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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
(+66%)
Cap. Flow
+$2.33B
Cap. Flow
% of AUM
35.42%
Top 10 Holdings %
Top 10 Hldgs %
22.66%
Holding
1,046
New
286
Increased
217
Reduced
163
Closed
379
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
iShares MSCI Emerging Markets ETF
EEM
|
+$392M |
| 2 |
iShares 20+ Year Treasury Bond ETF
TLT
|
+$190M |
| 3 |
iShares MSCI EAFE ETF
EFA
|
+$114M |
| 4 |
State Street Consumer Staples Select Sector SPDR ETF
XLP
|
+$95.9M |
| 5 |
State Street Health Care Select Sector SPDR ETF
XLV
|
+$95.2M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
VanEck Gold Miners ETF
GDX
|
+$124M |
| 2 |
VanEck Junior Gold Miners ETF
GDXJ
|
+$48.9M |
| 3 |
Alibaba
BABA
|
+$28.1M |
| 4 |
Allstate
ALL
|
+$23.6M |
| 5 |
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 | |
|---|---|---|---|---|---|---|
726
Chevron
CVX
$392B
| – | – |
-67,200
| Closed | -$7.91M |
|
727
Curtiss-Wright
CW
$26.7B
| – | – |
-52,600
| Closed | -$5.17M |
|
728
Crane NXT
CXT
$2.99B
| – | – |
-99,613
| Closed | -$2.5M |
|
729
Deutsche Bank
DB
$69B
| – | – |
-318,864
| Closed | -$5.15M |
|
730
DuPont de Nemours
DD
$18.5B
| – | – |
-157,163
| Closed | -$22.8M |
|
731
3D Systems Corp
DDD
$431M
| – | – |
-64,400
| Closed | -$855K |
|
732
Dillards
DDS
$9.19B
| – | – |
-16,000
| Closed | -$1M |
|
733
Douglas Emmett
DEI
$1.98B
| – | – |
-16,600
| Closed | -$606K |
|
|
DHC
734
Diversified Healthcare Trust
DHC
$2.15B
| – | – |
-266,500
| Closed | -$5.04M |
|
735
Walt Disney
DIS
$167B
| – | – |
-181,500
| Closed | -$18.9M |
|
736
Dollar Tree
DLTR
$24.4B
| – | – |
-126,000
| Closed | -$9.72M |
|
737
DNOW Inc
DNOW
$2.58B
| – | – |
-290,200
| Closed | -$5.94M |
|
738
Dover
DOV
$27.6B
| – | – |
-141,999
| Closed | -$8.59M |
|
739
Brinker International
EAT
$9.17B
| – | – |
-42,900
| Closed | -$2.12M |
|
740
Emergent Biosolutions
EBS
$373M
| – | – |
-54,200
| Closed | -$1.78M |
|
741
Everest Group
EG
$14.5B
| – | – |
-11,400
| Closed | -$2.47M |
|
742
Eldorado Gold
EGO
$7.87B
| – | – |
-80,280
| Closed | -$1.29M |
|
743
Eastman Chemical
EMN
$8B
| – | – |
-49,800
| Closed | -$3.75M |
|
744
Emerson Electric
EMR
$83.9B
| – | – |
-133,800
| Closed | -$7.46M |
|
745
EOG Resources
EOG
$79.2B
| – | – |
-25,300
| Closed | -$2.56M |
|
746
Equinor
EQNR
$97.7B
| – | – |
-119,700
| Closed | -$2.18M |
|
|
EMBJ
747
Embraer S.A. ADS
EMBJ
$12.2B
| – | – |
-76,200
| Closed | -$1.47M |
|
748
Direxion Daily Energy Bull 2X ETF
ERX
$238M
| – | – |
-8,570
| Closed | -$3.42M |
|
749
Eaton
ETN
$161B
| – | – |
-41,900
| Closed | -$2.81M |
|
|
EXAS
750
DELISTED
Exact Sciences
EXAS
| – | – |
-309,900
| Closed | -$4.14M |
|
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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.