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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
AXP icon
201
American Express
AXP
$228B
$11.7M 0.13%
128,800
-239,700
-65% -$20.6M
KMX icon
202
CarMax
KMX
$8.33B
$11.6M 0.13%
+152,900
New +$10.2M
DTE icon
203
DTE Energy
DTE
$29.5B
$11.5M 0.13%
126,195
+59,102
+88% +$5.48M
CE icon
204
Celanese
CE
$4.91B
$11.5M 0.13%
110,400
-97,900
-47% -$9.62M
IYF icon
205
iShares US Financials ETF
IYF
$4.67B
$11.3M 0.13%
202,000
-126,200
-38% -$6.88M
AEE icon
206
Ameren
AEE
$30.1B
$11.3M 0.13%
195,600
+170,400
+676% +$9.85M
WEC icon
207
WEC Energy
WEC
$35.8B
$11.3M 0.13%
179,700
+168,900
+1,564% +$10.8M
AMC icon
208
AMC Entertainment Holdings
AMC
$2.47B
$11.2M 0.13%
+76,450
New +$12.8M
AGIO icon
209
Agios Pharmaceuticals
AGIO
$1.95B
$11.1M 0.13%
166,600
+120,100
+258% +$7.21M
NRG icon
210
NRG Energy
NRG
$28.3B
$11.1M 0.13%
+432,700
New +$10.2M
ONCE
211
DELISTED
Spark Therapeutics, Inc. Common Stock
ONCE
$10.7M 0.12%
120,000
+78,000
+186% +$5.92M
ALLY icon
212
Ally Financial
ALLY
$13.2B
$10.6M 0.12%
+438,200
New +$9.78M
LLY icon
213
Eli Lilly
LLY
$1.03T
$10.6M 0.12%
123,600
+48,400
+64% +$3.97M
MT icon
214
ArcelorMittal
MT
$52.3B
$10.5M 0.12%
407,800
+117,200
+40% +$3.03M
VOD icon
215
Vodafone
VOD
$37.2B
$10.4M 0.12%
+366,600
New +$10.6M
UI icon
216
Ubiquiti
UI
$32.3B
$10.3M 0.12%
184,600
-10,000
-5% -$576K
WYNN icon
217
Wynn Resorts
WYNN
$10.5B
$10.3M 0.12%
+69,200
New +$9.44M
EXP icon
218
Eagle Materials
EXP
$6.35B
$10.1M 0.12%
+94,700
New +$9.03M
TEX icon
219
Terex
TEX
$7.11B
$10.1M 0.11%
223,500
+165,800
+287% +$6.56M
ADM icon
220
Archer Daniels Midland
ADM
$38.9B
$10M 0.11%
+236,300
New +$9.96M
LH icon
221
Labcorp
LH
$25.9B
$10M 0.11%
77,173
-36,317
-32% -$4.84M
AON icon
222
Aon
AON
$78.3B
$9.99M 0.11%
68,400
-129,000
-65% -$18M
LPX icon
223
Louisiana-Pacific
LPX
$5.02B
$9.83M 0.11%
363,000
+305,800
+535% +$7.79M
OXY icon
224
Occidental Petroleum
OXY
$55.6B
$9.79M 0.11%
+152,500
New +$9.29M
QSR icon
225
Restaurant Brands International
QSR
$25.8B
$9.79M 0.11%
153,300
+72,200
+89% +$4.46M
7 8
9
10 11

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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.