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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
ASB icon
676
Associated Banc-Corp
ASB
$5.8B
– –
-24,500
Closed -$617K
ASH icon
677
Ashland
ASH
$3.33B
– –
-259,800
Closed -$17.1M
ATHM icon
678
Autohome
ATHM
$2.63B
– –
-77,800
Closed -$3.53M
AXON
679
Axon Enterprise
AXON
$42.3B
– –
-61,900
Closed -$1.56M
AXS icon
680
AXIS Capital
AXS
$7.67B
– –
-52,600
Closed -$3.4M
AXTA icon
681
Axalta
AXTA
$7.71B
– –
-143,800
Closed -$4.61M
BA icon
682
Boeing
BA
$175B
– –
-185,800
Closed -$36.7M
BAH icon
683
Booz Allen Hamilton
BAH
$8.22B
– –
-120,900
Closed -$3.93M
BBY icon
684
Best Buy
BBY
$18.5B
– –
-113,400
Closed -$6.5M
BC icon
685
Brunswick
BC
$5.18B
– –
-117,800
Closed -$7.39M
BDX icon
686
Becton Dickinson
BDX
$45.6B
– –
-34,850
Closed -$6.63M
BEN icon
687
Franklin Resources
BEN
$17.2B
– –
-394,400
Closed -$17.7M
BFH icon
688
Bread Financial
BFH
$4.47B
– –
-43,103
Closed -$8.83M
BG icon
689
Bunge Global
BG
$20.4B
– –
-14,200
Closed -$1.06M
BLMN icon
690
Bloomin' Brands
BLMN
$759M
– –
-232,200
Closed -$4.93M
BPOP icon
691
Popular Inc
BPOP
$11.2B
– –
-6,000
Closed -$250K
CAG icon
692
Conagra Brands
CAG
$7.19B
– –
-34,200
Closed -$1.22M
CB icon
693
Chubb
CB
$135B
– –
-301,800
Closed -$43.9M
CBOE icon
694
Cboe Global Markets
CBOE
$31B
– –
-139,600
Closed -$12.8M
CBRL icon
695
Cracker Barrel
CBRL
$1.28B
– –
-21,000
Closed -$3.51M
CDNS icon
696
Cadence Design Systems
CDNS
$91.7B
– –
-44,000
Closed -$1.47M
CDW icon
697
CDW
CDW
$18.6B
– –
-63,200
Closed -$3.95M
CHD icon
698
Church & Dwight Co
CHD
$23.1B
– –
-73,800
Closed -$3.83M
CHE icon
699
Chemed
CHE
$7.1B
– –
-1,500
Closed -$306K
CHRD icon
700
Chord Energy
CHRD
$7.78B
– –
-477,200
Closed -$3.84M
26 27
28
29 30

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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
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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.