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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
TROW icon
101
T. Rowe Price
TROW
$25.6B
$20.9M 0.24%
230,600
+79,100
+52% +$6.54M
GRUB
102
DELISTED
Just Eat Takeaway.com N.V. American Depositary Shares
GRUB
$20.8M 0.24%
197,400
+165,950
+528% +$17M
ETFC
103
DELISTED
E*Trade Financial Corporation
ETFC
$20.7M 0.24%
474,700
+78,100
+20% +$3.17M
CME icon
104
CME Group
CME
$96.1B
$20.6M 0.23%
151,700
-155,000
-51% -$19.6M
LHX icon
105
L3Harris
LHX
$50.7B
$20.2M 0.23%
153,700
+86,400
+128% +$10.4M
ADI icon
106
Analog Devices
ADI
$179B
$20M 0.23%
+232,600
New +$18.8M
COP icon
107
ConocoPhillips
COP
$145B
$19.7M 0.22%
+392,700
New +$17.6M
DOV icon
108
Dover
DOV
$27.5B
$19.5M 0.22%
+264,808
New +$18.4M
NOC icon
109
Northrop Grumman
NOC
$76B
$19.5M 0.22%
67,900
-13,000
-16% -$3.5M
CF icon
110
CF Industries
CF
$19.3B
$19.5M 0.22%
+555,200
New +$17.1M
FCX icon
111
Freeport-McMoran
FCX
$91.2B
$19.4M 0.22%
+1,385,000
New +$19.5M
EXC icon
112
Exelon
EXC
$46.6B
$19.4M 0.22%
721,329
+147,490
+26% +$3.94M
NSC icon
113
Norfolk Southern
NSC
$75B
$19.4M 0.22%
+146,400
New +$17.8M
PCAR icon
114
PACCAR
PCAR
$70.4B
$19.3M 0.22%
+400,350
New +$18.1M
LYB icon
115
LyondellBasell Industries
LYB
$19.5B
$18.5M 0.21%
+186,800
New +$16.8M
WFC icon
116
Wells Fargo
WFC
$258B
$18.5M 0.21%
334,900
-371,000
-53% -$19.7M
EWA icon
117
iShares MSCI Australia ETF
EWA
$1.41B
$18.5M 0.21%
+822,800
New +$18.5M
VWO icon
118
Vanguard FTSE Emerging Markets ETF
VWO
$119B
$18.5M 0.21%
423,500
-335,900
-44% -$14.5M
ASHR icon
119
Xtrackers Harvest CSI 300 China A-Shares ETF
ASHR
$1.55B
$18.3M 0.21%
625,400
+129,000
+26% +$3.68M
CERN
120
DELISTED
Cerner Corp
CERN
$18.2M 0.21%
+255,400
New +$16.9M
EPP icon
121
iShares MSCI Pacific ex Japan ETF
EPP
$2.25B
$17.9M 0.2%
387,600
+13,300
+4% +$613K
SWK icon
122
Stanley Black & Decker
SWK
$14.9B
$17.4M 0.2%
115,300
-4,100
-3% -$590K
XLNX
123
DELISTED
Xilinx Inc
XLNX
$17.3M 0.2%
+243,700
New +$15.9M
MAT icon
124
Mattel
MAT
$4.42B
$17.2M 0.2%
1,109,700
+998,600
+899% +$17.9M
AEP icon
125
American Electric Power
AEP
$69.5B
$17.1M 0.2%
243,700
+140,400
+136% +$10M
3 4
5
6 7

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FWM
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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.