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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
SLCA
876
DELISTED
U.S. SILICA HOLDINGS, INC.
SLCA
– –
-108,200
Closed -$3.84M
SIX
877
DELISTED
Six Flags Entertainment Corp.
SIX
– –
-26,000
Closed -$1.55M
ICPT
878
DELISTED
Intercept Pharmaceuticals, Inc.
ICPT
– –
-30,800
Closed -$3.73M
RAD
879
DELISTED
Rite Aid Corporation
RAD
– –
-60,080
Closed -$3.54M
SYNH
880
DELISTED
Syneos Health, Inc. Class A Common Stock
SYNH
– –
-60,600
Closed -$3.54M
NUVA
881
DELISTED
NuVasive, Inc.
NUVA
– –
-85,700
Closed -$6.59M
DBD
882
DELISTED
Diebold Nixdorf Incorporated
DBD
– –
-72,200
Closed -$2.02M
BSMX
883
DELISTED
Banco Santander México, S, A., Institución de Banca Múltiple, Grupo Financiero Santander México
BSMX
– –
-76,300
Closed -$735K
FRC
884
DELISTED
First Republic Bank
FRC
– –
-83,100
Closed -$8.32M
UMPQ
885
DELISTED
Umpqua Holdings Corp
UMPQ
– –
-165,000
Closed -$3.03M
CLVS
886
DELISTED
Clovis Oncology, Inc.
CLVS
– –
-77,800
Closed -$7.28M
CLR
887
DELISTED
CONTINENTAL RESOURCES INC.
CLR
– –
-83,100
Closed -$2.69M
ZEN
888
DELISTED
ZENDESK INC
ZEN
– –
-21,700
Closed -$602K
AERI
889
DELISTED
Aerie Pharmaceuticals
AERI
– –
-71,200
Closed -$3.74M
TWTR
890
DELISTED
Twitter, Inc.
TWTR
– –
-328,500
Closed -$5.87M
DRE
891
DELISTED
Duke Realty Corp.
DRE
– –
-43,700
Closed -$1.22M
SNP
892
DELISTED
CHINA PETROLEUM & CHEMICAL CORPORATION ADS (REP 100 ORDINARY H SHARES)
SNP
– –
-2,800
Closed -$220K
ENDP
893
DELISTED
Endo International plc
ENDP
– –
-120,400
Closed -$1.34M
RDUS
894
DELISTED
Radius Health, Inc.
RDUS
– –
-17,800
Closed -$805K
SAFM
895
DELISTED
Sanderson Farms Inc
SAFM
– –
-68,800
Closed -$7.96M
MIC
896
DELISTED
Macquarie Infrastructure Holdings, LLC
MIC
– –
-5,900
Closed -$462K
CDK
897
DELISTED
CDK Global, Inc.
CDK
– –
-53,800
Closed -$3.34M
TVTY
898
DELISTED
Tivity Health, Inc. Common Stock
TVTY
– –
-46,500
Closed -$1.85M
FOE
899
DELISTED
Ferro Corporation
FOE
– –
-151,400
Closed -$2.77M
RRD
900
DELISTED
RR Donnelley & Sons Co.
RRD
– –
-22,900
Closed -$287K
34 35
36
37 38

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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.