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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
IWM icon
1
iShares Russell 2000 ETF
IWM
$80.2B
$596M 6.8%
4,022,500
+2,039,000
+103% +$287M
XLF icon
2
State Street Financial Select Sector SPDR ETF
XLF
$56.8B
$534M 6.09%
20,638,000
+12,048,100
+140% +$301M
XLI icon
3
State Street Industrial Select Sector SPDR ETF
XLI
$32.5B
$189M 2.15%
2,657,200
+2,317,300
+682% +$159M
EWZ icon
4
iShares MSCI Brazil ETF
EWZ
$9.25B
$178M 2.03%
+4,260,200
New +$167M
XLV icon
5
State Street Health Care Select Sector SPDR ETF
XLV
$42.2B
$129M 1.47%
1,579,700
-1,110,700
-41% -$89.2M
XLU icon
6
State Street Utilities Select Sector SPDR ETF
XLU
$23B
$124M 1.42%
+4,678,800
New +$126M
BAC icon
7
Bank of America
BAC
$433B
$105M 1.2%
4,133,500
-342,400
-8% -$8.31M
HYG icon
8
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$15.9B
$93.9M 1.07%
+1,057,800
New +$93.3M
CSCO icon
9
Cisco
CSCO
$448B
$80.7M 0.92%
+2,399,200
New +$76.4M
GS icon
10
Goldman Sachs
GS
$302B
$76.9M 0.88%
324,100
+151,200
+87% +$34.1M
JPM icon
11
JPMorgan Chase
JPM
$933B
$75.7M 0.86%
792,900
-462,300
-37% -$42.6M
MRK icon
12
Merck
MRK
$321B
$67.9M 0.77%
1,111,299
+481,241
+76% +$29.2M
XLB icon
13
State Street Materials Select Sector SPDR ETF
XLB
$8.71B
$67.3M 0.77%
+2,370,000
New +$65.2M
GM icon
14
General Motors
GM
$80B
$66.5M 0.76%
1,646,700
+602,500
+58% +$22M
KRE icon
15
State Street SPDR S&P Regional Banking ETF
KRE
$4.49B
$64.7M 0.74%
1,139,800
+941,100
+474% +$50.6M
DXJ icon
16
WisdomTree Japan Hedged Equity Fund
DXJ
$7.13B
$61.9M 0.71%
1,131,200
+858,200
+314% +$45M
MDY icon
17
State Street SPDR S&P MIDCAP 400 ETF Trust
MDY
$26.6B
$61.4M 0.7%
+188,100
New +$59.8M
XBI icon
18
State Street SPDR S&P Biotech ETF
XBI
$10.3B
$59.3M 0.68%
684,700
-767,298
-53% -$61.5M
HD icon
19
Home Depot
HD
$332B
$59M 0.67%
360,900
+240,900
+201% +$36.9M
RSX
20
DELISTED
VanEck Russia ETF
RSX
$58M 0.66%
+2,602,900
New +$53.7M
INTC icon
21
Intel
INTC
$460B
$58M 0.66%
+1,523,100
New +$54.1M
NFLX icon
22
Netflix
NFLX
$305B
$55.9M 0.64%
+3,084,000
New +$53.8M
EFA icon
23
iShares MSCI EAFE ETF
EFA
$78.5B
$55.7M 0.64%
812,800
+5,300
+0.7% +$354K
MU icon
24
Micron Technology
MU
$988B
$53.4M 0.61%
+1,357,700
New +$42.9M
ITB icon
25
iShares US Home Construction ETF
ITB
$2.29B
$53.2M 0.61%
1,454,800
+1,199,300
+469% +$41.3M
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.