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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
CHKP icon
251
Check Point Software Technologies
CHKP
$13B
$7.33M 0.11%
71,400
-125,400
-64% -$12.3M
SHW icon
252
Sherwin-Williams
SHW
$82.7B
$7.32M 0.11%
+70,800
New +$7.13M
ED icon
253
Consolidated Edison
ED
$40.1B
$7.31M 0.11%
94,100
+39,500
+72% +$2.97M
BURL icon
254
Burlington
BURL
$23.2B
$7.3M 0.11%
75,000
-109,300
-59% -$9.68M
DNKN
255
DELISTED
Dunkin' Brands Group, Inc.
DNKN
$7.21M 0.11%
131,800
+25,100
+24% +$1.35M
ADM icon
256
Archer Daniels Midland
ADM
$38.2B
$7.21M 0.11%
156,500
+66,500
+74% +$2.98M
SANM icon
257
Sanmina
SANM
$9.95B
$7.18M 0.11%
176,900
+37,700
+27% +$1.46M
OGE icon
258
OGE Energy
OGE
$9.78B
$7.14M 0.11%
204,100
+111,100
+119% +$3.87M
PAYC icon
259
Paycom
PAYC
$7.64B
$7.14M 0.11%
+124,100
New +$6.44M
CELG
260
DELISTED
Celgene Corp
CELG
$7.1M 0.11%
+57,100
New +$6.83M
MTN icon
261
Vail Resorts
MTN
$5.32B
$7.1M 0.11%
+37,000
New +$6.56M
EWH icon
262
iShares MSCI Hong Kong ETF
EWH
$1.24B
$7.02M 0.11%
315,500
+113,000
+56% +$2.41M
TRCO
263
DELISTED
TRIBUNE MEDIA COMPANY CLASS A
TRCO
$7M 0.11%
+187,700
New +$6.36M
HLT icon
264
Hilton Worldwide
HLT
$72.1B
$6.97M 0.11%
+119,200
New +$6.92M
PARA
265
DELISTED
Paramount Global Class B
PARA
$6.86M 0.1%
+98,900
New +$6.49M
HSY icon
266
Hershey
HSY
$35.2B
$6.85M 0.1%
62,700
-23,900
-28% -$2.56M
RF icon
267
Regions Financial
RF
$26.4B
$6.83M 0.1%
+469,900
New +$6.93M
PF
268
DELISTED
Pinnacle Foods, Inc.
PF
$6.79M 0.1%
117,300
+40,300
+52% +$2.24M
MNST icon
269
Monster Beverage
MNST
$94.3B
$6.77M 0.1%
+293,400
New +$6.56M
AAPL icon
270
Apple
AAPL
$4.54T
$6.69M 0.1%
186,400
+156,400
+521% +$5.15M
SFM icon
271
Sprouts Farmers Market
SFM
$8.13B
$6.69M 0.1%
+289,200
New +$5.67M
STI
272
DELISTED
SunTrust Banks, Inc.
STI
$6.64M 0.1%
+120,000
New +$6.88M
CHTR icon
273
Charter Communications
CHTR
$17.3B
$6.58M 0.1%
20,100
-9,700
-33% -$3.09M
QEP
274
DELISTED
QEP RESOURCES, INC.
QEP
$6.58M 0.1%
517,700
+380,200
+277% +$5.98M
TWO
275
Two Harbors Investment
TWO
$1.27B
$6.56M 0.1%
85,513
+42,988
+101% +$3.14M
9 10
11
12 13

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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.