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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
ABB
126
DELISTED
ABB Ltd
ABB
$12.7M 0.19%
543,200
+315,500
+139% +$7.21M
LVS icon
127
Las Vegas Sands
LVS
$31.7B
$12.7M 0.19%
221,900
+184,100
+487% +$10M
AMTD
128
DELISTED
TD Ameritrade Holding Corp
AMTD
$12.7M 0.19%
+325,600
New +$13.9M
EFX icon
129
Equifax
EFX
$20.3B
$12.5M 0.19%
91,600
+84,000
+1,105% +$10.7M
DY icon
130
Dycom Industries
DY
$12B
$12.3M 0.19%
+132,300
New +$11.2M
SRE icon
131
Sempra
SRE
$57.9B
$12.2M 0.19%
+220,600
New +$11.7M
MKTX icon
132
MarketAxess Holdings
MKTX
$5.71B
$12.2M 0.19%
65,000
+27,400
+73% +$4.97M
PHM icon
133
Pultegroup
PHM
$24.1B
$12.2M 0.18%
+516,700
New +$11.1M
NLY icon
134
Annaly Capital Management
NLY
$17.1B
$12.1M 0.18%
272,425
+158,475
+139% +$6.74M
ASHR icon
135
Xtrackers Harvest CSI 300 China A-Shares ETF
ASHR
$1.54B
$12.1M 0.18%
481,500
+398,100
+477% +$9.9M
ANSS
136
DELISTED
Ansys
ANSS
$12.1M 0.18%
+112,800
New +$11.3M
FAS icon
137
Direxion Daily Financial Bull 3x ETF
FAS
$2.44B
$12M 0.18%
270,500
+151,800
+128% +$6.78M
BEAV
138
DELISTED
B/E Aerospace Inc
BEAV
$11.9M 0.18%
186,200
+113,100
+155% +$7.09M
AIG icon
139
American International
AIG
$41.7B
$11.9M 0.18%
+191,200
New +$12.3M
EQIX icon
140
Equinix
EQIX
$101B
$11.9M 0.18%
29,800
+12,600
+73% +$4.79M
DTE icon
141
DTE Energy
DTE
$29.5B
$11.9M 0.18%
136,770
+16,685
+14% +$1.41M
LNT icon
142
Alliant Energy
LNT
$18.3B
$11.8M 0.18%
+299,000
New +$11.5M
PNW icon
143
Pinnacle West Capital
PNW
$12.2B
$11.7M 0.18%
+140,900
New +$11.3M
HWM icon
144
Howmet Aerospace
HWM
$113B
$11.6M 0.18%
576,107
+102,625
+22% +$2.02M
MCO icon
145
Moody's
MCO
$82.8B
$11.6M 0.18%
+103,300
New +$11.1M
SJM icon
146
J.M. Smucker
SJM
$12.7B
$11.6M 0.18%
88,200
+46,900
+114% +$6.37M
HCA icon
147
HCA Healthcare
HCA
$87.2B
$11.5M 0.18%
+129,700
New +$10.8M
DHI icon
148
D.R. Horton
DHI
$40B
$11.5M 0.17%
+343,900
New +$10.7M
WP
149
DELISTED
Worldpay, Inc.
WP
$11.3M 0.17%
176,200
+31,300
+22% +$1.99M
AME icon
150
Ametek
AME
$55.4B
$11.3M 0.17%
+208,800
New +$11M
4 5
6
7 8

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UWPG
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FWM
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RCIM
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TC
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NA
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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.