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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
EBAY icon
26
eBay
EBAY
$50.4B
$50.9M 0.58%
+1,323,000
New +$48.1M
EEM icon
27
iShares MSCI Emerging Markets ETF
EEM
$28.6B
$50M 0.57%
1,115,500
+49,000
+5% +$2.16M
PFE icon
28
Pfizer
PFE
$142B
$48.6M 0.55%
1,434,178
+1,235,394
+621% +$39.7M
JNK icon
29
State Street SPDR Bloomberg High Yield Bond ETF
JNK
$7.07B
$47.9M 0.55%
+428,000
New +$47.7M
TMO icon
30
Thermo Fisher Scientific
TMO
$214B
$47.2M 0.54%
249,600
+149,000
+148% +$27M
CELG
31
DELISTED
Celgene Corp
CELG
$47.1M 0.54%
322,900
-163,900
-34% -$22.3M
ACN icon
32
Accenture
ACN
$99.9B
$46.2M 0.53%
341,800
+174,800
+105% +$22.8M
BIIB icon
33
Biogen
BIIB
$30.7B
$45.6M 0.52%
145,500
+110,500
+316% +$32.7M
MMM icon
34
3M
MMM
$90.8B
$44.8M 0.51%
255,466
+48,438
+23% +$8.39M
ACWI icon
35
iShares MSCI ACWI ETF
ACWI
$32.7B
$44.5M 0.51%
+646,000
New +$43.5M
DIA icon
36
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
$45.5B
$44.1M 0.5%
196,900
-41,600
-17% -$9.1M
EMR icon
37
Emerson Electric
EMR
$83.3B
$43.8M 0.5%
+697,500
New +$42.1M
C icon
38
Citigroup
C
$222B
$42.4M 0.48%
582,600
-123,600
-18% -$8.44M
MET icon
39
MetLife
MET
$62.5B
$41.1M 0.47%
791,600
+501,226
+173% +$24.4M
VLO icon
40
Valero Energy
VLO
$92.6B
$40.6M 0.46%
527,300
+26,000
+5% +$1.79M
GDX icon
41
VanEck Gold Miners ETF
GDX
$23.5B
$40M 0.46%
+1,740,700
New +$40.2M
IBB icon
42
iShares Biotechnology ETF
IBB
$9.52B
$39.7M 0.45%
357,300
-644,100
-64% -$68.8M
UNP icon
43
Union Pacific
UNP
$172B
$39.2M 0.45%
+338,400
New +$36.3M
MS icon
44
Morgan Stanley
MS
$330B
$38.9M 0.44%
808,400
+294,600
+57% +$13.7M
BRK.B icon
45
Berkshire Hathaway Class B
BRK.B
$1.1T
$38.9M 0.44%
212,400
+125,900
+146% +$22.2M
FAS icon
46
Direxion Daily Financial Bull 3x ETF
FAS
$2.44B
$38.9M 0.44%
695,000
+424,600
+157% +$21.9M
V icon
47
Visa
V
$673B
$38.9M 0.44%
369,300
+267,300
+262% +$27.1M
VMW
48
DELISTED
VMware, Inc
VMW
$38.2M 0.44%
+349,800
New +$34.5M
F icon
49
Ford
F
$59.3B
$37.3M 0.43%
+3,117,900
New +$35.2M
BSX icon
50
Boston Scientific
BSX
$68.4B
$35.8M 0.41%
1,226,900
+865,800
+240% +$23.9M
1
2
3 4 5

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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.