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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
ABMD
201
DELISTED
Abiomed Inc
ABMD
$9.16M 0.14%
73,200
+61,800
+542% +$7.16M
RSG icon
202
Republic Services
RSG
$64.8B
$9.03M 0.14%
143,700
-68,100
-32% -$4.07M
AVT icon
203
Avnet
AVT
$7.29B
$9.02M 0.14%
197,100
-24,700
-11% -$1.14M
WM icon
204
Waste Management
WM
$90.6B
$8.95M 0.14%
122,700
-15,100
-11% -$1.08M
IYT icon
205
iShares US Transportation ETF
IYT
$2.26B
$8.92M 0.14%
217,600
+83,600
+62% +$3.48M
NOC icon
206
Northrop Grumman
NOC
$77.1B
$8.92M 0.14%
37,500
+24,800
+195% +$5.89M
HOG icon
207
Harley-Davidson
HOG
$2.58B
$8.91M 0.14%
147,300
+57,700
+64% +$3.39M
LII icon
208
Lennox International
LII
$14.4B
$8.88M 0.13%
53,100
+38,100
+254% +$6.16M
UTHR icon
209
United Therapeutics
UTHR
$25.8B
$8.88M 0.13%
+65,600
New +$9.94M
JBL icon
210
Jabil
JBL
$33B
$8.84M 0.13%
305,500
+37,300
+14% +$954K
NOW icon
211
ServiceNow
NOW
$115B
$8.83M 0.13%
+505,000
New +$8.81M
MDT icon
212
Medtronic
MDT
$109B
$8.78M 0.13%
109,000
+25,700
+31% +$2.01M
COR icon
213
Cencora
COR
$60.6B
$8.78M 0.13%
+99,200
New +$8.72M
SIRI icon
214
SiriusXM
SIRI
$9.98B
$8.77M 0.13%
170,370
+47,390
+39% +$2.33M
VIAB
215
DELISTED
Viacom Inc. Class B
VIAB
$8.76M 0.13%
+187,900
New +$7.93M
A icon
216
Agilent Technologies
A
$39.1B
$8.74M 0.13%
165,400
-16,200
-9% -$818K
IBN icon
217
ICICI Bank
IBN
$108B
$8.72M 0.13%
+1,115,950
New +$8.33M
ALLE icon
218
Allegion
ALLE
$13.4B
$8.71M 0.13%
115,000
+48,100
+72% +$3.4M
AON icon
219
Aon
AON
$76.5B
$8.7M 0.13%
73,300
+68,000
+1,283% +$7.85M
POST icon
220
Post Holdings
POST
$4.14B
$8.68M 0.13%
+151,578
New +$8.35M
ITB icon
221
iShares US Home Construction ETF
ITB
$2.26B
$8.66M 0.13%
+270,700
New +$8.11M
UAA icon
222
Under Armour
UAA
$2.84B
$8.59M 0.13%
+434,500
New +$10.1M
RSX
223
DELISTED
VanEck Russia ETF
RSX
$8.56M 0.13%
414,300
-277,300
-40% -$5.84M
KMX icon
224
CarMax
KMX
$8.13B
$8.54M 0.13%
+144,300
New +$9.37M
SYT
225
DELISTED
Syngenta Ag
SYT
$8.53M 0.13%
96,400
+91,700
+1,951% +$7.85M
7 8
9
10 11

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UWPG
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FWM
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RCIM
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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.