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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
ORCL icon
801
Oracle
ORCL
$367B
– –
-974,600
Closed -$48.9M
OVV icon
802
Ovintiv
OVV
$17B
– –
-64,760
Closed -$2.85M
OZK icon
803
Bank OZK
OZK
$5.57B
– –
-131,400
Closed -$6.16M
PAG icon
804
Penske Automotive Group
PAG
$14.5B
– –
-35,700
Closed -$1.57M
PAYX icon
805
Paychex
PAYX
$41.4B
– –
-56,900
Closed -$3.24M
PEP icon
806
PepsiCo
PEP
$191B
– –
-34,000
Closed -$3.93M
PGR icon
807
Progressive
PGR
$124B
– –
-86,900
Closed -$3.83M
PNR icon
808
Pentair
PNR
$10.6B
– –
-99,912
Closed -$4.46M
PTEN icon
809
Patterson-UTI
PTEN
$3.74B
– –
-89,000
Closed -$1.8M
PVH icon
810
PVH
PVH
$4.01B
– –
-64,700
Closed -$7.41M
REGN icon
811
Regeneron Pharmaceuticals
REGN
$77.4B
– –
-91,600
Closed -$45M
RHP icon
812
Ryman Hospitality Properties
RHP
$8.41B
– –
-36,000
Closed -$2.3M
RIG icon
813
Transocean
RIG
$5.62B
– –
-899,000
Closed -$7.4M
RNR icon
814
RenaissanceRe
RNR
$13.2B
– –
-34,500
Closed -$4.8M
RPM icon
815
RPM International
RPM
$13.8B
– –
-21,300
Closed -$1.16M
RSG icon
816
Republic Services
RSG
$65B
– –
-172,200
Closed -$11M
RTX icon
817
RTX Corp
RTX
$289B
– –
-33,051
Closed -$2.54M
SAGE
818
DELISTED
Sage Therapeutics
SAGE
– –
-58,400
Closed -$4.65M
SANM icon
819
Sanmina
SANM
$9.83B
– –
-87,400
Closed -$3.33M
SIMO icon
820
Silicon Motion
SIMO
$8.65B
– –
-62,800
Closed -$3.03M
SITC icon
821
SITE Centers
SITC
$227M
– –
-376,408
Closed -$4.4M
SKX
822
DELISTED
Skechers
SKX
– –
-131,400
Closed -$3.88M
SM icon
823
SM Energy
SM
$7.58B
– –
-221,500
Closed -$3.66M
SMTC icon
824
Semtech
SMTC
$10.7B
– –
-8,700
Closed -$311K
SO icon
825
Southern Company
SO
$106B
– –
-92,700
Closed -$4.44M
31 32
33
34 35

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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
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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.