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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
+8.02%
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
$6.79B
AUM Growth
-$1.98B
Cap. Flow
-$2.42B
Cap. Flow %
-35.69%
Top 10 Hldgs %
23.29%
Holding
957
New
300
Increased
128
Reduced
306
Closed
223

Top Buys

Rank Stock Value
1
XLP icon
State Street Consumer Staples Select Sector SPDR ETF
XLP
+$153M
2
XLY icon
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
+$135M
3
AAPL icon
Apple
AAPL
+$107M
4
AMZN icon
Amazon
AMZN
+$89.5M
5
GLD icon
SPDR Gold Trust
GLD
+$88M

Top Sells

Rank Stock Value
1
IWM icon
iShares Russell 2000 ETF
IWM
+$354M
2
XLF icon
State Street Financial Select Sector SPDR ETF
XLF
+$233M
3
EWZ icon
iShares MSCI Brazil ETF
EWZ
+$161M
4
XLV icon
State Street Health Care Select Sector SPDR ETF
XLV
+$129M
5
XLU icon
State Street Utilities Select Sector SPDR ETF
XLU
+$124M

Sector Composition

Rank Sector Weight
1 Consumer Discretionary 11.28%
2 Financials 10.28%
3 Technology 9.81%
4 Industrials 8.5%
5 Healthcare 4.49%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
XLV icon
901
State Street Health Care Select Sector SPDR ETF
XLV
$42.9B
– –
-1,579,700
Closed -$129M
XRX icon
902
Xerox
XRX
$345M
– –
-465,400
Closed -$15.5M
ZG icon
903
Zillow
ZG
$7.85B
– –
-86,400
Closed -$3.47M
PRKS icon
904
United Parks & Resorts
PRKS
$2.19B
– –
-158,900
Closed -$2.06M
NBIS
905
Nebius Group N.V.
NBIS
$37.6B
– –
-122,500
Closed -$4.04M
JOYY
906
JOYY Inc
JOYY
$3.73B
– –
-33,500
Closed -$2.91M
LGF.A
907
DELISTED
Lions Gate Entertainment Corp. Class A Voting Shares
LGF.A
– –
-13,500
Closed -$451K
TUP
908
DELISTED
Tupperware Brands Corporation
TUP
– –
-34,300
Closed -$2.12M
SPWR
909
DELISTED
SunPower Corporation Common Stock
SPWR
– –
-78,030
Closed -$372K
LL
910
DELISTED
LL Flooring Holdings, Inc.
LL
– –
-195,900
Closed -$7.64M
CONN
911
DELISTED
Conn's Inc.
CONN
– –
-47,200
Closed -$1.33M
CBD
912
DELISTED
Companhia Brasileira de Distribuicao
CBD
– –
-92,000
Closed -$2.18M
NXGN
913
DELISTED
NextGen Healthcare, Inc. Common Stock
NXGN
– –
-52,800
Closed -$830K
INFI
914
DELISTED
Infinity Pharmaceuticals, Inc.
INFI
– –
-46,400
Closed -$61K
ISEE
915
DELISTED
IVERIC bio, Inc. Common Stock
ISEE
– –
-319,300
Closed -$900K
MNDT
916
DELISTED
Mandiant, Inc. Common Stock
MNDT
– –
-1,004,600
Closed -$16.8M
ARNA
917
DELISTED
Arena Pharmaceuticals Inc
ARNA
– –
-17,000
Closed -$433K
NUAN
918
DELISTED
Nuance Communications, Inc.
NUAN
– –
-198,314
Closed -$2.7M
RDS.A
919
DELISTED
Royal Dutch Shell PLC ADS Class A
RDS.A
– –
-47,500
Closed -$2.88M
RDS.B
920
DELISTED
Royal Dutch Shell PLC ADS Class B
RDS.B
– –
-39,100
Closed -$2.44M
ALXN
921
DELISTED
Alexion Pharmaceuticals
ALXN
– –
-34,300
Closed -$4.81M
NAV
922
DELISTED
Navistar International
NAV
– –
-20,700
Closed -$912K
QEP
923
DELISTED
QEP RESOURCES, INC.
QEP
– –
-1,113,200
Closed -$9.54M
GPOR
924
DELISTED
Gulfport Energy Corp.
GPOR
– –
-173,600
Closed -$2.49M
IMMU
925
DELISTED
Immunomedics Inc
IMMU
– –
-25,200
Closed -$352K
35 36
37
38 39

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Quantitative Investment Management's Q4 2017 Portfolio in Review

As of Q4 2017, Quantitative Investment Management held 957 positions worth $6.79B, down 23% from $8.76B the previous quarter. Its ten largest holdings account for 23% of the portfolio.

Quantitative Investment Management withdrew a net $2.42B in Q4 2017, closing 223 positions and reducing 306 holdings. Its most notable exit was State Street Health Care Select Sector SPDR ETF, an estimated $129M position sold in full.

By sector, the portfolio is most concentrated in Consumer Discretionary at 11% of assets, up from 8.2% a quarter earlier, followed by Financials and Technology.

Against the trend, Quantitative Investment Management opened a new position in State Street Consumer Staples Select Sector SPDR ETF worth $159M.

  • Quantitative Investment Management's largest Q4 2017 buy was State Street Consumer Staples Select Sector SPDR ETF: 2,786,500 shares worth $159M.
  • Quantitative Investment Management added most to State Street Consumer Discretionary Select Sector SPDR ETF in Q4 2017, an estimated $135M increase.
  • Quantitative Investment Management's biggest Q4 2017 reduction was iShares Russell 2000 ETF, cutting an estimated $354M.
  • Quantitative Investment Management fully exited State Street Health Care Select Sector SPDR ETF in Q4 2017, selling an estimated $129M.
  • Quantitative Investment Management's ten largest holdings make up 23% of its $6.79B portfolio in Q4 2017.
  • Quantitative Investment Management opened 300 new positions and closed 223 in Q4 2017.
  • Quantitative Investment Management's portfolio value fell 23% quarter-over-quarter to $6.79B.

Based on Quantitative Investment Management's 13F filing for Q4 2017, filed 14 Feb 2018.