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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
IQV icon
76
IQVIA
IQV
$39.1B
$27.8M 0.32%
292,700
-18,600
-6% -$1.72M
MON
77
DELISTED
Monsanto Co
MON
$27.3M 0.31%
228,200
+177,400
+349% +$20.9M
BBD icon
78
Banco Bradesco
BBD
$37.9B
$26.3M 0.3%
+4,179,713
New +$24.3M
USB icon
79
US Bancorp
USB
$98B
$26.3M 0.3%
491,400
+314,000
+177% +$16.4M
ROK icon
80
Rockwell Automation
ROK
$52.4B
$25.9M 0.3%
+145,100
New +$24.1M
BNY
81
Bank of New York Mellon
BNY
$106B
$25.8M 0.29%
487,100
-141,400
-22% -$7.42M
HIG icon
82
Hartford Financial Services
HIG
$39.2B
$25.8M 0.29%
465,400
-106,800
-19% -$5.81M
FE icon
83
FirstEnergy
FE
$28.2B
$25.7M 0.29%
+832,200
New +$26.2M
UPS icon
84
United Parcel Service
UPS
$89.5B
$25.5M 0.29%
212,200
-132,600
-38% -$15.1M
ANDV
85
DELISTED
Andeavor
ANDV
$25.4M 0.29%
246,000
-44,700
-15% -$4.4M
CVS icon
86
CVS Health
CVS
$134B
$25.2M 0.29%
+309,800
New +$24.5M
KBE icon
87
State Street SPDR S&P Bank ETF
KBE
$1.64B
$25.1M 0.29%
557,700
+339,600
+156% +$14.6M
CMI icon
88
Cummins
CMI
$87.3B
$25.1M 0.29%
+149,400
New +$24.2M
PNC icon
89
PNC Financial Services
PNC
$99.2B
$24.9M 0.28%
184,700
+93,100
+102% +$11.9M
LVS icon
90
Las Vegas Sands
LVS
$32.3B
$24.7M 0.28%
385,600
-9,900
-3% -$614K
CHTR icon
91
Charter Communications
CHTR
$16.9B
$24M 0.27%
+66,100
New +$24.6M
DHI icon
92
D.R. Horton
DHI
$40.7B
$23.5M 0.27%
588,300
+307,400
+109% +$11.2M
PSX icon
93
Phillips 66
PSX
$84.4B
$23.3M 0.27%
254,200
+64,200
+34% +$5.44M
ECL icon
94
Ecolab
ECL
$78.6B
$22.8M 0.26%
177,600
+33,500
+23% +$4.4M
PG icon
95
Procter & Gamble
PG
$335B
$22.7M 0.26%
+249,800
New +$22.7M
MRVL icon
96
Marvell Technology
MRVL
$165B
$22.7M 0.26%
1,266,800
+337,000
+36% +$5.61M
PX
97
DELISTED
Praxair Inc
PX
$22.4M 0.26%
160,100
+85,000
+113% +$11.3M
TECK icon
98
Teck Resources
TECK
$30.7B
$21.6M 0.25%
1,026,400
+763,400
+290% +$16.6M
PBR icon
99
Petrobras
PBR
$123B
$21.4M 0.24%
+2,132,900
New +$19.4M
BP icon
100
BP
BP
$114B
$21.3M 0.24%
+613,648
New +$19.5M
2 3
4
5 6

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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
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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.