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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
RDS.A
976
DELISTED
Royal Dutch Shell PLC ADS Class A
RDS.A
– –
-141,100
Closed -$7.67M
XONE
977
DELISTED
The ExOne Company
XONE
– –
-21,200
Closed -$198K
ALXN
978
DELISTED
Alexion Pharmaceuticals
ALXN
– –
-5,900
Closed -$721K
GRUB
979
DELISTED
Just Eat Takeaway.com N.V. American Depositary Shares
GRUB
– –
-16,000
Closed -$1.2M
WDR
980
DELISTED
Waddell & Reed Financial, Inc.
WDR
– –
-206,600
Closed -$4.03M
FPRX
981
DELISTED
Five Prime Therapeutics, Inc.
FPRX
– –
-13,600
Closed -$681K
PE
982
DELISTED
PARSLEY ENERGY INC
PE
– –
-72,200
Closed -$2.54M
VER
983
DELISTED
VEREIT, Inc.
VER
– –
-122,440
Closed -$5.18M
WMGI
984
DELISTED
Wright Medical Group Inc
WMGI
– –
-14,200
Closed -$326K
NBL
985
DELISTED
Noble Energy, Inc.
NBL
– –
-95,000
Closed -$3.62M
NE
986
DELISTED
Noble Corporation
NE
– –
-708,400
Closed -$4.19M
TTPH
987
DELISTED
Tetraphase Pharmaceuticals, Inc.
TTPH
– –
-2,265
Closed -$182K
SDRL
988
DELISTED
Seadrill Limited Common Stock
SDRL
– –
-272
Closed -$247K
TIVO
989
DELISTED
Tivo Inc
TIVO
– –
-103,400
Closed -$2.16M
SSI
990
DELISTED
Stage Stores Inc
SSI
– –
-39,500
Closed -$172K
AKS
991
DELISTED
AK Steel Holding Corp
AKS
– –
-274,700
Closed -$2.8M
SRCI
992
DELISTED
SRC Energy Inc
SRCI
– –
-197,300
Closed -$1.76M
AVP
993
DELISTED
Avon Products, Inc.
AVP
– –
-266,100
Closed -$1.34M
CRZO
994
DELISTED
Carrizo Oil & Gas Inc
CRZO
– –
-42,100
Closed -$1.57M
HOS
995
DELISTED
Hornbeck Offshore Services, Inc.
HOS
– –
-126,400
Closed -$912K
ASNA
996
DELISTED
Ascena Retail Group, Inc.
ASNA
– –
-3,810
Closed -$471K
SFLY
997
DELISTED
Shutterfly, Inc.
SFLY
– –
-6,400
Closed -$321K
BKS
998
DELISTED
Barnes & Noble
BKS
– –
-72,200
Closed -$805K
WFT
999
DELISTED
Weatherford International plc
WFT
– –
-180,300
Closed -$899K
ARRS
1000
DELISTED
ARRIS International plc Ordinary Shares
ARRS
– –
-16,200
Closed -$488K
38 39
40
41 42

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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.