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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
ASML icon
101
ASML
ASML
$626B
$14.7M 0.22%
110,800
+86,400
+354% +$10.6M
CRUS icon
102
Cirrus Logic
CRUS
$6.53B
$14.5M 0.22%
239,300
+192,100
+407% +$10.9M
SNPS icon
103
Synopsys
SNPS
$74.4B
$14.5M 0.22%
200,900
+174,600
+664% +$11.7M
ITUB icon
104
Itaú Unibanco
ITUB
$93.2B
$14.5M 0.22%
2,469,257
+415,803
+20% +$2.47M
SYK icon
105
Stryker
SYK
$125B
$14.2M 0.22%
107,800
-41,900
-28% -$5.29M
SWK icon
106
Stanley Black & Decker
SWK
$14.3B
$14.1M 0.21%
106,200
+100,200
+1,670% +$12.6M
TDC icon
107
Teradata
TDC
$2.92B
$14.1M 0.21%
453,300
+438,500
+2,963% +$13.2M
EBAY icon
108
eBay
EBAY
$50.6B
$14.1M 0.21%
418,900
+290,400
+226% +$9.44M
ELLI
109
DELISTED
Ellie Mae Inc
ELLI
$14.1M 0.21%
+140,200
New +$12.9M
MDY icon
110
State Street SPDR S&P MIDCAP 400 ETF Trust
MDY
$26.6B
$13.9M 0.21%
44,600
-42,800
-49% -$13.3M
CMS icon
111
CMS Energy
CMS
$22.6B
$13.9M 0.21%
310,300
+235,400
+314% +$10.2M
ILF icon
112
iShares Latin America 40 ETF
ILF
$3.85B
$13.8M 0.21%
436,100
+296,800
+213% +$9.14M
PG icon
113
Procter & Gamble
PG
$336B
$13.8M 0.21%
153,200
+112,700
+278% +$9.99M
MTB icon
114
M&T Bank
MTB
$35.7B
$13.7M 0.21%
+88,400
New +$14.3M
KBE icon
115
State Street SPDR S&P Bank ETF
KBE
$1.64B
$13.6M 0.21%
+317,100
New +$14M
RICE
116
DELISTED
Rice Energy Inc.
RICE
$13.6M 0.21%
573,200
+448,400
+359% +$9.31M
XBI icon
117
State Street SPDR S&P Biotech ETF
XBI
$9.95B
$13.6M 0.21%
+195,600
New +$13.1M
MTD icon
118
Mettler-Toledo International
MTD
$28.6B
$13.4M 0.2%
28,000
+27,300
+3,900% +$12.5M
DHR icon
119
Danaher
DHR
$137B
$13.4M 0.2%
176,532
+138,744
+367% +$10.3M
BDX icon
120
Becton Dickinson
BDX
$45.6B
$13.3M 0.2%
+74,518
New +$13M
PCG icon
121
PG&E
PCG
$38.3B
$13.3M 0.2%
199,700
+57,100
+40% +$3.64M
CHRW icon
122
C.H. Robinson
CHRW
$17.4B
$13.2M 0.2%
171,100
-88,100
-34% -$6.77M
MXIM
123
DELISTED
Maxim Integrated Products
MXIM
$13.1M 0.2%
+291,600
New +$12.8M
ACN icon
124
Accenture
ACN
$102B
$12.9M 0.2%
+107,200
New +$12.8M
MS icon
125
Morgan Stanley
MS
$331B
$12.7M 0.19%
+297,300
New +$13.2M
3 4
5
6 7

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FWM
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RCIM
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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.