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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
LDOS icon
776
Leidos
LDOS
$14.1B
– –
-49,800
Closed -$2.57M
LEG icon
777
Leggett & Platt
LEG
$1.37B
– –
-68,300
Closed -$3.59M
LII icon
778
Lennox International
LII
$14.5B
– –
-119,400
Closed -$21.9M
LNG icon
779
Cheniere Energy
LNG
$54.1B
– –
-48,900
Closed -$2.38M
LNN icon
780
Lindsay Corp
LNN
$1.12B
– –
-13,100
Closed -$1.17M
LUV icon
781
Southwest Airlines
LUV
$22.3B
– –
-181,400
Closed -$11.3M
LXRX icon
782
Lexicon Pharmaceuticals
LXRX
$1.04B
– –
-140,100
Closed -$2.3M
LYV icon
783
Live Nation Entertainment
LYV
$42.7B
– –
-228,400
Closed -$7.96M
MAA icon
784
Mid-America Apartment Communities
MAA
$15.5B
– –
-140,300
Closed -$14.8M
MAN icon
785
ManpowerGroup
MAN
$2.41B
– –
-18,700
Closed -$2.09M
MCD icon
786
McDonald's
MCD
$191B
– –
-17,800
Closed -$2.73M
MFIC icon
787
MidCap Financial Investment
MFIC
$796M
– –
-18,533
Closed -$355K
MGM icon
788
MGM Resorts International
MGM
$11.7B
– –
-203,000
Closed -$6.35M
MHK icon
789
Mohawk Industries
MHK
$7.29B
– –
-45,400
Closed -$11M
MKC icon
790
McCormick & Company Non-Voting
MKC
$13.7B
– –
-81,000
Closed -$3.95M
MKTX icon
791
MarketAxess Holdings
MKTX
$5.78B
– –
-28,100
Closed -$5.65M
MTSI icon
792
MACOM Technology Solutions
MTSI
$19B
– –
-143,000
Closed -$7.97M
MUSA icon
793
Murphy USA
MUSA
$11.4B
– –
-14,200
Closed -$1.05M
NBR icon
794
Nabors Industries
NBR
$1.22B
– –
-11,394
Closed -$4.64M
NTAP icon
795
NetApp
NTAP
$34.1B
– –
-246,200
Closed -$9.86M
NTRS icon
796
Northern Trust
NTRS
$22.4B
– –
-82,500
Closed -$8.02M
NVDA icon
797
NVIDIA
NVDA
$4.72T
– –
-27,144,000
Closed -$98.1M
NWSA icon
798
News Corp Class A
NWSA
$15.2B
– –
-192,800
Closed -$2.64M
OHI icon
799
Omega Healthcare
OHI
$15B
– –
-70,500
Closed -$2.33M
OIH icon
800
VanEck Oil Services ETF
OIH
$2.01B
– –
-1,345
Closed -$666K
30 31
32
33 34

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UWPG
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FWM
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RCIM
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NA
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GHC
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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.