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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
VOYA icon
851
Voya Financial
VOYA
$9.09B
– –
-103,800
Closed -$3.83M
VTR icon
852
Ventas
VTR
$44.7B
– –
-22,200
Closed -$1.54M
VYX icon
853
NCR Voyix
VYX
$1.12B
– –
-194,948
Closed -$4.88M
WAB icon
854
Wabtec
WAB
$49.4B
– –
-124,800
Closed -$11.4M
WB icon
855
Weibo
WB
$1.99B
– –
-228,000
Closed -$15.2M
WBS icon
856
Webster Financial
WBS
$12.5B
– –
-25,800
Closed -$1.35M
WDC icon
857
Western Digital
WDC
$184B
– –
-284,710
Closed -$19.1M
WHR icon
858
Whirlpool
WHR
$2.47B
– –
-65,300
Closed -$12.5M
WTW icon
859
Willis Towers Watson
WTW
$31.7B
– –
-25,700
Closed -$3.74M
WWW icon
860
Wolverine World Wide
WWW
$1.64B
– –
-102,700
Closed -$2.88M
WY icon
861
Weyerhaeuser
WY
$16.9B
– –
-24,200
Closed -$810K
XLP icon
862
State Street Consumer Staples Select Sector SPDR ETF
XLP
$14.3B
– –
-1,754,900
Closed -$96.4M
XPO icon
863
XPO
XPO
$23.4B
– –
-61,298
Closed -$1.37M
XRT icon
864
State Street SPDR S&P Retail ETF
XRT
$453M
– –
-75,700
Closed -$3.08M
XYL icon
865
Xylem
XYL
$27.3B
– –
-133,500
Closed -$7.4M
ZBH icon
866
Zimmer Biomet
ZBH
$18.4B
– –
-59,019
Closed -$7.36M
ZD icon
867
Ziff Davis
ZD
$1.94B
– –
-18,515
Closed -$1.37M
ONIT
868
Onity Group
ONIT
$315M
– –
-8,127
Closed -$327K
TVRD
869
Tvardi Therapeutics
TVRD
$19.7M
– –
-3,947
Closed -$2.19M
VIVS
870
VivoSim Labs
VIVS
$1.35M
– –
-117
Closed -$73K
BERY
871
DELISTED
Berry Global Group, Inc.
BERY
– –
-234,462
Closed -$12.3M
LUMO
872
DELISTED
Lumos Pharma, Inc. Common Stock
LUMO
– –
-9,600
Closed -$635K
MRO
873
DELISTED
Marathon Oil Corporation
MRO
– –
-581,800
Closed -$6.89M
EGRX
874
DELISTED
Eagle Pharmaceuticals, Inc.
EGRX
– –
-55,400
Closed -$4.37M
SWN
875
DELISTED
Southwestern Energy Company
SWN
– –
-579,400
Closed -$3.52M
33 34
35
36 37

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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.