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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
ATHN
926
DELISTED
Athenahealth, Inc.
ATHN
– –
-40,500
Closed -$5.69M
DNB
927
DELISTED
Dun & Bradstreet
DNB
– –
-22,600
Closed -$2.44M
TSRO
928
DELISTED
TESARO, Inc.
TSRO
– –
-9,400
Closed -$1.31M
OCLR
929
DELISTED
Oclaro Inc.
OCLR
– –
-248,800
Closed -$2.32M
LHO
930
DELISTED
LaSalle Hotel Properties
LHO
– –
-161,700
Closed -$4.82M
AFSI
931
DELISTED
AmTrust Financial Services, Inc.
AFSI
– –
-94,600
Closed -$1.43M
AET
932
DELISTED
Aetna Inc
AET
– –
-112,200
Closed -$17M
SHLD
933
DELISTED
Sears Holding Corporation
SHLD
– –
-27,100
Closed -$240K
KLXI
934
DELISTED
KLX Inc.
KLXI
– –
-22,060
Closed -$930K
FMI
935
DELISTED
Foundation Medicine, Inc.
FMI
– –
-45,900
Closed -$1.82M
KND
936
DELISTED
Kindred Healthcare
KND
– –
-16,600
Closed -$193K
IPXL
937
DELISTED
Impax Laboratories, Inc.
IPXL
– –
-25,300
Closed -$407K
LVNTA
938
DELISTED
Liberty Interactive Corporation Series A Liberty Ventures
LVNTA
– –
-61,300
Closed -$3.21M
LVLT
939
DELISTED
Level 3 Communications Inc
LVLT
– –
-80,800
Closed -$4.79M
WBMD
940
DELISTED
WebMD Health Corp.
WBMD
– –
-16,200
Closed -$950K
DD
941
DELISTED
Du Pont De Nemours E I
DD
– –
-100,400
Closed -$8.1M
SFR
942
DELISTED
Starwood Waypoint Homes
SFR
– –
-123,300
Closed -$4.23M
DCT
943
DELISTED
DCT Industrial Trust Inc.
DCT
– –
-68,600
Closed -$3.67M
ESV
944
DELISTED
Ensco Rowan plc
ESV
– –
-185,050
Closed -$3.82M
YELL
945
DELISTED
Yellow Corporation Common Stock
YELL
– –
-30,300
Closed -$336K
CKH
946
DELISTED
Seacor Holdings Inc.
CKH
– –
-25,747
Closed -$854K
DST
947
DELISTED
DST Systems Inc.
DST
– –
-17,000
Closed -$1.05M
VXX
948
DELISTED
iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019
VXX
– –
-256,600
Closed -$13.1M
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.