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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
TSEM icon
426
Tower Semiconductor
TSEM
$23.9B
$2.98M 0.03%
96,800
-105,900
-52% -$2.89M
PTC icon
427
PTC
PTC
$15.7B
$2.97M 0.03%
+52,800
New +$2.93M
TIMB icon
428
TIM SA
TIMB
$9.13B
$2.94M 0.03%
+160,800
New +$2.79M
GGB icon
429
Gerdau
GGB
$9.74B
$2.92M 0.03%
1,073,646
+584,136
+119% +$1.64M
CRS icon
430
Carpenter Technology
CRS
$25B
$2.92M 0.03%
+60,800
New +$2.44M
HST icon
431
Host Hotels & Resorts
HST
$17.2B
$2.91M 0.03%
157,600
-409,700
-72% -$7.45M
JOYY
432
JOYY Inc
JOYY
$3.68B
$2.91M 0.03%
33,500
-1,700
-5% -$123K
RDS.A
433
DELISTED
Royal Dutch Shell PLC ADS Class A
RDS.A
$2.88M 0.03%
+47,500
New +$2.66M
BRKR icon
434
Bruker
BRKR
$9.79B
$2.86M 0.03%
+96,200
New +$2.77M
EPAM icon
435
EPAM Systems
EPAM
$5.42B
$2.86M 0.03%
32,500
+4,700
+17% +$392K
YUM icon
436
Yum! Brands
YUM
$43.3B
$2.83M 0.03%
38,500
-153,100
-80% -$11.5M
CLGX
437
DELISTED
Corelogic, Inc.
CLGX
$2.8M 0.03%
60,600
-72,300
-54% -$3.28M
SOHU
438
Sohu.com
SOHU
$359M
$2.78M 0.03%
+51,000
New +$2.67M
GNC
439
DELISTED
GNC Holdings, Inc.
GNC
$2.76M 0.03%
311,800
-133,600
-30% -$1.2M
NOK icon
440
Nokia
NOK
$50.7B
$2.75M 0.03%
+460,200
New +$2.86M
ABMD
441
DELISTED
Abiomed Inc
ABMD
$2.75M 0.03%
16,300
-33,900
-68% -$5.13M
AZPN
442
DELISTED
ASPEN TECHNOLOGY INC
AZPN
$2.72M 0.03%
+43,300
New +$2.72M
SONY icon
443
Sony
SONY
$134B
$2.71M 0.03%
362,500
-529,000
-59% -$4.14M
NUAN
444
DELISTED
Nuance Communications, Inc.
NUAN
$2.7M 0.03%
198,314
-17,325
-8% -$247K
CIB icon
445
Grupo Cibest SA
CIB
$22.3B
$2.69M 0.03%
58,800
-10,900
-16% -$491K
MPC icon
446
Marathon Petroleum
MPC
$91.7B
$2.67M 0.03%
+47,700
New +$2.56M
FNV icon
447
Franco-Nevada
FNV
$42.7B
$2.63M 0.03%
+33,900
New +$2.6M
VNDA icon
448
Vanda Pharmaceuticals
VNDA
$312M
$2.62M 0.03%
146,200
+99,700
+214% +$1.67M
ISRG icon
449
Intuitive Surgical
ISRG
$126B
$2.61M 0.03%
+22,500
New +$2.45M
SPLK
450
DELISTED
Splunk Inc
SPLK
$2.58M 0.03%
+38,900
New +$2.44M
16 17
18
19 20

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UWPG
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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.