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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
EEM icon
1
iShares MSCI Emerging Markets ETF
EEM
$28.8B
$406M 6.17%
+10,318,000
New +$392M
TLT icon
2
iShares 20+ Year Treasury Bond ETF
TLT
$42.1B
$191M 2.9%
+1,580,600
New +$190M
QQQ icon
3
Invesco QQQ Trust
QQQ
$453B
$155M 2.36%
1,173,500
+700,400
+148% +$89.4M
IWM icon
4
iShares Russell 2000 ETF
IWM
$79.8B
$124M 1.89%
904,700
+646,300
+250% +$88.3M
EFA icon
5
iShares MSCI EAFE ETF
EFA
$78B
$117M 1.78%
+1,886,100
New +$114M
AMZN icon
6
Amazon
AMZN
$2.92T
$117M 1.77%
2,632,000
+2,142,000
+437% +$89.3M
XLP icon
7
State Street Consumer Staples Select Sector SPDR ETF
XLP
$14.2B
$106M 1.61%
1,947,500
+1,785,200
+1,100% +$95.9M
XLV icon
8
State Street Health Care Select Sector SPDR ETF
XLV
$41.9B
$97.2M 1.48%
+1,306,800
New +$95.2M
FXI icon
9
iShares China Large-Cap ETF
FXI
$4.37B
$92.8M 1.41%
+2,412,000
New +$90.9M
VWO icon
10
Vanguard FTSE Emerging Markets ETF
VWO
$121B
$84.1M 1.28%
2,116,200
+1,553,300
+276% +$59.9M
IEMG icon
11
iShares Core MSCI Emerging Markets ETF
IEMG
$150B
$68.4M 1.04%
+1,431,600
New +$65.9M
DIA icon
12
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
$45.8B
$65.7M 1%
318,500
-8,100
-2% -$1.65M
JNJ icon
13
Johnson & Johnson
JNJ
$618B
$56.6M 0.86%
454,700
+358,400
+372% +$42.8M
XLF icon
14
State Street Financial Select Sector SPDR ETF
XLF
$56.7B
$55.1M 0.84%
2,324,000
-105,600
-4% -$2.53M
GLD icon
15
SPDR Gold Trust
GLD
$131B
$51M 0.78%
+429,800
New +$50M
EWY icon
16
iShares MSCI South Korea ETF
EWY
$21.9B
$50.1M 0.76%
+809,300
New +$47.3M
MO icon
17
Altria Group
MO
$114B
$47.5M 0.72%
665,400
+381,000
+134% +$27.6M
ORCL icon
18
Oracle
ORCL
$374B
$45.7M 0.7%
+1,025,500
New +$42.7M
CSCO icon
19
Cisco
CSCO
$457B
$43.8M 0.66%
1,294,834
+806,534
+165% +$26.2M
XLI icon
20
State Street Industrial Select Sector SPDR ETF
XLI
$32.8B
$42.8M 0.65%
658,300
+53,500
+9% +$3.46M
V icon
21
Visa
V
$684B
$41.4M 0.63%
+465,700
New +$40.1M
AMGN icon
22
Amgen
AMGN
$208B
$38.7M 0.59%
+235,900
New +$39.2M
EPP icon
23
iShares MSCI Pacific ex Japan ETF
EPP
$2.22B
$38.2M 0.58%
+854,500
New +$36.8M
EWZ icon
24
iShares MSCI Brazil ETF
EWZ
$9.28B
$37.9M 0.58%
1,011,100
-626,400
-38% -$23.4M
HON icon
25
Honeywell
HON
$77B
$37.3M 0.57%
330,549
+95,312
+41% +$10.5M
1
2 3 4 5

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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.