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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
PFPT
901
DELISTED
Proofpoint, Inc.
PFPT
– –
-110,700
Closed -$9.61M
SINA
902
DELISTED
Sina Corp
SINA
– –
-227,800
Closed -$19.4M
TIF
903
DELISTED
Tiffany & Co.
TIF
– –
-194,500
Closed -$18.3M
WMGI
904
DELISTED
Wright Medical Group Inc
WMGI
– –
-307,900
Closed -$8.46M
TLRD
905
DELISTED
Tailored Brands, Inc.
TLRD
– –
-376,900
Closed -$4.21M
NE
906
DELISTED
Noble Corporation
NE
– –
-717,700
Closed -$2.6M
TTPH
907
DELISTED
Tetraphase Pharmaceuticals, Inc.
TTPH
– –
-1,905
Closed -$271K
TECD
908
DELISTED
Tech Data Corp
TECD
– –
-69,200
Closed -$6.99M
PGNX
909
DELISTED
Progenics Pharmaceuticals Inc
PGNX
– –
-126,400
Closed -$858K
JCP
910
DELISTED
J.C. Penney Company, Inc.
JCP
– –
-1,105,400
Closed -$5.14M
MLNX
911
DELISTED
Mellanox Technologies, Ltd.
MLNX
– –
-5,400
Closed -$233K
S
912
DELISTED
Sprint Corporation
S
– –
-485,400
Closed -$3.98M
LPT
913
DELISTED
Liberty Property Trust
LPT
– –
-36,900
Closed -$1.5M
BID
914
DELISTED
Sotheby's
BID
– –
-12,200
Closed -$654K
APC
915
DELISTED
Anadarko Petroleum
APC
– –
-589,800
Closed -$26.7M
ARRY
916
DELISTED
Array Biopharma Inc
ARRY
– –
-443,700
Closed -$3.71M
INSY
917
DELISTED
Insys Therapeutics, Inc.
INSY
– –
-69,500
Closed -$879K
ULTI
918
DELISTED
Ultimate Software Group Inc
ULTI
– –
-24,300
Closed -$5.1M
ELLI
919
DELISTED
Ellie Mae Inc
ELLI
– –
-61,000
Closed -$6.7M
RDC
920
DELISTED
Rowan Companies Plc
RDC
– –
-230,800
Closed -$2.36M
ARRS
921
DELISTED
ARRIS International plc Ordinary Shares
ARRS
– –
-265,100
Closed -$7.43M
ESL
922
DELISTED
Esterline Technologies
ESL
– –
-20,400
Closed -$1.93M
NTRI
923
DELISTED
NutriSystem, Inc.
NTRI
– –
-28,600
Closed -$1.49M
LOXO
924
DELISTED
Loxo Oncology, Inc
LOXO
– –
-26,100
Closed -$2.09M
NFX
925
DELISTED
Newfield Exploration
NFX
– –
-15,300
Closed -$435K
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.