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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
DVN icon
326
Devon Energy
DVN
$52.1B
$5.12M 0.08%
122,700
+106,200
+644% +$4.67M
CDW icon
327
CDW
CDW
$18.9B
$5.05M 0.08%
87,500
-39,400
-31% -$2.22M
UNP icon
328
Union Pacific
UNP
$174B
$4.99M 0.08%
+47,100
New +$5.02M
ICE icon
329
Intercontinental Exchange
ICE
$85.6B
$4.98M 0.08%
83,200
-106,100
-56% -$6.21M
CTRA
330
DELISTED
Coterra Energy
CTRA
$4.93M 0.07%
206,100
+179,500
+675% +$4.07M
DOX icon
331
Amdocs
DOX
$5.92B
$4.88M 0.07%
+80,100
New +$4.82M
AMP icon
332
Ameriprise Financial
AMP
$48.3B
$4.86M 0.07%
37,500
-81,200
-68% -$10M
FE icon
333
FirstEnergy
FE
$28B
$4.82M 0.07%
+151,500
New +$4.67M
BID
334
DELISTED
Sotheby's
BID
$4.81M 0.07%
+105,800
New +$4.53M
LYB icon
335
LyondellBasell Industries
LYB
$20B
$4.8M 0.07%
52,700
-118,600
-69% -$10.8M
ALB icon
336
Albemarle
ALB
$13.9B
$4.73M 0.07%
44,800
-77,300
-63% -$7.52M
HRI icon
337
Herc Holdings
HRI
$5.02B
$4.73M 0.07%
96,800
+31,100
+47% +$1.46M
AGCO icon
338
AGCO
AGCO
$7.15B
$4.72M 0.07%
78,500
-88,400
-53% -$5.44M
PNRA
339
DELISTED
Panera Bread Co
PNRA
$4.69M 0.07%
+17,900
New +$4.06M
RHP icon
340
Ryman Hospitality Properties
RHP
$8.43B
$4.66M 0.07%
75,300
+64,900
+624% +$4.07M
DAL icon
341
Delta Air Lines
DAL
$57.5B
$4.63M 0.07%
100,800
+2,500
+3% +$122K
CBT icon
342
Cabot Corp
CBT
$4.54B
$4.62M 0.07%
77,100
+26,700
+53% +$1.52M
GXP
343
DELISTED
Great Plains Energy Incorporated
GXP
$4.6M 0.07%
157,400
+35,400
+29% +$994K
TIMB icon
344
TIM SA
TIMB
$9.16B
$4.57M 0.07%
285,800
+181,000
+173% +$2.71M
ALK icon
345
Alaska Air
ALK
$5.29B
$4.55M 0.07%
+49,300
New +$4.66M
YHOO
346
DELISTED
Yahoo Inc
YHOO
$4.53M 0.07%
+97,600
New +$4.36M
BC icon
347
Brunswick
BC
$5.13B
$4.5M 0.07%
73,600
-35,800
-33% -$2.12M
ITW icon
348
Illinois Tool Works
ITW
$82.6B
$4.49M 0.07%
33,900
-9,400
-22% -$1.22M
ETFC
349
DELISTED
E*Trade Financial Corporation
ETFC
$4.46M 0.07%
127,700
-43,700
-25% -$1.57M
INTC icon
350
Intel
INTC
$455B
$4.44M 0.07%
123,200
-239,400
-66% -$8.66M
12 13
14
15 16

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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.