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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
(+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 | 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 | |
|---|---|---|---|---|---|---|
826
Newmont
NEM
$128B
| – | – |
-349,300
| Closed | -$11.9M |
|
|
NGD
827
DELISTED
New Gold Inc
NGD
| – | – |
-594,400
| Closed | -$2.08M |
|
828
NiSource
NI
$19.4B
| – | – |
-37,000
| Closed | -$819K |
|
829
NETGEAR
NTGR
$613M
| – | – |
-17,400
| Closed | -$945K |
|
830
Nucor
NUE
$58.9B
| – | – |
-227,200
| Closed | -$13.5M |
|
831
Nu Skin
NUS
$225M
| – | – |
-101,800
| Closed | -$4.86M |
|
|
NVO
832
Novo Nordisk
NVO
$184B
| – | – |
-46,400
| Closed | -$831K |
|
833
Newell Brands
NWL
$2.45B
| – | – |
-70,500
| Closed | -$3.15M |
|
834
News Corp Class A
NWSA
$16.3B
| – | – |
-422,500
| Closed | -$4.84M |
|
835
Old Dominion Freight Line
ODFL
$36.3B
| – | – |
-148,800
| Closed | -$4.25M |
|
|
ODP
836
DELISTED
ODP
ODP
| – | – |
-49,540
| Closed | -$2.24M |
|
837
VanEck Oil Services ETF
OIH
$1.97B
| – | – |
-26,430
| Closed | -$17.6M |
|
838
Oceaneering
OII
$4.62B
| – | – |
-106,200
| Closed | -$3M |
|
839
Oneok
OKE
$58.7B
| – | – |
-7,300
| Closed | -$419K |
|
840
Omnicom Group
OMC
$21.8B
| – | – |
-115,700
| Closed | -$9.85M |
|
841
Oshkosh
OSK
$8.91B
| – | – |
-89,800
| Closed | -$5.8M |
|
842
Ovintiv
OVV
$17.4B
| – | – |
-25,780
| Closed | -$1.51M |
|
843
Occidental Petroleum
OXY
$60B
| – | – |
-37,400
| Closed | -$2.66M |
|
844
Pan American Silver
PAAS
$19.7B
| – | – |
-47,800
| Closed | -$720K |
|
845
Petrobras
PBR
$136B
| – | – |
-456,800
| Closed | -$4.62M |
|
|
846
Petrobras Class A
PBR.A
$123B
| – | – |
-653,200
| Closed | -$5.75M |
|
847
PACCAR
PCAR
$62.1B
| – | – |
-315,450
| Closed | -$13.4M |
|
|
PDS
848
Precision Drilling
PDS
$1.11B
| – | – |
-810
| Closed | -$88K |
|
849
Public Service Enterprise Group
PEG
$35B
| – | – |
-114,400
| Closed | -$5.02M |
|
850
Parker-Hannifin
PH
$116B
| – | – |
-12,000
| Closed | -$1.68M |
|
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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 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.