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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
DBRG icon
451
DigitalBridge
DBRG
$2.93B
$2.58M 0.03%
51,288
-50,027
-49% -$2.73M
AJG icon
452
Arthur J. Gallagher & Co
AJG
$65.6B
$2.55M 0.03%
41,500
-57,900
-58% -$3.41M
QIWI
453
DELISTED
QIWI PLC
QIWI
$2.55M 0.03%
150,600
+127,900
+563% +$2.4M
BNS icon
454
Scotiabank
BNS
$107B
$2.55M 0.03%
+39,700
New +$2.47M
ACM icon
455
Aecom
ACM
$9.22B
$2.53M 0.03%
+68,800
New +$2.26M
DYN
456
DELISTED
Dynegy, Inc.
DYN
$2.53M 0.03%
258,400
+215,400
+501% +$1.92M
ALSN icon
457
Allison Transmission
ALSN
$9.54B
$2.52M 0.03%
67,200
+5,000
+8% +$182K
MFA
458
MFA Financial
MFA
$915M
$2.52M 0.03%
71,850
+24,475
+52% +$850K
GPOR
459
DELISTED
Gulfport Energy Corp.
GPOR
$2.49M 0.03%
+173,600
New +$2.25M
FMX icon
460
Fomento Económico Mexicano
FMX
$43.3B
$2.47M 0.03%
+25,900
New +$2.58M
ABCO
461
DELISTED
Advisory Board Co
ABCO
$2.47M 0.03%
+46,000
New +$2.48M
RDS.B
462
DELISTED
Royal Dutch Shell PLC ADS Class B
RDS.B
$2.44M 0.03%
+39,100
New +$2.24M
EV
463
DELISTED
Eaton Vance Corp.
EV
$2.44M 0.03%
49,500
+3,200
+7% +$153K
TVIX
464
DELISTED
VelocityShares Daily 2x VIX Short Term ETN
TVIX
$2.44M 0.03%
2,155
-615
-22% -$1.03M
DLB icon
465
Dolby
DLB
$5.38B
$2.42M 0.03%
+42,100
New +$2.21M
RJF icon
466
Raymond James Financial
RJF
$33.8B
$2.4M 0.03%
42,750
-102,300
-71% -$5.52M
ITRI icon
467
Itron
ITRI
$4.35B
$2.4M 0.03%
31,000
-11,800
-28% -$856K
WIN
468
DELISTED
Windstream Holdings Inc
WIN
$2.39M 0.03%
270,380
+154,520
+133% +$2.05M
BKNG icon
469
Booking.com
BKNG
$150B
$2.38M 0.03%
+32,500
New +$2.47M
STE icon
470
Steris
STE
$22.3B
$2.36M 0.03%
26,700
-111,500
-81% -$9.45M
MTOR
471
DELISTED
MERITOR, Inc.
MTOR
$2.34M 0.03%
+89,900
New +$1.78M
RTN
472
DELISTED
Raytheon Company
RTN
$2.33M 0.03%
12,500
+6,100
+95% +$1.07M
PAAS icon
473
Pan American Silver
PAAS
$17.9B
$2.32M 0.03%
+135,900
New +$2.34M
EQR icon
474
Equity Residential
EQR
$25B
$2.26M 0.03%
34,300
-206,700
-86% -$13.8M
HXL icon
475
Hexcel
HXL
$7.65B
$2.25M 0.03%
+39,100
New +$2.11M
17 18
19
20 21

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TFP
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UWPG
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FWM
Focused Wealth Management Newburgh, New York $964M AUM 18.71% 1-Year Est. Return
RCIM
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TC
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NA
Navellier & Associates Reno, Nevada $960M AUM 79.37% 1-Year Est. Return
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.