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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
META icon
326
Meta Platforms (Facebook)
META
$1.37T
$5.14M 0.06%
+30,100
New +$5.02M
LJPC
327
DELISTED
La Jolla Pharmaceutical Company
LJPC
$5.14M 0.06%
147,900
+26,100
+21% +$839K
KBH icon
328
KB Home
KBH
$3.45B
$5.12M 0.06%
212,300
+167,700
+376% +$3.78M
CURE icon
329
Direxion Daily Healthcare Bull 3X ETF
CURE
$181M
$5.11M 0.06%
112,300
+17,200
+18% +$742K
G icon
330
Genpact
G
$5.99B
$5.07M 0.06%
176,300
+15,272
+9% +$435K
A icon
331
Agilent Technologies
A
$39.2B
$5.05M 0.06%
+78,600
New +$4.9M
CNO icon
332
CNO Financial Group
CNO
$4.99B
$5.04M 0.06%
+216,000
New +$4.83M
AWI icon
333
Armstrong World Industries
AWI
$7.37B
$4.93M 0.06%
96,200
+13,300
+16% +$626K
DKS icon
334
Dick's Sporting Goods
DKS
$17.9B
$4.91M 0.06%
181,700
+164,000
+927% +$5.22M
APTV icon
335
Aptiv
APTV
$12.3B
$4.88M 0.06%
+49,600
New +$4.68M
LAD icon
336
Lithia Motors
LAD
$8.9B
$4.87M 0.06%
+40,500
New +$4.24M
CRZO
337
DELISTED
Carrizo Oil & Gas Inc
CRZO
$4.82M 0.06%
281,300
+177,300
+170% +$2.59M
ALXN
338
DELISTED
Alexion Pharmaceuticals
ALXN
$4.81M 0.05%
+34,300
New +$4.66M
TRMB icon
339
Trimble
TRMB
$13.3B
$4.8M 0.05%
122,300
-3,500
-3% -$133K
ZION icon
340
Zions Bancorporation
ZION
$10.1B
$4.75M 0.05%
100,800
-18,300
-15% -$814K
MFC icon
341
Manulife Financial
MFC
$74B
$4.75M 0.05%
234,300
+142,100
+154% +$2.82M
AGU
342
DELISTED
Agrium
AGU
$4.74M 0.05%
+44,200
New +$4.41M
R icon
343
Ryder
R
$9.9B
$4.72M 0.05%
+55,800
New +$4.22M
BYD icon
344
Boyd Gaming
BYD
$6.47B
$4.7M 0.05%
180,400
-81,000
-31% -$2.1M
ON icon
345
ON Semiconductor
ON
$32.6B
$4.66M 0.05%
+252,500
New +$4.06M
HUM icon
346
Humana
HUM
$44B
$4.65M 0.05%
19,100
-59,400
-76% -$14.6M
MAS icon
347
Masco
MAS
$14.2B
$4.65M 0.05%
+119,100
New +$4.49M
FDN icon
348
First Trust Dow Jones Internet Index Fund ETF
FDN
$5B
$4.61M 0.05%
45,000
-62,500
-58% -$6.2M
INTU icon
349
Intuit
INTU
$86.3B
$4.58M 0.05%
32,200
-172,100
-84% -$23.8M
IT icon
350
Gartner
IT
$10.2B
$4.55M 0.05%
36,600
-6,400
-15% -$791K
12 13
14
15 16

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TFP
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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.