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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
IAG icon
651
IAMGOLD
IAG
$8.42B
$220K ﹤0.01%
+36,200
New +$210K
MGNI icon
652
Magnite
MGNI
$2.78B
$217K ﹤0.01%
+55,900
New +$238K
HOS
653
DELISTED
Hornbeck Offshore Services, Inc.
HOS
$153K ﹤0.01%
+38,000
New +$110K
BVN icon
654
Compañía de Minas Buenaventura
BVN
$8.09B
$144K ﹤0.01%
+11,300
New +$143K
INFI
655
DELISTED
Infinity Pharmaceuticals, Inc.
INFI
$61K ﹤0.01%
+46,400
New +$57.6K
SGYP
656
DELISTED
Synergy Pharmaceuticals, Inc Common Stock
SGYP
$59K ﹤0.01%
+20,600
New +$70.3K
AAL icon
657
American Airlines Group
AAL
$10.2B
– –
-119,800
Closed -$6.03M
ABT icon
658
Abbott
ABT
$183B
– –
-31,600
Closed -$1.54M
ACTG icon
659
Acacia Research
ACTG
$426M
– –
-54,000
Closed -$221K
ADEA icon
660
Adeia
ADEA
$2.8B
– –
-393,120
Closed -$3.1M
ADP icon
661
Automatic Data Processing
ADP
$105B
– –
-69,700
Closed -$7.14M
ADSK icon
662
Autodesk
ADSK
$49.6B
– –
-57,900
Closed -$5.84M
AEIS icon
663
Advanced Energy
AEIS
$11B
– –
-12,000
Closed -$776K
AES icon
664
AES
AES
$10.6B
– –
-480,600
Closed -$5.34M
AGO icon
665
Assured Guaranty
AGO
$3.73B
– –
-47,700
Closed -$1.99M
AIZ icon
666
Assurant
AIZ
$14B
– –
-33,100
Closed -$3.43M
ALK icon
667
Alaska Air
ALK
$5.27B
– –
-27,100
Closed -$2.43M
OSG
668
Octave Specialty Group
OSG
$250M
– –
-20,500
Closed -$355K
AMD icon
669
Advanced Micro Devices
AMD
$791B
– –
-2,899,800
Closed -$36.2M
AMH icon
670
American Homes 4 Rent
AMH
$11.9B
– –
-98,300
Closed -$2.22M
ANF icon
671
Abercrombie & Fitch
ANF
$4.45B
– –
-13,700
Closed -$170K
ANSS
672
DELISTED
Ansys
ANSS
– –
-122,300
Closed -$14.9M
ARCB icon
673
ArcBest
ARCB
$3.17B
– –
-33,600
Closed -$692K
ARE icon
674
Alexandria Real Estate Equities
ARE
$9.15B
– –
-45,300
Closed -$5.46M
ARMK icon
675
Aramark
ARMK
$15.1B
– –
-50,276
Closed -$1.49M
25 26
27
28 29

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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.