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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
EME icon
726
Emcor
EME
$35.7B
– –
-34,200
Closed -$2.23M
ESI icon
727
Element Solutions
ESI
$8.68B
– –
-419,600
Closed -$5.32M
ESS icon
728
Essex Property Trust
ESS
$18.1B
– –
-9,600
Closed -$2.47M
ETN icon
729
Eaton
ETN
$150B
– –
-70,300
Closed -$5.47M
EWH icon
730
iShares MSCI Hong Kong ETF
EWH
$1.25B
– –
-667,600
Closed -$15.6M
EWY icon
731
iShares MSCI South Korea ETF
EWY
$22.5B
– –
-163,400
Closed -$11.1M
EXEL icon
732
Exelixis
EXEL
$14.1B
– –
-224,000
Closed -$5.52M
FHN icon
733
First Horizon
FHN
$12.1B
– –
-138,900
Closed -$2.42M
FL
734
DELISTED
Foot Locker
FL
– –
-271,800
Closed -$13.4M
FNB icon
735
FNB Corp
FNB
$6.76B
– –
-90,700
Closed -$1.28M
FOLD
736
DELISTED
Amicus Therapeutics
FOLD
– –
-194,400
Closed -$1.96M
FSLR icon
737
First Solar
FSLR
$22.1B
– –
-217,100
Closed -$8.66M
FTI icon
738
TechnipFMC
FTI
$27.5B
– –
-176,064
Closed -$3.56M
GBX icon
739
The Greenbrier Companies
GBX
$1.52B
– –
-11,000
Closed -$508K
GILD icon
740
Gilead Sciences
GILD
$163B
– –
-368,300
Closed -$26.1M
GLW icon
741
Corning
GLW
$116B
– –
-63,300
Closed -$1.9M
GPK icon
742
Graphic Packaging
GPK
$3.24B
– –
-26,000
Closed -$358K
GPN icon
743
Global Payments
GPN
$23.8B
– –
-96,700
Closed -$8.73M
GSK icon
744
GSK
GSK
$104B
– –
-59,760
Closed -$3.22M
GT icon
745
Goodyear
GT
$2.04B
– –
-113,600
Closed -$3.97M
HBI
746
DELISTED
Hanesbrands
HBI
– –
-561,300
Closed -$13M
HCA icon
747
HCA Healthcare
HCA
$85.7B
– –
-15,800
Closed -$1.38M
HHH icon
748
Howard Hughes
HHH
$3.87B
– –
-54,548
Closed -$6.39M
HLX icon
749
Helix Energy Solutions
HLX
$1.36B
– –
-271,400
Closed -$1.53M
HOLX
750
DELISTED
Hologic
HOLX
– –
-269,800
Closed -$12.2M
28 29
30
31 32

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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.