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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
CAKE icon
251
Cheesecake Factory
CAKE
$5.03B
$8.25M 0.09%
+195,900
New +$8.73M
LNT icon
252
Alliant Energy
LNT
$18.3B
$8.23M 0.09%
197,900
+45,700
+30% +$1.9M
OI icon
253
O-I Glass
OI
$1.13B
$8.21M 0.09%
326,300
+800
+0.2% +$19.4K
EMN icon
254
Eastman Chemical
EMN
$8.01B
$8.18M 0.09%
90,400
+20,900
+30% +$1.78M
KNX icon
255
Knight Transportation
KNX
$11.3B
$8.11M 0.09%
+195,200
New +$7.4M
HAPN
256
Happen Inc
HAPN
$2.23B
$7.99M 0.09%
262,480
+114,020
+77% +$3.28M
HPQ icon
257
HP
HPQ
$24.6B
$7.94M 0.09%
397,700
+382,700
+2,551% +$7.28M
AFL icon
258
Aflac
AFL
$64.8B
$7.9M 0.09%
194,200
-414,200
-68% -$16.7M
BR icon
259
Broadridge
BR
$17.9B
$7.9M 0.09%
97,700
+30,900
+46% +$2.38M
H icon
260
Hyatt Hotels
H
$16.6B
$7.85M 0.09%
127,000
-49,100
-28% -$2.84M
ODFL icon
261
Old Dominion Freight Line
ODFL
$44.2B
$7.71M 0.09%
210,000
-72,900
-26% -$2.41M
BITA
262
DELISTED
Bitauto Holdings Limited
BITA
$7.68M 0.09%
171,800
+51,900
+43% +$1.87M
LL
263
DELISTED
LL Flooring Holdings, Inc.
LL
$7.64M 0.09%
195,900
-115,500
-37% -$3.84M
GOOGL icon
264
Alphabet (Google) Class A
GOOGL
$4.08T
$7.59M 0.09%
+156,000
New +$7.4M
WCG
265
DELISTED
Wellcare Health Plans, Inc.
WCG
$7.59M 0.09%
44,200
-19,100
-30% -$3.35M
UBS icon
266
UBS Group
UBS
$175B
$7.58M 0.09%
442,300
+402,400
+1,009% +$6.88M
STI
267
DELISTED
SunTrust Banks, Inc.
STI
$7.57M 0.09%
126,600
+3,300
+3% +$186K
EQIX icon
268
Equinix
EQIX
$103B
$7.41M 0.08%
+16,600
New +$7.44M
CNP icon
269
CenterPoint Energy
CNP
$27.8B
$7.36M 0.08%
+252,000
New +$7.27M
HBAN icon
270
Huntington Bancshares
HBAN
$34.5B
$7.3M 0.08%
522,800
-192,900
-27% -$2.54M
ST icon
271
Sensata Technologies
ST
$6.98B
$7.28M 0.08%
+151,500
New +$6.84M
COO icon
272
Cooper Companies
COO
$14.2B
$7.25M 0.08%
122,400
-76,000
-38% -$4.64M
ALV icon
273
Autoliv
ALV
$9.09B
$7.18M 0.08%
+80,643
New +$6.55M
ABB
274
DELISTED
ABB Ltd
ABB
$7.15M 0.08%
288,800
+10,800
+4% +$258K
MDSO
275
DELISTED
Medidata Solutions, Inc.
MDSO
$7.14M 0.08%
91,500
+73,000
+395% +$5.56M
9 10
11
12 13

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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 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.