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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
CAT icon
701
Caterpillar
CAT
$375B
– –
-9,400
Closed -$871K
CBOE icon
702
Cboe Global Markets
CBOE
$32.5B
– –
-5,500
Closed -$406K
CDP icon
703
COPT Defense Properties
CDP
$4.3B
– –
-93,400
Closed -$2.92M
CE icon
704
Celanese
CE
$4.9B
– –
-85,300
Closed -$6.72M
CENX icon
705
Century Aluminum
CENX
$4.43B
– –
-324,900
Closed -$2.78M
CF icon
706
CF Industries
CF
$19.2B
– –
-32,700
Closed -$1.03M
CGNX icon
707
Cognex
CGNX
$10.9B
– –
-126,200
Closed -$4.01M
CHE icon
708
Chemed
CHE
$7.07B
– –
-18,600
Closed -$2.98M
CIEN icon
709
Ciena
CIEN
$53.4B
– –
-118,300
Closed -$2.89M
CIM
710
Chimera Investment
CIM
$1.04B
– –
-47,133
Closed -$2.41M
CINF icon
711
Cincinnati Financial
CINF
$27.3B
– –
-58,100
Closed -$4.4M
CLB icon
712
Core Laboratories
CLB
$488M
– –
-24,800
Closed -$2.98M
CLF icon
713
Cleveland-Cliffs
CLF
$6.57B
– –
-617,800
Closed -$5.2M
CLH icon
714
Clean Harbors
CLH
$16.5B
– –
-4,700
Closed -$261K
CMC icon
715
Commercial Metals
CMC
$7.6B
– –
-321,100
Closed -$6.99M
CME icon
716
CME Group
CME
$96.3B
– –
-162,400
Closed -$18.7M
CMI icon
717
Cummins
CMI
$87.5B
– –
-17,600
Closed -$2.4M
CNI icon
718
Canadian National Railway
CNI
$76.9B
– –
-49,200
Closed -$3.32M
CNP icon
719
CenterPoint Energy
CNP
$27.7B
– –
-294,700
Closed -$7.26M
COF icon
720
Capital One
COF
$128B
– –
-50,500
Closed -$4.41M
CPRT icon
721
Copart
CPRT
$27B
– –
-260,800
Closed -$1.81M
CSL icon
722
Carlisle Companies
CSL
$14.3B
– –
-85,600
Closed -$9.44M
CSX icon
723
CSX Corp
CSX
$93.4B
– –
-132,300
Closed -$1.58M
CVE icon
724
Cenovus Energy
CVE
$55.7B
– –
-79,300
Closed -$1.2M
CVI icon
725
CVR Energy
CVI
$3.58B
– –
-66,700
Closed -$1.69M
27 28
29
30 31

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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.