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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
ALLE icon
551
Allegion
ALLE
$13.4B
$1.14M 0.01%
+13,200
New +$1.07M
EHC icon
552
Encompass Health
EHC
$11B
$1.14M 0.01%
30,797
-254,542
-89% -$9.07M
TREX icon
553
Trex
TREX
$4.56B
$1.13M 0.01%
+50,400
New +$961K
PBCT
554
DELISTED
People's United Financial Inc
PBCT
$1.11M 0.01%
61,100
-288,800
-83% -$4.98M
RSPP
555
DELISTED
RSP Permian, Inc.
RSPP
$1.09M 0.01%
+31,600
New +$1.02M
MXIM
556
DELISTED
Maxim Integrated Products
MXIM
$1.08M 0.01%
+22,700
New +$1.04M
MTH icon
557
Meritage Homes
MTH
$4.61B
$1.07M 0.01%
48,400
-5,400
-10% -$113K
NGD
558
DELISTED
New Gold Inc
NGD
$1.05M 0.01%
+283,900
New +$980K
LM
559
DELISTED
Legg Mason, Inc.
LM
$1.04M 0.01%
26,400
-113,300
-81% -$4.35M
VTLE
560
DELISTED
Vital Energy
VTLE
$1.03M 0.01%
+4,000
New +$969K
GCO icon
561
Genesco
GCO
$429M
$1.01M 0.01%
+37,900
New +$1.07M
INVA icon
562
Innoviva
INVA
$1.57B
$1M 0.01%
+71,000
New +$939K
RYAM icon
563
Rayonier Advanced Materials
RYAM
$604M
$998K 0.01%
72,908
-76,774
-51% -$1.09M
TT icon
564
Trane Technologies
TT
$97.3B
$971K 0.01%
+10,900
New +$964K
NAV
565
DELISTED
Navistar International
NAV
$912K 0.01%
20,700
-28,300
-58% -$938K
ISEE
566
DELISTED
IVERIC bio, Inc. Common Stock
ISEE
$900K 0.01%
319,300
-243,800
-43% -$658K
WMT icon
567
Walmart Inc
WMT
$884B
$898K 0.01%
34,500
-1,298,100
-97% -$34.1M
WEX icon
568
WEX
WEX
$6.35B
$897K 0.01%
+8,000
New +$867K
PRLB icon
569
Protolabs
PRLB
$1.79B
$891K 0.01%
+11,100
New +$802K
MELI icon
570
Mercado Libre
MELI
$95.6B
$880K 0.01%
3,400
-13,100
-79% -$3.47M
STL
571
DELISTED
Sterling Bancorp
STL
$862K 0.01%
35,000
-6,500
-16% -$148K
OMF icon
572
OneMain Financial
OMF
$7.32B
$834K 0.01%
+29,600
New +$793K
NXGN
573
DELISTED
NextGen Healthcare, Inc. Common Stock
NXGN
$830K 0.01%
52,800
+23,100
+78% +$373K
WOR icon
574
Worthington Enterprises
WOR
$2.74B
$809K 0.01%
+28,547
New +$888K
XLRN
575
DELISTED
Acceleron Pharma
XLRN
$809K 0.01%
+21,700
New +$753K
21 22
23
24 25

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TFP
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UWPG
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FWM
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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.