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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
+8.11%
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
$8.76B
AUM Growth
+$2.12B
Cap. Flow
+$1.67B
Cap. Flow %
19.06%
Top 10 Hldgs %
24.03%
Holding
949
New
284
Increased
182
Reduced
191
Closed
292

Top Buys

Rank Stock Value
1
XLF icon
State Street Financial Select Sector SPDR ETF
XLF
+$301M
2
IWM icon
iShares Russell 2000 ETF
IWM
+$287M
3
EWZ icon
iShares MSCI Brazil ETF
EWZ
+$167M
4
XLI icon
State Street Industrial Select Sector SPDR ETF
XLI
+$159M
5
XLU icon
State Street Utilities Select Sector SPDR ETF
XLU
+$126M

Top Sells

Rank Stock Value
1
NVDA icon
NVIDIA
NVDA
+$98.1M
2
XLP icon
State Street Consumer Staples Select Sector SPDR ETF
XLP
+$96.4M
3
XLV icon
State Street Health Care Select Sector SPDR ETF
XLV
+$89.2M
4
IBB icon
iShares Biotechnology ETF
IBB
+$68.8M
5
XBI icon
State Street SPDR S&P Biotech ETF
XBI
+$61.5M

Sector Composition

Rank Sector Weight
1 Financials 12.42%
2 Healthcare 8.68%
3 Industrials 8.38%
4 Technology 8.33%
5 Consumer Discretionary 8.18%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
LMT icon
226
Lockheed Martin
LMT
$132B
$9.77M 0.11%
31,500
-11,600
-27% -$3.46M
RIO icon
227
Rio Tinto
RIO
$158B
$9.67M 0.11%
+204,900
New +$9.53M
AMTD
228
DELISTED
TD Ameritrade Holding Corp
AMTD
$9.65M 0.11%
197,700
-40,400
-17% -$1.81M
APD icon
229
Air Products & Chemicals
APD
$66.8B
$9.63M 0.11%
63,700
+36,400
+133% +$5.33M
GOOG icon
230
Alphabet (Google) Class C
GOOG
$4.08T
$9.59M 0.11%
+200,000
New +$9.32M
BALL icon
231
Ball Corp
BALL
$17.4B
$9.57M 0.11%
231,700
-618,800
-73% -$25.4M
QEP
232
DELISTED
QEP RESOURCES, INC.
QEP
$9.54M 0.11%
1,113,200
+491,100
+79% +$4.02M
TOL icon
233
Toll Brothers
TOL
$14B
$9.21M 0.11%
222,000
-1,500
-0.7% -$59K
BWA icon
234
BorgWarner
BWA
$13.2B
$9.19M 0.1%
+203,798
New +$8.32M
JBHT icon
235
JB Hunt Transport Services
JBHT
$25.3B
$9.16M 0.1%
+82,500
New +$7.98M
RY icon
236
Royal Bank of Canada
RY
$292B
$9.1M 0.1%
+117,700
New +$8.79M
VFC icon
237
VF Corp
VFC
$5.87B
$9.06M 0.1%
151,335
+88,571
+141% +$5.11M
MDT icon
238
Medtronic
MDT
$110B
$9.01M 0.1%
+115,900
New +$9.62M
FTR
239
DELISTED
Frontier Communications Corp.
FTR
$8.97M 0.1%
760,800
+208,827
+38% +$2.93M
BRX icon
240
Brixmor Property Group
BRX
$9.67B
$8.94M 0.1%
475,300
-92,100
-16% -$1.75M
WBC
241
DELISTED
WABCO HOLDINGS INC.
WBC
$8.92M 0.1%
60,300
+4,400
+8% +$611K
PPC icon
242
Pilgrim's Pride
PPC
$6.98B
$8.89M 0.1%
313,100
-500
-0.2% -$13.2K
KR icon
243
Kroger
KR
$35.4B
$8.85M 0.1%
+441,200
New +$9.94M
ES icon
244
Eversource Energy
ES
$27.8B
$8.61M 0.1%
142,400
+18,600
+15% +$1.15M
PBF icon
245
PBF Energy
PBF
$8.65B
$8.45M 0.1%
306,200
+210,000
+218% +$4.86M
SCCO icon
246
Southern Copper
SCCO
$145B
$8.43M 0.1%
228,795
+168,387
+279% +$6.09M
TSS
247
DELISTED
Total System Services, Inc.
TSS
$8.42M 0.1%
128,600
-37,600
-23% -$2.43M
EXPD icon
248
Expeditors International
EXPD
$21.8B
$8.42M 0.1%
140,600
+111,700
+387% +$6.4M
BUD icon
249
AB InBev
BUD
$166B
$8.41M 0.1%
70,500
-89,000
-56% -$10.4M
FISV
250
Fiserv Inc
FISV
$28.8B
$8.34M 0.1%
129,400
+61,800
+91% +$3.84M
8 9
10
11 12

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Quantitative Investment Management's Q3 2017 Portfolio in Review

As of Q3 2017, Quantitative Investment Management held 949 positions worth $8.76B, up 32% from $6.65B the previous quarter. Its ten largest holdings account for 24% of the portfolio.

Quantitative Investment Management deployed $1.67B of net new capital in Q3 2017, opening 284 new positions and adding to 182 existing holdings. Its largest new stake was iShares MSCI Brazil ETF: 4,260,200 shares worth $178M.

By sector, the portfolio is most concentrated in Financials at 12% of assets, down from 19% a quarter earlier, followed by Healthcare and Industrials.

On the sell side, the largest reduction was State Street Health Care Select Sector SPDR ETF, an estimated $89.2M trimmed.

  • Quantitative Investment Management's largest Q3 2017 buy was iShares MSCI Brazil ETF: 4,260,200 shares worth $178M.
  • Quantitative Investment Management added most to State Street Financial Select Sector SPDR ETF in Q3 2017, an estimated $301M increase.
  • Quantitative Investment Management's biggest Q3 2017 reduction was State Street Health Care Select Sector SPDR ETF, cutting an estimated $89.2M.
  • Quantitative Investment Management fully exited NVIDIA in Q3 2017, selling an estimated $98.1M.
  • Quantitative Investment Management's ten largest holdings make up 24% of its $8.76B portfolio in Q3 2017.
  • Quantitative Investment Management opened 284 new positions and closed 292 in Q3 2017.
  • Quantitative Investment Management's portfolio value rose 32% quarter-over-quarter to $8.76B.

Based on Quantitative Investment Management's 13F filing for Q3 2017, filed 13 Nov 2017.