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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
KSS icon
176
Kohl's
KSS
$2.21B
$13.1M 0.15%
285,900
+34,500
+14% +$1.41M
SUM
177
DELISTED
Summit Materials, Inc. Class A Common Stock
SUM
$13M 0.15%
419,920
+69,712
+20% +$1.98M
KO icon
178
Coca-Cola
KO
$381B
$13M 0.15%
288,900
-62,500
-18% -$2.84M
VRSN icon
179
VeriSign
VRSN
$25.9B
$12.9M 0.15%
121,400
+4,700
+4% +$473K
CMS icon
180
CMS Energy
CMS
$22.7B
$12.9M 0.15%
277,700
+185,100
+200% +$8.74M
IYT icon
181
iShares US Transportation ETF
IYT
$2.26B
$12.8M 0.15%
286,800
-167,200
-37% -$7.1M
POT
182
DELISTED
Potash Corp Of Saskatchewan
POT
$12.7M 0.15%
+661,600
New +$11.8M
ILMN icon
183
Illumina
ILMN
$31B
$12.7M 0.15%
65,689
+62,708
+2,104% +$11.7M
VFH icon
184
Vanguard Financials ETF
VFH
$13.5B
$12.7M 0.14%
193,900
-80,500
-29% -$5.08M
FITB
185
Fifth Third Bancorp
FITB
$51.3B
$12.6M 0.14%
449,000
+22,800
+5% +$605K
SRE icon
186
Sempra
SRE
$58.6B
$12.4M 0.14%
+217,200
New +$12.6M
FDX icon
187
FedEx
FDX
$73B
$12.3M 0.14%
54,600
-126,000
-70% -$26.8M
ZAYO
188
DELISTED
Zayo Group Holdings, Inc.
ZAYO
$12.3M 0.14%
357,400
+282,500
+377% +$9.37M
FBIN icon
189
Fortune Brands Innovations
FBIN
$5.88B
$12.3M 0.14%
213,525
+155,961
+271% +$8.63M
CTRA
190
DELISTED
Coterra Energy
CTRA
$12.3M 0.14%
458,100
+203,900
+80% +$5.18M
AAP icon
191
Advance Auto Parts
AAP
$3.39B
$12.1M 0.14%
+121,600
New +$12.3M
IFF icon
192
International Flavors & Fragrances
IFF
$20.3B
$12M 0.14%
+84,200
New +$11.6M
VAR
193
DELISTED
Varian Medical Systems, Inc.
VAR
$12M 0.14%
119,600
+26,800
+29% +$2.75M
PHM icon
194
Pultegroup
PHM
$24.5B
$12M 0.14%
437,500
-65,300
-13% -$1.65M
MRSH
195
Marsh
MRSH
$91.4B
$11.9M 0.14%
141,700
-4,700
-3% -$373K
MLCO icon
196
Melco Resorts & Entertainment
MLCO
$2.24B
$11.8M 0.14%
490,800
+471,000
+2,379% +$10.2M
NDAQ icon
197
Nasdaq
NDAQ
$53.2B
$11.8M 0.13%
+454,500
New +$11.3M
FIS icon
198
Fidelity National Information Services
FIS
$23.8B
$11.7M 0.13%
125,400
-2,100
-2% -$191K
AMT icon
199
American Tower
AMT
$81.3B
$11.7M 0.13%
+85,400
New +$11.9M
CCK icon
200
Crown Holdings
CCK
$12.9B
$11.7M 0.13%
195,300
-216,100
-53% -$12.8M
6 7
8
9 10

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UWPG
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FWM
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RCIM
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GHC
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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.