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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
PENN icon
626
PENN Entertainment
PENN
$2.75B
$388K ﹤0.01%
+16,600
New +$356K
VRTS icon
627
Virtus Investment Partners
VRTS
$1.09B
$382K ﹤0.01%
3,300
-3,200
-49% -$357K
SPWR
628
DELISTED
SunPower Corporation Common Stock
SPWR
$372K ﹤0.01%
+78,030
New +$472K
NOW icon
629
ServiceNow
NOW
$114B
$364K ﹤0.01%
+15,500
New +$345K
IMMU
630
DELISTED
Immunomedics Inc
IMMU
$352K ﹤0.01%
+25,200
New +$251K
TUES
631
DELISTED
Tuesday Morning Corp
TUES
$341K ﹤0.01%
106,800
+38,200
+56% +$77.9K
GIL icon
632
Gildan
GIL
$9.72B
$340K ﹤0.01%
+10,900
New +$334K
PRU icon
633
Prudential Financial
PRU
$42.6B
$340K ﹤0.01%
3,200
-68,800
-96% -$7.35M
CVE icon
634
Cenovus Energy
CVE
$55.9B
$338K ﹤0.01%
33,800
-1,870,800
-98% -$15.3M
NSM
635
DELISTED
Nationstar Mortgage Holdings
NSM
$334K ﹤0.01%
18,000
+100
+0.6% +$1.75K
DNR
636
DELISTED
Denbury Resources, Inc.
DNR
$333K ﹤0.01%
+248,600
New +$324K
SNBR
637
DELISTED
Sleep Number
SNBR
$329K ﹤0.01%
10,600
-158,000
-94% -$4.94M
BBG
638
DELISTED
Bill Barrett Corp
BBG
$296K ﹤0.01%
+69,000
New +$229K
SSI
639
DELISTED
Stage Stores Inc
SSI
$291K ﹤0.01%
158,300
+120,900
+323% +$223K
CNI icon
640
Canadian National Railway
CNI
$76.9B
$289K ﹤0.01%
+3,500
New +$284K
QGEN icon
641
Qiagen
QGEN
$8.55B
$289K ﹤0.01%
8,676
-150,889
-95% -$5.2M
ANGI icon
642
Angi Inc
ANGI
$229M
$282K ﹤0.01%
+2,270
New +$277K
RGR icon
643
Sturm, Ruger & Co
RGR
$624M
$274K ﹤0.01%
5,300
-11,400
-68% -$602K
BZH icon
644
Beazer Homes USA
BZH
$891M
$247K ﹤0.01%
+13,200
New +$201K
LYG icon
645
Lloyds Banking Group
LYG
$90.7B
$239K ﹤0.01%
+65,500
New +$228K
UAL icon
646
United Airlines
UAL
$40.1B
$237K ﹤0.01%
3,900
-43,800
-92% -$2.92M
JASO
647
DELISTED
JA Solar Holdings, Co., Ltd
JASO
$230K ﹤0.01%
+30,200
New +$204K
NOG icon
648
Northern Oil and Gas
NOG
$2.27B
$229K ﹤0.01%
25,460
+16,410
+181% +$168K
HAIN icon
649
Hain Celestial
HAIN
$44.4M
$222K ﹤0.01%
+5,400
New +$223K
RGLS
650
DELISTED
Regulus Therapeutics
RGLS
$222K ﹤0.01%
1,483
+608
+69% +$76.5K
24 25
26
27 28

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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
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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.