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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
(+66%)
Cap. Flow
+$2.33B
Cap. Flow
% of AUM
35.42%
Top 10 Holdings %
Top 10 Hldgs %
22.66%
Holding
1,046
New
286
Increased
217
Reduced
163
Closed
379
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
iShares MSCI Emerging Markets ETF
EEM
|
+$392M |
| 2 |
iShares 20+ Year Treasury Bond ETF
TLT
|
+$190M |
| 3 |
iShares MSCI EAFE ETF
EFA
|
+$114M |
| 4 |
State Street Consumer Staples Select Sector SPDR ETF
XLP
|
+$95.9M |
| 5 |
State Street Health Care Select Sector SPDR ETF
XLV
|
+$95.2M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
VanEck Gold Miners ETF
GDX
|
+$124M |
| 2 |
VanEck Junior Gold Miners ETF
GDXJ
|
+$48.9M |
| 3 |
Alibaba
BABA
|
+$28.1M |
| 4 |
Allstate
ALL
|
+$23.6M |
| 5 |
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 | |
|---|---|---|---|---|---|---|
876
Reliance Steel & Aluminium
RS
$20.7B
| – | – |
-72,600
| Closed | -$5.77M |
|
877
Royal Bank of Canada
RY
$291B
| – | – |
-112,900
| Closed | -$7.64M |
|
878
Rayonier Advanced Materials
RYAM
$604M
| – | – |
-98,305
| Closed | -$1.52M |
|
879
Sonic Automotive
SAH
$2.9B
| – | – |
-18,600
| Closed | -$425K |
|
880
Banco Santander
SAN
$201B
| – | – |
-537,078
| Closed | -$2.67M |
|
881
Sibanye-Stillwater
SBSW
$6.26B
| – | – |
-722,829
| Closed | -$4.81M |
|
|
SEE
882
DELISTED
Sealed Air
SEE
| – | – |
-18,100
| Closed | -$820K |
|
|
SEM
883
DELISTED
Select Medical
SEM
| – | – |
-43,802
| Closed | -$312K |
|
884
Steven Madden
SHOO
$3.37B
| – | – |
-63,450
| Closed | -$1.51M |
|
|
SKX
885
DELISTED
Skechers
SKX
| – | – |
-107,300
| Closed | -$2.64M |
|
886
SLB Ltd
SLB
$73.6B
| – | – |
-108,400
| Closed | -$9.1M |
|
887
Semtech
SMTC
$11B
| – | – |
-69,000
| Closed | -$2.18M |
|
888
Snap-on
SNA
$21.2B
| – | – |
-53,100
| Closed | -$9.09M |
|
|
SPR
889
DELISTED
Spirit AeroSystems
SPR
| – | – |
-126,200
| Closed | -$7.36M |
|
890
SPX Corp
SPXC
$11B
| – | – |
-22,500
| Closed | -$533K |
|
891
Sarepta Therapeutics
SRPT
$1.57B
| – | – |
-197,400
| Closed | -$5.41M |
|
892
Steel Dynamics
STLD
$36B
| – | – |
-199,400
| Closed | -$7.09M |
|
893
Suncor Energy
SU
$79.4B
| – | – |
-17,100
| Closed | -$558K |
|
894
Toronto Dominion Bank
TD
$198B
| – | – |
-184,700
| Closed | -$9.11M |
|
895
Teck Resources
TECK
$29.6B
| – | – |
-150,700
| Closed | -$3.02M |
|
896
Teva Pharmaceuticals
TEVA
$40.8B
| – | – |
-134,900
| Closed | -$4.89M |
|
897
Terex
TEX
$7.18B
| – | – |
-257,200
| Closed | -$8.11M |
|
|
TGNA
898
DELISTED
TEGNA Inc
TGNA
| – | – |
-43,125
| Closed | -$590K |
|
899
Target
TGT
$65.6B
| – | – |
-230,700
| Closed | -$16.7M |
|
900
Thor Industries
THO
$3.9B
| – | – |
-117,300
| Closed | -$11.7M |
|
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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.