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QIM

Quantitative Investment Management Portfolio holdings

AUM $917M
1-Year Est. Return 3.96%
This Fund
S&P 500
This Quarter Est. Return
+8.11%
1 Year Est. Return
-3.96%
3 Year Est. Return
+24.59%
5 Year Est. Return
+12.41%
10 Year Est. Return
+164.05%
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 Miscellaneous 34.32%
2 Financials 12.6%
3 Healthcare 9.29%
4 Technology 8.88%
5 Industrials 8.38%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
STLA icon
826
Stellantis
STLA
$14.8B
– –
-582,320
Closed -$6.17M
STRA icon
827
Strategic Education
STRA
$1.85B
– –
-2,800
Closed -$261K
STT icon
828
State Street
STT
$50.9B
– –
-210,400
Closed -$18.9M
STX icon
829
Seagate
STX
$176B
– –
-166,700
Closed -$6.46M
SYK icon
830
Stryker
SYK
$108B
– –
-26,000
Closed -$3.61M
SYNA icon
831
Synaptics
SYNA
$3.81B
– –
-21,900
Closed -$1.13M
TCOM icon
832
Trip.com Group
TCOM
$24.7B
– –
-9,600
Closed -$517K
TDG icon
833
TransDigm Group
TDG
$60B
– –
-60,700
Closed -$16.3M
TER icon
834
Teradyne
TER
$52B
– –
-144,800
Closed -$4.35M
TFC icon
835
Truist Financial
TFC
$61.6B
– –
-234,800
Closed -$10.7M
TGI
836
DELISTED
Triumph Group
TGI
– –
-46,300
Closed -$1.46M
TRI icon
837
Thomson Reuters
TRI
$44.5B
– –
-162,171
Closed -$8.71M
TRUE
838
DELISTED
TrueCar
TRUE
– –
-65,600
Closed -$1.31M
TRV icon
839
Travelers Companies
TRV
$78.8B
– –
-380,300
Closed -$48.1M
TSE
840
DELISTED
Trinseo
TSE
– –
-3,700
Closed -$254K
TSLA icon
841
Tesla
TSLA
$1.41T
– –
-2,161,500
Closed -$52.1M
TTMI icon
842
TTM Technologies
TTMI
$11.8B
– –
-181,900
Closed -$3.16M
TTWO icon
843
Take-Two Interactive
TTWO
$39.6B
– –
-192,800
Closed -$14.1M
TXRH icon
844
Texas Roadhouse
TXRH
$11.1B
– –
-27,300
Closed -$1.39M
TYL icon
845
Tyler Technologies
TYL
$14.5B
– –
-9,600
Closed -$1.69M
UPBD icon
846
Upbound Group
UPBD
$1.03B
– –
-64,300
Closed -$753K
URBN icon
847
Urban Outfitters
URBN
$6.5B
– –
-227,900
Closed -$4.22M
VECO icon
848
Veeco
VECO
$2.5B
– –
-75,600
Closed -$2.1M
VMC icon
849
Vulcan Materials
VMC
$32.3B
– –
-27,000
Closed -$3.42M
VNQ icon
850
Vanguard Real Estate ETF
VNQ
$37.2B
– –
-207,300
Closed -$17.3M
32 33
34
35 36

Similar funds

HIC
Harvey Investment Company Louisville, Kentucky $918M AUM 14.93% 1-Year Est. Return
AGAM
Avalon Global Asset Management San Francisco, California $917M AUM 87.67% 1-Year Est. Return
RFA
RTD Financial Advisors Philadelphia, Pennsylvania $917M AUM 19.69% 1-Year Est. Return
SPG
Strategic Planning Group Bountiful, Utah $918M AUM 37.38% 1-Year Est. Return
TCM
Twin Capital Management Mcmurray, Pennsylvania $916M AUM 43.28% 1-Year Est. Return
DLP
De Lisle Partners Poole, United Kingdom $916M AUM 54.05% 1-Year Est. Return
SIC
SJS Investment Consulting Sylvania, Ohio $919M AUM 23.4% 1-Year Est. Return
GC
Greenvale Capital London, United Kingdom $916M AUM 32.73% 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 Miscellaneous at 34% of assets, up from 24% a quarter earlier, followed by Financials and Healthcare.

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.