We are live on ! Find out more
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
TSM icon
76
TSMC
TSM
$2.1T
$17.7M 0.27%
538,800
+444,700
+473% +$13.9M
AFL icon
77
Aflac
AFL
$64.9B
$17.7M 0.27%
+488,200
New +$17.3M
EIX icon
78
Edison International
EIX
$28.2B
$17.5M 0.27%
219,500
+170,200
+345% +$12.9M
BAX icon
79
Baxter International
BAX
$13.5B
$17M 0.26%
+328,400
New +$16.1M
RHT
80
DELISTED
Red Hat Inc
RHT
$16.6M 0.25%
+191,600
New +$15.2M
GS icon
81
Goldman Sachs
GS
$300B
$16.5M 0.25%
72,000
+51,500
+251% +$12.4M
WDC icon
82
Western Digital
WDC
$188B
$16.5M 0.25%
+264,732
New +$15.2M
JPM icon
83
JPMorgan Chase
JPM
$935B
$16.5M 0.25%
+188,000
New +$16.6M
ALGN icon
84
Align Technology
ALGN
$12.1B
$16.4M 0.25%
143,100
+72,700
+103% +$7.34M
COST icon
85
Costco
COST
$422B
$16.3M 0.25%
+97,100
New +$16.3M
SAP icon
86
SAP
SAP
$212B
$16.1M 0.25%
164,400
+136,800
+496% +$12.7M
CMG icon
87
Chipotle Mexican Grill
CMG
$47.2B
$16.1M 0.25%
+1,810,000
New +$14.9M
TPR icon
88
Tapestry
TPR
$30.8B
$16.1M 0.24%
+388,500
New +$14.6M
ADI icon
89
Analog Devices
ADI
$179B
$16M 0.24%
194,900
+143,100
+276% +$11.2M
FDN icon
90
First Trust Dow Jones Internet Index Fund ETF
FDN
$5.12B
$15.9M 0.24%
180,900
+154,600
+588% +$13.3M
EXPD icon
91
Expeditors International
EXPD
$22B
$15.9M 0.24%
281,900
+43,800
+18% +$2.4M
LEN icon
92
Lennar Class A
LEN
$19.8B
$15.7M 0.24%
+322,417
New +$14.6M
ASH icon
93
Ashland
ASH
$3.33B
$15.6M 0.24%
+258,362
New +$15M
NEE icon
94
NextEra Energy
NEE
$181B
$15.5M 0.23%
+481,600
New +$15.1M
XRAY icon
95
Dentsply Sirona
XRAY
$2.68B
$15.4M 0.23%
+246,500
New +$14.8M
NSC icon
96
Norfolk Southern
NSC
$75.4B
$15.2M 0.23%
+135,800
New +$15.9M
IBM icon
97
IBM
IBM
$211B
$15.2M 0.23%
91,107
+13,808
+18% +$2.32M
VMW
98
DELISTED
VMware, Inc
VMW
$15M 0.23%
+163,300
New +$14.4M
AMG icon
99
Affiliated Managers Group
AMG
$9.69B
$14.9M 0.23%
90,600
+87,400
+2,731% +$13.8M
TCOM icon
100
Trip.com Group
TCOM
$29.6B
$14.8M 0.23%
+301,400
New +$13.8M
2 3
4
5 6

Similar funds

MK
MASTERINVEST Kapitalanlage Vienna $962M AUM 27.59% 1-Year Est. Return
TFP
Triple Frond Partners San Francisco, California $963M AUM 27.45% 1-Year Est. Return
UWPG
Ullmann Wealth Partners Group Jacksonville Beach, Florida $963M AUM 17.06% 1-Year Est. Return
FWM
Focused Wealth Management Newburgh, New York $964M AUM 18.71% 1-Year Est. Return
RCIM
Red Cedar Investment Management Grand Rapids, Michigan $965M AUM 30.25% 1-Year Est. Return
TC
TwinBeech Capital Purchase, New York $965M AUM 0.23% 1-Year Est. Return
NA
Navellier & Associates Reno, Nevada $960M AUM 79.37% 1-Year Est. Return
GHC
Graham Holdings Company Arlington, Virginia $967M AUM 15.12% 1-Year Est. Return

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.