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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
HSBC icon
751
HSBC
HSBC
$367B
– –
-315,958
Closed -$13.4M
HSIC icon
752
Henry Schein
HSIC
$9.7B
– –
-76,500
Closed -$5.49M
HSY icon
753
Hershey
HSY
$35.9B
– –
-262,500
Closed -$28.2M
HWC icon
754
Hancock Whitney
HWC
$6.14B
– –
-20,400
Closed -$999K
PPLI
755
People Inc
PPLI
$3.08B
– –
-19,024
Closed -$351K
IBN icon
756
ICICI Bank
IBN
$109B
– –
-1,498,700
Closed -$13.4M
IEMG icon
757
iShares Core MSCI Emerging Markets ETF
IEMG
$149B
– –
-48,200
Closed -$2.41M
ING icon
758
ING
ING
$99.8B
– –
-319,600
Closed -$5.56M
IONS icon
759
Ionis Pharmaceuticals
IONS
$8.81B
– –
-91,000
Closed -$4.63M
IP icon
760
International Paper
IP
$22.8B
– –
-351,226
Closed -$18.8M
IRWD icon
761
Ironwood Pharmaceuticals
IRWD
$614M
– –
-27,940
Closed -$441K
ITW icon
762
Illinois Tool Works
ITW
$81.6B
– –
-34,500
Closed -$4.94M
IYR icon
763
iShares US Real Estate ETF
IYR
$4.69B
– –
-378,400
Closed -$30.2M
JACK icon
764
Jack in the Box
JACK
$312M
– –
-70,400
Closed -$6.93M
JAZZ icon
765
Jazz Pharmaceuticals
JAZZ
$16.2B
– –
-19,400
Closed -$3.02M
JBLU icon
766
JetBlue
JBLU
$2.29B
– –
-286,300
Closed -$6.54M
JBL icon
767
Jabil
JBL
$32.3B
– –
-222,400
Closed -$6.49M
JCI icon
768
Johnson Controls International
JCI
$87.8B
– –
-263,700
Closed -$11.4M
JEF icon
769
Jefferies Financial Group
JEF
$12.7B
– –
-125,118
Closed -$2.93M
JWN
770
DELISTED
Nordstrom
JWN
– –
-191,100
Closed -$9.14M
KIM icon
771
Kimco Realty
KIM
$17.2B
– –
-63,400
Closed -$1.16M
KRC icon
772
Kilroy Realty
KRC
$4.6B
– –
-11,600
Closed -$871K
KTOS icon
773
Kratos Defense & Security Solutions
KTOS
$8.66B
– –
-276,600
Closed -$3.28M
L icon
774
Loews
L
$23.9B
– –
-42,200
Closed -$1.98M
LAMR icon
775
Lamar Advertising Co
LAMR
$16.3B
– –
-32,500
Closed -$2.39M
29 30
31
32 33

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UWPG
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FWM
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RCIM
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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.