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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
PM icon
51
Philip Morris
PM
$299B
$35.8M 0.41%
+322,100
New +$37.5M
EWJ icon
52
iShares MSCI Japan ETF
EWJ
$22.1B
$35.5M 0.41%
637,900
+218,200
+52% +$11.9M
TXN icon
53
Texas Instruments
TXN
$255B
$35.4M 0.4%
+394,500
New +$32.4M
TEVA icon
54
Teva Pharmaceuticals
TEVA
$41.2B
$35.1M 0.4%
1,997,200
+1,856,500
+1,319% +$41.8M
ILF icon
55
iShares Latin America 40 ETF
ILF
$3.85B
$33.7M 0.38%
+960,100
New +$32.4M
PH icon
56
Parker-Hannifin
PH
$121B
$33.1M 0.38%
189,400
+180,100
+1,937% +$29.6M
AMGN icon
57
Amgen
AMGN
$209B
$33.1M 0.38%
+177,500
New +$31.5M
EW icon
58
Edwards Lifesciences
EW
$50B
$32.2M 0.37%
+884,100
New +$33.7M
BIDU icon
59
Baidu
BIDU
$36.5B
$32.1M 0.37%
+129,400
New +$28.2M
BLK icon
60
Blackrock
BLK
$170B
$31.8M 0.36%
71,200
-21,000
-23% -$8.96M
ITUB icon
61
Itaú Unibanco
ITUB
$93B
$31.4M 0.36%
+4,719,789
New +$28.8M
ABEV icon
62
Ambev
ABEV
$48.2B
$31.3M 0.36%
+4,750,100
New +$29.4M
ZTS icon
63
Zoetis
ZTS
$31.9B
$31.1M 0.36%
488,000
+4,400
+0.9% +$276K
GEN icon
64
Gen Digital
GEN
$16.3B
$31M 0.35%
945,900
+465,900
+97% +$14.2M
EWW icon
65
iShares MSCI Mexico ETF
EWW
$1.93B
$30.8M 0.35%
+564,700
New +$31.7M
URI icon
66
United Rentals
URI
$66.5B
$30.2M 0.35%
217,900
+167,100
+329% +$20M
XHB icon
67
State Street SPDR S&P Homebuilders ETF
XHB
$1.61B
$30.1M 0.34%
755,900
+360,400
+91% +$13.9M
GAP
68
The Gap Inc
GAP
$7.34B
$30M 0.34%
+1,016,400
New +$25M
TLT icon
69
iShares 20+ Year Treasury Bond ETF
TLT
$42.4B
$30M 0.34%
+240,400
New +$30.2M
LEA icon
70
Lear
LEA
$7.33B
$28.9M 0.33%
+167,100
New +$25.3M
HON icon
71
Honeywell
HON
$76.7B
$28.9M 0.33%
+225,606
New +$28M
CTSH icon
72
Cognizant
CTSH
$24.3B
$28.8M 0.33%
397,500
-30,700
-7% -$2.16M
ABBV icon
73
AbbVie
ABBV
$455B
$28.7M 0.33%
323,400
-427,400
-57% -$32.5M
CCI icon
74
Crown Castle
CCI
$33.4B
$28.4M 0.32%
284,200
+272,800
+2,393% +$27.9M
PEG icon
75
Public Service Enterprise Group
PEG
$38.6B
$28.2M 0.32%
609,800
+573,200
+1,566% +$26M
1 2
3
4 5

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TFP
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UWPG
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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
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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.