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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
CLR
376
DELISTED
CONTINENTAL RESOURCES INC.
CLR
$3.81M 0.06%
+83,800
New +$3.95M
MAR icon
377
Marriott International
MAR
$98.3B
$3.79M 0.06%
40,200
-178,600
-82% -$15.5M
XHB icon
378
State Street SPDR S&P Homebuilders ETF
XHB
$1.6B
$3.75M 0.06%
+100,600
New +$3.58M
BBWI icon
379
Bath & Body Works
BBWI
$4.06B
$3.74M 0.06%
+98,218
New +$4.43M
ORI icon
380
Old Republic International
ORI
$10.5B
$3.69M 0.06%
+180,100
New +$3.64M
OTEX icon
381
Open Text
OTEX
$6.15B
$3.61M 0.05%
106,200
+42,000
+65% +$1.4M
MCK icon
382
McKesson
MCK
$100B
$3.6M 0.05%
+24,300
New +$3.56M
NOV icon
383
NOV
NOV
$6.93B
$3.58M 0.05%
89,400
-186,600
-68% -$7.27M
RMD icon
384
ResMed
RMD
$30.6B
$3.58M 0.05%
+49,800
New +$3.44M
ARCC icon
385
Ares Capital
ARCC
$13.5B
$3.55M 0.05%
204,200
-152,600
-43% -$2.64M
HLF icon
386
Herbalife
HLF
$1.29B
$3.55M 0.05%
+122,000
New +$3.39M
AWI icon
387
Armstrong World Industries
AWI
$7.38B
$3.51M 0.05%
+76,200
New +$3.23M
HRC
388
DELISTED
HILL-ROM HOLDINGS, INC.
HRC
$3.49M 0.05%
49,500
-24,400
-33% -$1.55M
LNC icon
389
Lincoln National
LNC
$8.73B
$3.49M 0.05%
+53,300
New +$3.64M
GBX icon
390
The Greenbrier Companies
GBX
$1.52B
$3.48M 0.05%
80,800
+49,500
+158% +$2.19M
AOS icon
391
A.O. Smith
AOS
$8.17B
$3.48M 0.05%
68,000
+1,400
+2% +$69.5K
CYH icon
392
Community Health Systems
CYH
$393M
$3.45M 0.05%
388,900
-90,300
-19% -$704K
GT icon
393
Goodyear
GT
$2B
$3.43M 0.05%
+95,400
New +$3.24M
QIWI
394
DELISTED
QIWI PLC
QIWI
$3.43M 0.05%
+199,900
New +$2.89M
MHK icon
395
Mohawk Industries
MHK
$7.5B
$3.42M 0.05%
+14,900
New +$3.27M
OI icon
396
O-I Glass
OI
$1.1B
$3.4M 0.05%
+166,700
New +$3.27M
IMAX icon
397
IMAX
IMAX
$2.62B
$3.39M 0.05%
+99,600
New +$3.25M
SO icon
398
Southern Company
SO
$109B
$3.34M 0.05%
67,100
+44,300
+194% +$2.19M
RHI icon
399
Robert Half
RHI
$3.87B
$3.31M 0.05%
67,800
+42,800
+171% +$2.07M
MBT
400
DELISTED
Mobile TeleSystems Public Joint Stock Company American Depositary Shares (Each representing 2 Shares
MBT
$3.27M 0.05%
296,300
-144,500
-33% -$1.5M
14 15
16
17 18

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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.