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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
CACI icon
551
CACI
CACI
$13.9B
$1.03M 0.02%
8,800
-36,800
-81% -$4.58M
SMG icon
552
ScottsMiracle-Gro
SMG
$3.19B
$1.03M 0.02%
11,000
+3,600
+49% +$334K
DNR
553
DELISTED
Denbury Resources, Inc.
DNR
$1.01M 0.02%
391,100
+94,200
+32% +$292K
VNO icon
554
Vornado Realty Trust
VNO
$6.5B
$1M 0.02%
+12,370
New +$1.06M
MDR
555
DELISTED
McDermott International
MDR
$987K 0.02%
48,767
-93,433
-66% -$2.06M
NG icon
556
NovaGold Resources
NG
$3.07B
$974K 0.01%
200,000
+3,900
+2% +$20.6K
TCRT icon
557
Alaunos Therapeutics
TCRT
$3.25M
$965K 0.01%
1,015
-1,070
-51% -$996K
ALKS icon
558
Alkermes
ALKS
$7.73B
$959K 0.01%
+16,400
New +$930K
VEON icon
559
VEON
VEON
$4.72B
$951K 0.01%
+9,328
New +$958K
TECD
560
DELISTED
Tech Data Corp
TECD
$948K 0.01%
10,100
+6,500
+181% +$575K
ACIW icon
561
ACI Worldwide
ACIW
$5.21B
$936K 0.01%
+43,800
New +$889K
LZB icon
562
La-Z-Boy
LZB
$1.21B
$901K 0.01%
+33,400
New +$947K
OPLN
563
Openlane
OPLN
$4.28B
$899K 0.01%
54,425
-13,739
-20% -$234K
SEMG
564
DELISTED
SEMGROUP CORPORATION
SEMG
$896K 0.01%
+24,900
New +$947K
TSRO
565
DELISTED
TESARO, Inc.
TSRO
$892K 0.01%
+5,800
New +$944K
CAA
566
DELISTED
CalAtlantic Group, Inc.
CAA
$876K 0.01%
+23,400
New +$827K
DFS
567
DELISTED
Discover Financial Services
DFS
$868K 0.01%
+12,700
New +$892K
ATHM icon
568
Autohome
ATHM
$2.46B
$864K 0.01%
27,200
+15,500
+132% +$495K
MSTR icon
569
Strategy Inc
MSTR
$50.1B
$863K 0.01%
46,000
-214,000
-82% -$4.15M
LRCX icon
570
Lam Research
LRCX
$337B
$860K 0.01%
+67,000
New +$788K
CURE icon
571
Direxion Daily Healthcare Bull 3X ETF
CURE
$172M
$834K 0.01%
+24,200
New +$787K
MFIC icon
572
MidCap Financial Investment
MFIC
$745M
$834K 0.01%
42,400
+27,433
+183% +$508K
TXRH icon
573
Texas Roadhouse
TXRH
$11.2B
$828K 0.01%
18,600
-8,500
-31% -$382K
URBN icon
574
Urban Outfitters
URBN
$6.6B
$824K 0.01%
+34,700
New +$899K
GPI icon
575
Group 1 Automotive
GPI
$3.13B
$814K 0.01%
+11,000
New +$860K
21 22
23
24 25

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.