We are live on ! Find out more
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
ALNY icon
601
Alnylam Pharmaceuticals
ALNY
$27.5B
$575K 0.01%
+4,900
New +$418K
SLAB icon
602
Silicon Laboratories
SLAB
$7.15B
$551K 0.01%
+6,900
New +$514K
EWBC icon
603
East-West Bancorp
EWBC
$17.9B
$549K 0.01%
9,200
-39,700
-81% -$2.25M
GOLD
604
DELISTED
Randgold Resources Ltd
GOLD
$527K 0.01%
+5,400
New +$518K
ASRT
605
DELISTED
Assertio
ASRT
$522K 0.01%
1,503
+983
+189% +$463K
NAT icon
606
Nordic American Tanker
NAT
$1.41B
$520K 0.01%
+97,500
New +$535K
ANIK icon
607
Anika Therapeutics
ANIK
$242M
$504K 0.01%
+8,700
New +$455K
PDS
608
Precision Drilling
PDS
$979M
$501K 0.01%
+8,035
New +$466K
ENT
609
DELISTED
Global Eagle Entertainment Inc.
ENT
$498K 0.01%
5,828
-3,284
-36% -$257K
IVZ icon
610
Invesco
IVZ
$13B
$487K 0.01%
13,900
-445,900
-97% -$15.2M
GIMO
611
DELISTED
Gigamon Inc.
GIMO
$476K 0.01%
11,300
-33,300
-75% -$1.36M
MBT
612
DELISTED
Mobile TeleSystems Public Joint Stock Company American Depositary Shares (Each representing 2 Shares
MBT
$475K 0.01%
+45,500
New +$421K
KERX
613
DELISTED
Keryx Biopharmaceuticals Inc
KERX
$473K 0.01%
+66,700
New +$480K
DIN icon
614
Dine Brands
DIN
$457M
$464K 0.01%
+10,800
New +$441K
CCEP icon
615
Coca-Cola Europacific Partners
CCEP
$49.3B
$461K 0.01%
11,100
-43,700
-80% -$1.85M
MSM icon
616
MSC Industrial Direct
MSM
$6.78B
$460K 0.01%
6,100
-65,000
-91% -$4.72M
IMPV
617
DELISTED
Imperva, Inc.
IMPV
$460K 0.01%
10,600
-168,000
-94% -$7.67M
LGF.A
618
DELISTED
Lions Gate Entertainment Corp. Class A Voting Shares
LGF.A
$451K 0.01%
13,500
-28,800
-68% -$848K
GPI icon
619
Group 1 Automotive
GPI
$3.53B
$434K 0.01%
+6,000
New +$369K
ARNA
620
DELISTED
Arena Pharmaceuticals Inc
ARNA
$433K ﹤0.01%
+17,000
New +$390K
EMBJ
621
Embraer S.A. ADS
EMBJ
$12.1B
$431K ﹤0.01%
+19,100
New +$407K
UDR icon
622
UDR
UDR
$12.3B
$422K ﹤0.01%
11,100
-140,400
-93% -$5.44M
CNQ icon
623
Canadian Natural Resources
CNQ
$98.6B
$391K ﹤0.01%
+23,891
New +$366K
BB icon
624
BlackBerry
BB
$4.95B
$390K ﹤0.01%
34,900
-942,300
-96% -$8.86M
HEES
625
DELISTED
H&E Equipment Services
HEES
$388K ﹤0.01%
13,300
-24,600
-65% -$571K
23 24
25
26 27

Similar funds

MK
MASTERINVEST Kapitalanlage Vienna $962M AUM 27.59% 1-Year Est. Return
TFP
Triple Frond Partners San Francisco, California $963M AUM 27.45% 1-Year Est. Return
UWPG
Ullmann Wealth Partners Group Jacksonville Beach, Florida $963M AUM 17.06% 1-Year Est. Return
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.