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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
MTDR icon
351
Matador Resources
MTDR
$6B
$4.51M 0.05%
+166,200
New +$3.95M
XEL icon
352
Xcel Energy
XEL
$48.8B
$4.51M 0.05%
+95,300
New +$4.57M
HIBB
353
DELISTED
Hibbett, Inc. Common Stock
HIBB
$4.5M 0.05%
316,200
+199,400
+171% +$2.96M
CZR
354
DELISTED
Caesars Entertainment Corporation
CZR
$4.5M 0.05%
337,500
-220,900
-40% -$2.68M
IDTI
355
DELISTED
Integrated Device Technology I
IDTI
$4.5M 0.05%
+169,400
New +$4.3M
WPM icon
356
Wheaton Precious Metals
WPM
$51.5B
$4.45M 0.05%
+233,200
New +$4.59M
VG
357
DELISTED
Vonage Holdings Corporation
VG
$4.39M 0.05%
+538,900
New +$4.06M
ASML icon
358
ASML
ASML
$634B
$4.37M 0.05%
+25,500
New +$3.91M
VIV icon
359
Telefônica Brasil
VIV
$20.6B
$4.33M 0.05%
+273,300
New +$4.15M
BMO icon
360
Bank of Montreal
BMO
$125B
$4.31M 0.05%
56,900
+16,000
+39% +$1.19M
EQNR icon
361
Equinor
EQNR
$96.8B
$4.27M 0.05%
+212,626
New +$3.93M
HAS icon
362
Hasbro
HAS
$13.4B
$4.27M 0.05%
+43,700
New +$4.43M
PKX icon
363
POSCO
PKX
$16.5B
$4.27M 0.05%
+61,500
New +$4.42M
VSH icon
364
Vishay Intertechnology
VSH
$5.18B
$4.25M 0.05%
226,100
+119,800
+113% +$2.11M
DEO icon
365
Diageo
DEO
$49.5B
$4.24M 0.05%
32,100
-6,600
-17% -$853K
SEM
366
DELISTED
Select Medical
SEM
$4.23M 0.05%
408,691
+236,825
+138% +$2.19M
TD icon
367
Toronto Dominion Bank
TD
$198B
$4.2M 0.05%
+74,700
New +$3.92M
CA
368
DELISTED
CA, Inc.
CA
$4.17M 0.05%
125,000
-155,000
-55% -$5.13M
LIVN icon
369
LivaNova
LIVN
$4.45B
$4.17M 0.05%
+59,500
New +$3.77M
NBIX icon
370
Neurocrine Biosciences
NBIX
$18.7B
$4.14M 0.05%
+67,500
New +$3.56M
EVR icon
371
Evercore
EVR
$12.1B
$4.13M 0.05%
51,500
-55,400
-52% -$4.17M
LNC icon
372
Lincoln National
LNC
$8.8B
$4.13M 0.05%
56,200
+3,600
+7% +$254K
BLDR icon
373
Builders FirstSource
BLDR
$7.1B
$4.13M 0.05%
229,300
+176,100
+331% +$2.84M
CMA
374
DELISTED
Comerica
CMA
$4.09M 0.05%
53,700
-45,200
-46% -$3.24M
THO icon
375
Thor Industries
THO
$3.95B
$4.09M 0.05%
32,500
-45,100
-58% -$4.86M
13 14
15
16 17

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FWM
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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.