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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
OSIS icon
526
OSI Systems
OSIS
$3.62B
$1.63M 0.02%
17,800
-8,500
-32% -$691K
FLEX icon
527
Flex
FLEX
$41B
$1.62M 0.02%
129,515
-350,859
-73% -$4.32M
KRA
528
DELISTED
Kraton Corporation
KRA
$1.6M 0.02%
39,500
-43,000
-52% -$1.49M
TCF
529
DELISTED
TCF Financial Corporation
TCF
$1.55M 0.02%
91,300
-107,000
-54% -$1.69M
SBSW icon
530
Sibanye-Stillwater
SBSW
$6.43B
$1.55M 0.02%
+368,628
New +$1.85M
REN
531
DELISTED
Resolute Energy Corporaton
REN
$1.55M 0.02%
52,100
+37,900
+267% +$1.13M
RITM icon
532
Rithm Capital
RITM
$5.51B
$1.52M 0.02%
+90,900
New +$1.49M
PANW icon
533
Palo Alto Networks
PANW
$265B
$1.51M 0.02%
63,000
-370,800
-85% -$8.44M
WRLD icon
534
World Acceptance Corp
WRLD
$840M
$1.5M 0.02%
18,100
-6,200
-26% -$478K
FBR
535
DELISTED
Fibria Celulose Sa
FBR
$1.48M 0.02%
109,000
-13,200
-11% -$157K
UNM icon
536
Unum
UNM
$13.7B
$1.47M 0.02%
28,800
-140,400
-83% -$6.85M
BMRN icon
537
BioMarin Pharmaceuticals
BMRN
$11.7B
$1.47M 0.02%
15,800
+2,000
+14% +$177K
GRMN
538
Garmin
GRMN
$57.4B
$1.45M 0.02%
26,800
-3,200
-11% -$166K
AVY icon
539
Avery Dennison
AVY
$13.4B
$1.43M 0.02%
14,500
-101,400
-87% -$9.54M
AL
540
DELISTED
Air Lease Corp
AL
$1.37M 0.02%
32,200
+13,900
+76% +$555K
WEB
541
DELISTED
Web.com Group, Inc.
WEB
$1.35M 0.02%
54,000
+33,900
+169% +$813K
CONN
542
DELISTED
Conn's Inc.
CONN
$1.33M 0.02%
+47,200
New +$989K
WRK
543
DELISTED
WestRock Company
WRK
$1.3M 0.01%
22,900
-217,100
-90% -$12.4M
SC
544
DELISTED
SANTANDER CONSUMER USA HOLDINGS INC
SC
$1.29M 0.01%
+83,900
New +$1.15M
CAMP
545
DELISTED
CalAmp Corp.
CAMP
$1.28M 0.01%
2,387
-330
-12% -$146K
VSI
546
DELISTED
Vitamin Shoppe Inc.
VSI
$1.25M 0.01%
233,600
+166,000
+246% +$1.28M
GES
547
DELISTED
Guess Inc
GES
$1.23M 0.01%
72,300
-50,900
-41% -$720K
NETI
548
DELISTED
Eneti Inc.
NETI
$1.21M 0.01%
18,410
-538
-3% -$37.3K
TRIP icon
549
TripAdvisor
TRIP
$1.65B
$1.2M 0.01%
+29,500
New +$1.2M
SA
550
Seabridge Gold
SA
$2.89B
$1.16M 0.01%
95,300
+75,000
+369% +$869K
20 21
22
23 24

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UWPG
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FWM
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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.