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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
SUM
226
DELISTED
Summit Materials, Inc. Class A Common Stock
SUM
$6.95M 0.1%
224,757
-195,163
-46% -$5.87M
MTB icon
227
M&T Bank
MTB
$35.8B
$6.92M 0.1%
40,500
+29,800
+279% +$4.94M
TECK icon
228
Teck Resources
TECK
$30.7B
$6.92M 0.1%
264,400
-762,000
-74% -$17.4M
DY icon
229
Dycom Industries
DY
$12.5B
$6.9M 0.1%
+61,900
New +$5.97M
AMT icon
230
American Tower
AMT
$81.3B
$6.83M 0.1%
47,900
-37,500
-44% -$5.35M
JNPR
231
DELISTED
Juniper Networks
JNPR
$6.82M 0.1%
+239,400
New +$6.47M
ALSN icon
232
Allison Transmission
ALSN
$9.57B
$6.79M 0.1%
157,600
+90,400
+135% +$3.68M
JLL icon
233
Jones Lang LaSalle
JLL
$16.8B
$6.76M 0.1%
45,400
+38,900
+598% +$5.5M
HUM icon
234
Humana
HUM
$44B
$6.75M 0.1%
27,200
+8,100
+42% +$2M
MCO icon
235
Moody's
MCO
$83.5B
$6.72M 0.1%
45,500
+19,700
+76% +$2.89M
CAVM
236
DELISTED
Cavium, Inc.
CAVM
$6.66M 0.1%
79,500
+29,800
+60% +$2.31M
WEX icon
237
WEX
WEX
$6.35B
$6.64M 0.1%
47,000
+39,000
+488% +$4.88M
IQV icon
238
IQVIA
IQV
$39.1B
$6.63M 0.1%
67,700
-225,000
-77% -$22.9M
LLL
239
DELISTED
L3 Technologies, Inc.
LLL
$6.61M 0.1%
33,400
-3,200
-9% -$609K
CMCSA icon
240
Comcast
CMCSA
$84B
$6.58M 0.1%
+164,400
New +$6.18M
LII icon
241
Lennox International
LII
$14.5B
$6.58M 0.1%
+31,600
New +$6.16M
WPM icon
242
Wheaton Precious Metals
WPM
$51.5B
$6.55M 0.1%
295,900
+62,700
+27% +$1.31M
ICE icon
243
Intercontinental Exchange
ICE
$88.4B
$6.5M 0.1%
92,100
-115,300
-56% -$7.92M
FLEX icon
244
Flex
FLEX
$41B
$6.39M 0.09%
471,483
+341,968
+264% +$4.62M
TMUS icon
245
T-Mobile US
TMUS
$186B
$6.35M 0.09%
+100,000
New +$6.1M
EBAY icon
246
eBay
EBAY
$50.4B
$6.34M 0.09%
167,900
-1,155,100
-87% -$42.9M
R icon
247
Ryder
R
$9.9B
$6.32M 0.09%
75,100
+19,300
+35% +$1.58M
TFC icon
248
Truist Financial
TFC
$63.5B
$6.29M 0.09%
+126,600
New +$6.11M
LEA icon
249
Lear
LEA
$7.33B
$6.27M 0.09%
35,500
-131,600
-79% -$23.1M
NDAQ icon
250
Nasdaq
NDAQ
$53.2B
$6.27M 0.09%
244,800
-209,700
-46% -$5.29M
8 9
10
11 12

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FWM
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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.