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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
CVI icon
576
CVR Energy
CVI
$3.83B
$802K 0.01%
+31,000
New +$659K
JLL icon
577
Jones Lang LaSalle
JLL
$16.8B
$802K 0.01%
6,500
-12,300
-65% -$1.52M
TCBI icon
578
Texas Capital Bancshares
TCBI
$4.29B
$797K 0.01%
9,300
-42,100
-82% -$3.27M
MAR icon
579
Marriott International
MAR
$99B
$782K 0.01%
+7,100
New +$732K
AMRN
580
Amarin Corp
AMRN
$298M
$778K 0.01%
+11,120
New +$788K
BMY icon
581
Bristol-Myers Squibb
BMY
$132B
$777K 0.01%
+12,200
New +$712K
IBKC
582
DELISTED
IBERIABANK Corp
IBKC
$772K 0.01%
+9,400
New +$738K
PTLA
583
DELISTED
Portola Pharmaceuticals, Inc.
PTLA
$767K 0.01%
14,200
-39,400
-74% -$2.31M
STWD icon
584
Starwood Property Trust
STWD
$6.02B
$766K 0.01%
35,300
-335,200
-90% -$7.39M
ICUI icon
585
ICU Medical
ICUI
$4.21B
$761K 0.01%
4,100
-26,100
-86% -$4.55M
ENOV icon
586
Enovis
ENOV
$1.69B
$732K 0.01%
+10,226
New +$712K
POWI icon
587
Power Integrations
POWI
$3.39B
$732K 0.01%
20,000
-3,000
-13% -$110K
WEN icon
588
Wendy's
WEN
$1.4B
$728K 0.01%
+46,900
New +$718K
ADTN icon
589
Adtran
ADTN
$682M
$715K 0.01%
+29,800
New +$659K
CSTE icon
590
Caesarstone
CSTE
$71.6M
$700K 0.01%
23,500
-32,400
-58% -$1.01M
BGC
591
DELISTED
General Cable Corporation
BGC
$665K 0.01%
+35,300
New +$632K
RDN icon
592
Radian Group
RDN
$5.16B
$652K 0.01%
34,900
-69,500
-67% -$1.21M
BDC icon
593
Belden
BDC
$4.56B
$636K 0.01%
+7,900
New +$597K
GLOG
594
DELISTED
GASLOG LTD
GLOG
$631K 0.01%
+36,200
New +$608K
MACK
595
DELISTED
Merrimack Pharmaceuticals, Inc.
MACK
$623K 0.01%
+54,526
New +$573K
DDS icon
596
Dillards
DDS
$9.41B
$616K 0.01%
+11,000
New +$678K
WSO icon
597
Watsco Inc
WSO
$12.8B
$612K 0.01%
+3,800
New +$574K
EOG icon
598
EOG Resources
EOG
$77.5B
$609K 0.01%
+6,300
New +$569K
KN icon
599
Knowles
KN
$3.08B
$609K 0.01%
39,900
-83,300
-68% -$1.28M
ERIC icon
600
Ericsson
ERIC
$32.1B
$600K 0.01%
+104,500
New +$646K
22 23
24
25 26

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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
Red Cedar Investment Management Grand Rapids, Michigan $965M AUM 30.25% 1-Year Est. Return
TC
TwinBeech Capital Purchase, New York $965M AUM 0.23% 1-Year Est. Return
NA
Navellier & Associates Reno, Nevada $960M AUM 79.37% 1-Year Est. Return
GHC
Graham Holdings Company Arlington, Virginia $967M AUM 15.12% 1-Year Est. Return

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.