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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
SONY icon
401
Sony
SONY
$137B
$3.26M 0.05%
+483,500
New +$3.01M
YPF icon
402
YPF
YPF
$206B
$3.26M 0.05%
+134,200
New +$2.89M
AMN icon
403
AMN Healthcare
AMN
$1.3B
$3.26M 0.05%
+80,200
New +$3.14M
EXEL icon
404
Exelixis
EXEL
$13.3B
$3.25M 0.05%
+150,200
New +$3.05M
PGR icon
405
Progressive
PGR
$123B
$3.25M 0.05%
83,000
-260,300
-76% -$9.93M
TFCF
406
DELISTED
Twenty-First Century Fox, Inc. Class B
TFCF
$3.24M 0.05%
+101,900
New +$3.06M
AGU
407
DELISTED
Agrium
AGU
$3.21M 0.05%
33,600
-50,700
-60% -$5.11M
NXST icon
408
Nexstar Media Group
NXST
$5.82B
$3.2M 0.05%
45,600
+15,600
+52% +$1.04M
SKM icon
409
SK Telecom
SKM
$12.1B
$3.18M 0.05%
+76,725
New +$2.87M
AEIS icon
410
Advanced Energy
AEIS
$11.6B
$3.17M 0.05%
46,300
-4,000
-8% -$247K
LGF.A
411
DELISTED
Lions Gate Entertainment Corp. Class A Voting Shares
LGF.A
$3.16M 0.05%
+119,100
New +$3.25M
NAV
412
DELISTED
Navistar International
NAV
$3.11M 0.05%
+126,400
New +$3.48M
HRB icon
413
H&R Block
HRB
$5.58B
$3.1M 0.05%
133,200
+59,300
+80% +$1.33M
TSS
414
DELISTED
Total System Services, Inc.
TSS
$3.04M 0.05%
+56,900
New +$3.03M
RSPP
415
DELISTED
RSP Permian, Inc.
RSPP
$3.02M 0.05%
72,800
+15,400
+27% +$640K
ENOV icon
416
Enovis
ENOV
$1.68B
$3.02M 0.05%
44,621
-40,960
-48% -$2.73M
DF
417
DELISTED
Dean Foods Company
DF
$3.01M 0.05%
153,100
+49,500
+48% +$969K
JBHT icon
418
JB Hunt Transport Services
JBHT
$25.5B
$3M 0.05%
32,700
-106,300
-76% -$10.3M
KNGT
419
DELISTED
KNIGHT TRANSPORTATION INC
KNGT
$3M 0.05%
95,600
-86,300
-47% -$2.71M
BYD icon
420
Boyd Gaming
BYD
$6.18B
$2.99M 0.05%
+135,700
New +$2.76M
FIVE icon
421
Five Below
FIVE
$12B
$2.93M 0.04%
+67,700
New +$2.69M
CDE icon
422
Coeur Mining
CDE
$15.4B
$2.92M 0.04%
360,800
-67,700
-16% -$646K
VECO icon
423
Veeco
VECO
$3.05B
$2.9M 0.04%
97,000
+73,100
+306% +$2.04M
MDSO
424
DELISTED
Medidata Solutions, Inc.
MDSO
$2.89M 0.04%
50,100
+18,200
+57% +$984K
TVTY
425
DELISTED
Tivity Health, Inc. Common Stock
TVTY
$2.84M 0.04%
97,600
+52,700
+117% +$1.39M
15 16
17
18 19

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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.