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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
BHI
176
DELISTED
Baker Hughes
BHI
$9.81M 0.15%
164,000
+75,100
+84% +$4.57M
LVLT
177
DELISTED
Level 3 Communications Inc
LVLT
$9.79M 0.15%
171,100
+87,800
+105% +$5.07M
MLCO icon
178
Melco Resorts & Entertainment
MLCO
$2.22B
$9.77M 0.15%
526,900
+485,500
+1,173% +$8.32M
LPX icon
179
Louisiana-Pacific
LPX
$5.06B
$9.72M 0.15%
391,800
+321,600
+458% +$7.11M
AMH icon
180
American Homes 4 Rent
AMH
$12B
$9.64M 0.15%
+419,900
New +$9.39M
EWA icon
181
iShares MSCI Australia ETF
EWA
$1.39B
$9.63M 0.15%
+425,700
New +$9.28M
XEL icon
182
Xcel Energy
XEL
$48.8B
$9.62M 0.15%
216,400
+101,500
+88% +$4.3M
APH icon
183
Amphenol
APH
$198B
$9.62M 0.15%
540,400
+316,400
+141% +$5.47M
RVTY icon
184
Revvity
RVTY
$12.6B
$9.6M 0.15%
+165,300
New +$9.01M
CTAS icon
185
Cintas
CTAS
$81.9B
$9.54M 0.14%
301,600
+118,000
+64% +$3.49M
LH icon
186
Labcorp
LH
$25B
$9.53M 0.14%
77,290
+38,878
+101% +$4.6M
ULTA icon
187
Ulta Beauty
ULTA
$22B
$9.5M 0.14%
33,300
+21,000
+171% +$5.75M
MRSH
188
Marsh
MRSH
$90.5B
$9.46M 0.14%
128,100
-146,400
-53% -$10.5M
ES icon
189
Eversource Energy
ES
$26.9B
$9.43M 0.14%
160,400
+75,400
+89% +$4.29M
MCD icon
190
McDonald's
MCD
$192B
$9.42M 0.14%
72,700
-128,300
-64% -$16.1M
CBRE icon
191
CBRE Group
CBRE
$42.5B
$9.4M 0.14%
270,300
+108,100
+67% +$3.62M
NTAP icon
192
NetApp
NTAP
$35B
$9.34M 0.14%
223,100
+197,400
+768% +$7.78M
CPAY icon
193
Corpay
CPAY
$25B
$9.3M 0.14%
61,400
+36,800
+150% +$5.77M
OC icon
194
Owens Corning
OC
$11.2B
$9.29M 0.14%
151,400
+111,400
+279% +$6.39M
MA icon
195
Mastercard
MA
$502B
$9.29M 0.14%
82,600
-8,000
-9% -$877K
LLL
196
DELISTED
L3 Technologies, Inc.
LLL
$9.22M 0.14%
55,800
-22,800
-29% -$3.69M
GNC
197
DELISTED
GNC Holdings, Inc.
GNC
$9.21M 0.14%
1,250,900
+873,300
+231% +$7.51M
BN icon
198
Brookfield
BN
$104B
$9.2M 0.14%
+706,849
New +$8.96M
PHG icon
199
Philips
PHG
$25.7B
$9.18M 0.14%
386,260
+94,945
+33% +$2.13M
APC
200
DELISTED
Anadarko Petroleum
APC
$9.18M 0.14%
148,000
+139,700
+1,683% +$9.3M
6 7
8
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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.