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QIM

Quantitative Investment Management Portfolio holdings

AUM $917M
1-Year Est. Return 3.96%
This Fund
S&P 500
This Quarter Est. Return
+9.22%
1 Year Est. Return
-3.96%
3 Year Est. Return
+24.59%
5 Year Est. Return
+12.41%
10 Year Est. Return
+164.05%
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 Miscellaneous 32.99%
2 Technology 12.72%
3 Consumer Discretionary 9.91%
4 Healthcare 9.79%
5 Financials 8.89%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
HIBB
526
DELISTED
Hibbett, Inc. Common Stock
HIBB
$1.34M 0.02%
45,400
+800
+2% +$25.1K
EBIX
527
DELISTED
Ebix Inc
EBIX
$1.33M 0.02%
21,800
+17,600
+419% +$1.05M
IRBT
528
DELISTED
iRobot
IRBT
$1.33M 0.02%
20,100
-13,400
-40% -$793K
TTWO icon
529
Take-Two Interactive
TTWO
$39.6B
$1.33M 0.02%
22,400
+1,600
+8% +$89.4K
KRA
530
DELISTED
Kraton Corporation
KRA
$1.32M 0.02%
42,600
+200
+0.5% +$5.58K
OSG
531
Octave Specialty Group
OSG
$213M
$1.32M 0.02%
69,800
-12,100
-15% -$255K
RJF icon
532
Raymond James Financial
RJF
$31.7B
$1.31M 0.02%
+25,800
New +$1.31M
MBI icon
533
MBIA
MBI
$232M
$1.24M 0.02%
146,800
-32,300
-18% -$325K
RPM icon
534
RPM International
RPM
$12.7B
$1.24M 0.02%
22,600
-57,400
-72% -$3.06M
PRU icon
535
Prudential Financial
PRU
$40.4B
$1.24M 0.02%
+11,600
New +$1.25M
PRKS icon
536
United Parks & Resorts
PRKS
$1.64B
$1.24M 0.02%
+67,600
New +$1.26M
MFA
537
MFA Financial
MFA
$854M
$1.2M 0.02%
37,175
-26,250
-41% -$837K
MDC
538
DELISTED
M.D.C. Holdings, Inc.
MDC
$1.14M 0.02%
+47,617
New +$1.07M
ENS icon
539
EnerSys
ENS
$6.2B
$1.12M 0.02%
14,200
-18,200
-56% -$1.42M
MDU icon
540
MDU Resources
MDU
$3.92B
$1.12M 0.02%
+107,299
New +$1.12M
DCT
541
DELISTED
DCT Industrial Trust Inc.
DCT
$1.12M 0.02%
23,200
-5,400
-19% -$254K
CRS icon
542
Carpenter Technology
CRS
$20.4B
$1.09M 0.02%
29,200
-8,800
-23% -$343K
CBD
543
DELISTED
Companhia Brasileira de Distribuicao
CBD
$1.08M 0.02%
56,400
+27,000
+92% +$498K
CY
544
DELISTED
Cypress Semiconductor
CY
$1.08M 0.02%
78,200
-133,300
-63% -$1.7M
VRNT
545
DELISTED
Verint Systems
VRNT
$1.07M 0.02%
+48,682
New +$949K
HA
546
DELISTED
Hawaiian Holdings, Inc.
HA
$1.07M 0.02%
23,100
-17,300
-43% -$885K
XRX icon
547
Xerox
XRX
$457M
$1.04M 0.02%
+35,625
New +$1.03M
EGHT icon
548
8x8 Inc
EGHT
$260M
$1.04M 0.02%
68,000
+28,600
+73% +$433K
UDR icon
549
UDR
UDR
$11.1B
$1.04M 0.02%
+28,600
New +$1.02M
HBAN icon
550
Huntington Bancshares
HBAN
$32B
$1.03M 0.02%
+77,200
New +$1.05M
20 21
22
23 24

Similar funds

HIC
Harvey Investment Company Louisville, Kentucky $918M AUM 14.93% 1-Year Est. Return
AGAM
Avalon Global Asset Management San Francisco, California $917M AUM 87.67% 1-Year Est. Return
RFA
RTD Financial Advisors Philadelphia, Pennsylvania $917M AUM 19.69% 1-Year Est. Return
SPG
Strategic Planning Group Bountiful, Utah $918M AUM 37.38% 1-Year Est. Return
TCM
Twin Capital Management Mcmurray, Pennsylvania $916M AUM 43.28% 1-Year Est. Return
DLP
De Lisle Partners Poole, United Kingdom $916M AUM 54.05% 1-Year Est. Return
SIC
SJS Investment Consulting Sylvania, Ohio $919M AUM 23.4% 1-Year Est. Return
GC
Greenvale Capital London, United Kingdom $916M AUM 32.73% 1-Year Est. Return

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 Miscellaneous at 33% of assets, up from 20% a quarter earlier, followed by Technology and Consumer Discretionary.

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.