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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
NEE icon
126
NextEra Energy
NEE
$183B
$17.1M 0.2%
466,800
+383,600
+461% +$14.1M
NXPI icon
127
NXP Semiconductors
NXPI
$61.8B
$17.1M 0.2%
151,100
-188,400
-55% -$21M
YELP icon
128
Yelp
YELP
$1.44B
$17M 0.19%
+393,600
New +$15.2M
GD icon
129
General Dynamics
GD
$103B
$17M 0.19%
+82,800
New +$16.6M
GLD icon
130
SPDR Gold Trust
GLD
$133B
$16.9M 0.19%
+139,200
New +$16.9M
MNDT
131
DELISTED
Mandiant, Inc. Common Stock
MNDT
$16.8M 0.19%
+1,004,600
New +$15.4M
AMP icon
132
Ameriprise Financial
AMP
$48.1B
$16.8M 0.19%
113,400
+25,800
+29% +$3.6M
DUK icon
133
Duke Energy
DUK
$98.4B
$16.5M 0.19%
+197,200
New +$16.9M
OKE icon
134
Oneok
OKE
$56.1B
$16.5M 0.19%
+298,500
New +$16.1M
AMG icon
135
Affiliated Managers Group
AMG
$9.65B
$16.5M 0.19%
+87,000
New +$15.5M
QRVO icon
136
Qorvo
QRVO
$8.01B
$16.4M 0.19%
231,500
+83,200
+56% +$5.8M
APH icon
137
Amphenol
APH
$197B
$16.3M 0.19%
772,000
-263,600
-25% -$5.18M
BTI icon
138
British American Tobacco
BTI
$133B
$16.2M 0.18%
+259,300
New +$16.7M
CFG icon
139
Citizens Financial Group
CFG
$30.3B
$16.2M 0.18%
427,000
+160,000
+60% +$5.6M
RHT
140
DELISTED
Red Hat Inc
RHT
$16.1M 0.18%
145,400
+31,100
+27% +$3.18M
WP
141
DELISTED
Worldpay, Inc.
WP
$16.1M 0.18%
+227,800
New +$15.5M
D icon
142
Dominion Energy
D
$61.3B
$16M 0.18%
208,600
+193,300
+1,263% +$15M
WM icon
143
Waste Management
WM
$90.9B
$15.7M 0.18%
200,700
+95,200
+90% +$7.23M
MGA icon
144
Magna International
MGA
$19B
$15.6M 0.18%
293,000
+105,500
+56% +$5.12M
PII icon
145
Polaris
PII
$3.88B
$15.6M 0.18%
149,200
+94,600
+173% +$8.96M
ROP icon
146
Roper Technologies
ROP
$38.5B
$15.5M 0.18%
63,800
+28,000
+78% +$6.58M
BHP icon
147
BHP
BHP
$218B
$15.5M 0.18%
+429,231
New +$15.7M
TSN icon
148
Tyson Foods
TSN
$21.4B
$15.5M 0.18%
220,200
+172,000
+357% +$11M
XRX icon
149
Xerox
XRX
$456M
$15.5M 0.18%
465,400
+414,000
+805% +$13M
RF icon
150
Regions Financial
RF
$26.3B
$15.1M 0.17%
990,800
+567,300
+134% +$8.16M
4 5
6
7 8

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FWM
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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.