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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
CRL icon
276
Charles River Laboratories
CRL
$11.3B
$7.12M 0.08%
65,900
+62,000
+1,590% +$6.37M
DATA
277
DELISTED
Tableau Software, Inc.
DATA
$7.05M 0.08%
94,100
+74,900
+390% +$5.2M
CVX icon
278
Chevron
CVX
$383B
$7.04M 0.08%
+59,900
New +$6.54M
HLF icon
279
Herbalife
HLF
$1.29B
$6.99M 0.08%
206,000
-62,600
-23% -$2.14M
MOH icon
280
Molina Healthcare
MOH
$10.2B
$6.92M 0.08%
100,700
+17,100
+20% +$1.11M
LLL
281
DELISTED
L3 Technologies, Inc.
LLL
$6.9M 0.08%
+36,600
New +$6.57M
PLCE icon
282
Children's Place
PLCE
$54.3M
$6.89M 0.08%
+58,300
New +$6.27M
SEIC icon
283
SEI Investments
SEIC
$12.4B
$6.83M 0.08%
111,800
+20,900
+23% +$1.19M
SSNC icon
284
SS&C Technologies
SSNC
$18.6B
$6.82M 0.08%
169,900
-3,000
-2% -$116K
ZNGA
285
DELISTED
ZYNGA INC. CL A COMMON
ZNGA
$6.76M 0.08%
1,788,700
-1,769,400
-50% -$6.52M
VALE.P
286
DELISTED
Vale S A
VALE.P
$6.76M 0.08%
722,900
+56,900
+9% +$534K
EXPE icon
287
Expedia Group
EXPE
$35.2B
$6.75M 0.08%
46,900
-6,700
-13% -$993K
NUS icon
288
Nu Skin
NUS
$254M
$6.73M 0.08%
109,500
-63,200
-37% -$3.88M
STZ icon
289
Constellation Brands
STZ
$22.3B
$6.66M 0.08%
33,400
-8,700
-21% -$1.72M
FOSL icon
290
Fossil Group
FOSL
$288M
$6.58M 0.08%
704,900
+512,000
+265% +$4.8M
ETR icon
291
Entergy
ETR
$50.4B
$6.57M 0.07%
172,000
+45,200
+36% +$1.75M
BN icon
292
Brookfield
BN
$103B
$6.53M 0.07%
442,832
+61,100
+16% +$857K
CPT icon
293
Camden Property Trust
CPT
$11.2B
$6.4M 0.07%
70,000
-31,100
-31% -$2.8M
GRPN icon
294
Groupon
GRPN
$1.06B
$6.35M 0.07%
+61,090
New +$5.05M
DRI icon
295
Darden Restaurants
DRI
$23.7B
$6.33M 0.07%
+80,400
New +$6.77M
XLY icon
296
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
$21.9B
$6.3M 0.07%
140,000
-741,000
-84% -$33.3M
NEM icon
297
Newmont
NEM
$101B
$6.26M 0.07%
+166,900
New +$6.06M
ESPR
298
DELISTED
Esperion Therapeutics
ESPR
$6.19M 0.07%
123,600
+42,800
+53% +$2.06M
TRN icon
299
Trinity Industries
TRN
$2.73B
$6.19M 0.07%
269,744
+98,758
+58% +$2.04M
CY
300
DELISTED
Cypress Semiconductor
CY
$6.17M 0.07%
410,500
+395,200
+2,583% +$5.53M
10 11
12
13 14

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UWPG
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FWM
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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.