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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
PRGO icon
301
Perrigo
PRGO
$1.43B
$6.15M 0.07%
+72,700
New +$5.66M
GXP
302
DELISTED
Great Plains Energy Incorporated
GXP
$6.15M 0.07%
+203,100
New +$6.22M
AGCO icon
303
AGCO
AGCO
$7.76B
$6.11M 0.07%
82,800
-59,900
-42% -$4.2M
PTCT icon
304
PTC Therapeutics
PTCT
$6.26B
$6.11M 0.07%
305,100
+188,000
+161% +$3.68M
PKG icon
305
Packaging Corp of America
PKG
$22.2B
$6.1M 0.07%
+53,200
New +$5.95M
BIG
306
DELISTED
Big Lots, Inc.
BIG
$6.08M 0.07%
+113,600
New +$5.6M
ACHC icon
307
Acadia Healthcare
ACHC
$2.62B
$6.05M 0.07%
+126,600
New +$6.17M
BOX icon
308
Box
BOX
$4.31B
$5.98M 0.07%
309,500
-60,400
-16% -$1.13M
RVTY icon
309
Revvity
RVTY
$12.7B
$5.94M 0.07%
86,100
-136,400
-61% -$9.15M
ALL icon
310
Allstate
ALL
$68.3B
$5.9M 0.07%
64,200
-29,700
-32% -$2.7M
PNW icon
311
Pinnacle West Capital
PNW
$12.3B
$5.88M 0.07%
69,600
+20,400
+41% +$1.79M
CSIQ icon
312
Canadian Solar
CSIQ
$1B
$5.84M 0.07%
346,800
+170,700
+97% +$2.8M
DG icon
313
Dollar General
DG
$28.1B
$5.75M 0.07%
+70,900
New +$5.31M
AEM icon
314
Agnico Eagle Mines
AEM
$75.4B
$5.66M 0.06%
+125,100
New +$5.85M
TDC icon
315
Teradata
TDC
$2.88B
$5.64M 0.06%
+166,900
New +$5.18M
SLV icon
316
iShares Silver Trust
SLV
$28.6B
$5.58M 0.06%
+354,700
New +$5.65M
SBNY
317
DELISTED
Signature Bank
SBNY
$5.57M 0.06%
+43,500
New +$5.71M
AWK icon
318
American Water Works
AWK
$26.7B
$5.54M 0.06%
68,500
+5,600
+9% +$453K
TPR icon
319
Tapestry
TPR
$30.8B
$5.48M 0.06%
+136,000
New +$5.99M
CVLT icon
320
Commault Systems
CVLT
$4.82B
$5.46M 0.06%
89,800
-27,900
-24% -$1.67M
SAP icon
321
SAP
SAP
$209B
$5.45M 0.06%
49,700
-64,900
-57% -$6.89M
KEY icon
322
KeyCorp
KEY
$24.2B
$5.41M 0.06%
287,400
-65,200
-18% -$1.18M
INDA icon
323
iShares MSCI India ETF
INDA
$6.88B
$5.3M 0.06%
161,500
-476,800
-75% -$16.1M
KBR icon
324
KBR
KBR
$4.36B
$5.23M 0.06%
+292,500
New +$4.73M
HRB icon
325
H&R Block
HRB
$5.61B
$5.22M 0.06%
+197,300
New +$5.73M
11 12
13
14 15

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TFP
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UWPG
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FWM
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RCIM
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TC
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NA
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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.