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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
PBYI icon
401
Puma Biotechnology
PBYI
$402M
$3.59M 0.04%
30,000
-49,400
-62% -$4.59M
MCO icon
402
Moody's
MCO
$83.5B
$3.59M 0.04%
25,800
-15,300
-37% -$2.01M
AGI icon
403
Alamos Gold
AGI
$11.9B
$3.56M 0.04%
+526,000
New +$3.87M
LGND icon
404
Ligand Pharmaceuticals
LGND
$5.94B
$3.51M 0.04%
41,357
-31,099
-43% -$2.46M
FRAN
405
DELISTED
Francesca's Holdings Corporation
FRAN
$3.5M 0.04%
39,625
+11,100
+39% +$1.13M
ZG icon
406
Zillow
ZG
$7.79B
$3.47M 0.04%
86,400
-170,200
-66% -$7.2M
WAT icon
407
Waters Corp
WAT
$37.3B
$3.46M 0.04%
+19,300
New +$3.5M
CINF icon
408
Cincinnati Financial
CINF
$26.8B
$3.37M 0.04%
+44,000
New +$3.35M
AOS icon
409
A.O. Smith
AOS
$8.24B
$3.36M 0.04%
56,500
-143,300
-72% -$8.04M
DLR icon
410
Digital Realty Trust
DLR
$71.5B
$3.35M 0.04%
+28,300
New +$3.27M
ED icon
411
Consolidated Edison
ED
$40.4B
$3.33M 0.04%
+41,300
New +$3.42M
TAN icon
412
Invesco Solar ETF
TAN
$1.43B
$3.32M 0.04%
153,500
+132,100
+617% +$2.83M
CAVM
413
DELISTED
Cavium, Inc.
CAVM
$3.28M 0.04%
+49,700
New +$3.15M
GREK
414
Global X MSCI Greece ETF
GREK
$302M
$3.27M 0.04%
115,400
-48,900
-30% -$1.5M
OLN icon
415
Olin
OLN
$2.53B
$3.27M 0.04%
+95,400
New +$2.97M
J icon
416
Jacobs Solutions
J
$15.7B
$3.22M 0.04%
+66,856
New +$2.99M
EAT icon
417
Brinker International
EAT
$9B
$3.16M 0.04%
+99,300
New +$3.38M
JKS
418
JinkoSolar
JKS
$777M
$3.15M 0.04%
126,200
+58,600
+87% +$1.53M
OGE icon
419
OGE Energy
OGE
$9.76B
$3.13M 0.04%
86,900
+55,100
+173% +$1.96M
CUZ icon
420
Cousins Properties
CUZ
$5.25B
$3.11M 0.04%
83,300
-83,900
-50% -$3.06M
AME icon
421
Ametek
AME
$55B
$3.1M 0.04%
46,900
+200
+0.4% +$12.6K
GOGO icon
422
Gogo Inc
GOGO
$559M
$3.07M 0.04%
259,900
-28,500
-10% -$364K
YPF icon
423
YPF
YPF
$20.4B
$3.06M 0.04%
137,500
-58,600
-30% -$1.21M
SPR
424
DELISTED
Spirit AeroSystems
SPR
$2.98M 0.03%
+38,400
New +$2.66M
GLUU
425
DELISTED
Glu Mobile Inc.
GLUU
$2.98M 0.03%
792,500
+104,100
+15% +$327K
15 16
17
18 19

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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.