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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
SWFT
301
DELISTED
Swift Transportation Company
SWFT
$5.8M 0.09%
282,600
+148,300
+110% +$3.3M
AZPN
302
DELISTED
ASPEN TECHNOLOGY INC
AZPN
$5.75M 0.09%
+97,600
New +$5.75M
AGNC icon
303
AGNC Investment
AGNC
$12.4B
$5.69M 0.09%
286,300
+269,600
+1,614% +$5.2M
RARE icon
304
Ultragenyx Pharmaceutical
RARE
$2.45B
$5.67M 0.09%
83,700
+64,100
+327% +$4.89M
SIX
305
DELISTED
Six Flags Entertainment Corp.
SIX
$5.65M 0.09%
95,000
+20,700
+28% +$1.24M
UN
306
DELISTED
Unilever NV New York Registry Shares
UN
$5.64M 0.09%
+113,500
New +$5.08M
LLY icon
307
Eli Lilly
LLY
$1.02T
$5.6M 0.09%
+66,600
New +$5.33M
HSIC icon
308
Henry Schein
HSIC
$9.77B
$5.59M 0.08%
+83,895
New +$5.45M
TRMB icon
309
Trimble
TRMB
$13.2B
$5.59M 0.08%
174,600
-26,200
-13% -$810K
DRH icon
310
Diamondrock Hospitality Co
DRH
$2.71B
$5.58M 0.08%
+500,000
New +$5.61M
LM
311
DELISTED
Legg Mason, Inc.
LM
$5.56M 0.08%
+154,100
New +$5.34M
LHO
312
DELISTED
LaSalle Hotel Properties
LHO
$5.49M 0.08%
+189,600
New +$5.63M
NDAQ icon
313
Nasdaq
NDAQ
$52.7B
$5.43M 0.08%
+234,600
New +$5.45M
LHX icon
314
L3Harris
LHX
$51.6B
$5.37M 0.08%
48,300
-86,700
-64% -$9.27M
IAU icon
315
iShares Gold Trust
IAU
$62.9B
$5.37M 0.08%
223,450
-440,650
-66% -$10.4M
TOL icon
316
Toll Brothers
TOL
$13.6B
$5.29M 0.08%
+146,600
New +$4.89M
MCHI icon
317
iShares MSCI China ETF
MCHI
$6.32B
$5.29M 0.08%
106,000
+85,700
+422% +$4.13M
HXL icon
318
Hexcel
HXL
$7.79B
$5.28M 0.08%
96,800
+25,300
+35% +$1.33M
WBC
319
DELISTED
WABCO HOLDINGS INC.
WBC
$5.27M 0.08%
+44,900
New +$5.05M
USG
320
DELISTED
Usg
USG
$5.26M 0.08%
165,500
-42,200
-20% -$1.34M
UI icon
321
Ubiquiti
UI
$33.7B
$5.25M 0.08%
104,500
-10,800
-9% -$590K
CPB icon
322
Campbell Soup
CPB
$6.55B
$5.23M 0.08%
+91,400
New +$5.53M
ELV icon
323
Elevance Health
ELV
$81.5B
$5.21M 0.08%
31,500
+4,900
+18% +$779K
ARW icon
324
Arrow Electronics
ARW
$11.1B
$5.15M 0.08%
70,200
+3,000
+4% +$220K
CMP icon
325
Compass Minerals
CMP
$1.23B
$5.14M 0.08%
+75,700
New +$5.77M
11 12
13
14 15

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UWPG
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FWM
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RCIM
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GHC
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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.