We are live on ! Find out more
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
AER icon
151
AerCap
AER
$24.1B
$15.1M 0.17%
295,000
+286,500
+3,371% +$14M
PBR.A icon
152
Petrobras Class A
PBR.A
$109B
$15M 0.17%
+1,549,700
New +$13.5M
HLT icon
153
Hilton Worldwide
HLT
$72.5B
$14.9M 0.17%
214,900
+163,600
+319% +$10.4M
SBAC icon
154
SBA Communications
SBAC
$19.3B
$14.8M 0.17%
+102,800
New +$14.6M
AGNC icon
155
AGNC Investment
AGNC
$12.7B
$14.8M 0.17%
+681,400
New +$14.6M
MA icon
156
Mastercard
MA
$510B
$14.8M 0.17%
+104,600
New +$13.8M
WLK icon
157
Westlake Corp
WLK
$9.19B
$14.7M 0.17%
176,900
+138,000
+355% +$10.1M
BLUE
158
DELISTED
bluebird bio
BLUE
$14.6M 0.17%
8,206
+115
+1% +$161K
TWX
159
DELISTED
Time Warner Inc
TWX
$14.6M 0.17%
142,200
-203,900
-59% -$20.7M
XME icon
160
State Street SPDR S&P Metals & Mining ETF
XME
$3.92B
$14.3M 0.16%
445,100
+70,600
+19% +$2.21M
ICE icon
161
Intercontinental Exchange
ICE
$88.4B
$14.2M 0.16%
207,400
-338,300
-62% -$22.3M
TNL icon
162
Travel + Leisure Co
TNL
$4.61B
$14.2M 0.16%
+298,361
New +$13.6M
SU icon
163
Suncor Energy
SU
$78.8B
$14.2M 0.16%
+405,300
New +$12.9M
VALE icon
164
Vale
VALE
$63.8B
$14M 0.16%
1,394,100
-236,300
-14% -$2.38M
SRPT icon
165
Sarepta Therapeutics
SRPT
$1.64B
$13.8M 0.16%
304,100
+149,700
+97% +$5.98M
MNST icon
166
Monster Beverage
MNST
$95.5B
$13.7M 0.16%
+497,400
New +$13.4M
RMD icon
167
ResMed
RMD
$30.3B
$13.7M 0.16%
178,500
+8,000
+5% +$612K
RICE
168
DELISTED
Rice Energy Inc.
RICE
$13.6M 0.16%
471,100
+401,800
+580% +$11M
PCG icon
169
PG&E
PCG
$39.2B
$13.6M 0.15%
199,300
+191,500
+2,455% +$13.1M
SCHW
170
Charles Schwab
SCHW
$181B
$13.5M 0.15%
308,600
-264,200
-46% -$11M
TXT icon
171
Textron
TXT
$15B
$13.5M 0.15%
+250,300
New +$12.4M
KSU
172
DELISTED
Kansas City Southern
KSU
$13.4M 0.15%
123,700
-75,300
-38% -$7.9M
BBL
173
DELISTED
BHP Group Plc American Depositary Shares (Each representing two Ordinary Shares)
BBL
$13.4M 0.15%
+378,500
New +$13.5M
CS
174
DELISTED
Credit Suisse Group
CS
$13.2M 0.15%
+838,100
New +$12.7M
PHG icon
175
Philips
PHG
$25.8B
$13.2M 0.15%
422,233
-463,336
-52% -$13.5M
5 6
7
8 9

Similar funds

MK
MASTERINVEST Kapitalanlage Vienna $962M AUM 27.59% 1-Year Est. Return
TFP
Triple Frond Partners San Francisco, California $963M AUM 27.45% 1-Year Est. Return
UWPG
Ullmann Wealth Partners Group Jacksonville Beach, Florida $963M AUM 17.06% 1-Year Est. Return
FWM
Focused Wealth Management Newburgh, New York $964M AUM 18.71% 1-Year Est. Return
RCIM
Red Cedar Investment Management Grand Rapids, Michigan $965M AUM 30.25% 1-Year Est. Return
TC
TwinBeech Capital Purchase, New York $965M AUM 0.23% 1-Year Est. Return
NA
Navellier & Associates Reno, Nevada $960M AUM 79.37% 1-Year Est. Return
GHC
Graham Holdings Company Arlington, Virginia $967M AUM 15.12% 1-Year Est. Return

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.