 2017, filed 8 May 2017.