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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
VSI
576
DELISTED
Vitamin Shoppe Inc.
VSI
$806K 0.01%
+40,000
New +$853K
WCG
577
DELISTED
Wellcare Health Plans, Inc.
WCG
$799K 0.01%
5,700
-36,200
-86% -$5.15M
R icon
578
Ryder
R
$9.83B
$792K 0.01%
10,500
-53,100
-83% -$4.02M
JEF icon
579
Jefferies Financial Group
JEF
$12.6B
$785K 0.01%
33,737
-163,548
-83% -$3.66M
WTI icon
580
W&T Offshore
WTI
$534M
$775K 0.01%
+279,900
New +$804K
IRM icon
581
Iron Mountain
IRM
$36.4B
$774K 0.01%
21,700
-172,800
-89% -$6.12M
MEI icon
582
Methode Electronics
MEI
$496M
$766K 0.01%
16,800
+2,900
+21% +$124K
WOLF icon
583
Wolfspeed
WOLF
$1.23B
$745K 0.01%
27,900
-2,900
-9% -$78.8K
BLUE
584
DELISTED
bluebird bio
BLUE
$736K 0.01%
+625
New +$638K
ARR
585
Armour Residential REIT
ARR
$2.33B
$735K 0.01%
6,480
+1,060
+20% +$116K
MRC
586
DELISTED
MRC Global
MRC
$718K 0.01%
39,200
-143,600
-79% -$2.85M
INGR icon
587
Ingredion
INGR
$6.27B
$710K 0.01%
5,900
-9,100
-61% -$1.11M
MYGN icon
588
Myriad Genetics
MYGN
$270M
$698K 0.01%
36,400
-58,300
-62% -$1.03M
BCR
589
DELISTED
CR Bard Inc.
BCR
$695K 0.01%
+2,800
New +$675K
XYL icon
590
Xylem
XYL
$27.3B
$688K 0.01%
13,700
-89,500
-87% -$4.36M
OCLR
591
DELISTED
Oclaro Inc.
OCLR
$671K 0.01%
+68,400
New +$642K
CVA
592
DELISTED
Covanta Holding Corporation
CVA
$653K 0.01%
+41,600
New +$653K
SN
593
DELISTED
Sanchez Energy Corporation
SN
$653K 0.01%
+68,500
New +$766K
IPGP icon
594
IPG Photonics
IPGP
$3.61B
$651K 0.01%
5,400
-14,700
-73% -$1.66M
PSMT icon
595
Pricesmart
PSMT
$5.98B
$645K 0.01%
+7,000
New +$614K
HEES
596
DELISTED
H&E Equipment Services
HEES
$625K 0.01%
+25,500
New +$624K
REX icon
597
REX American Resources
REX
$1.42B
$624K 0.01%
41,400
+10,800
+35% +$153K
TER icon
598
Teradyne
TER
$57.6B
$603K 0.01%
19,400
-285,800
-94% -$8.17M
VIAV icon
599
Viavi Solutions
VIAV
$9.12B
$603K 0.01%
56,300
-306,500
-84% -$2.98M
AMRN
600
Amarin Corp
AMRN
$299M
$601K 0.01%
9,395
+4,815
+105% +$306K
22 23
24
25 26

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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.