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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
(-23%)
Cap. Flow
-$2.42B
Cap. Flow
% of AUM
-35.69%
Top 10 Holdings %
Top 10 Hldgs %
23.29%
Holding
957
New
300
Increased
128
Reduced
306
Closed
223
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
State Street Consumer Staples Select Sector SPDR ETF
XLP
|
+$153M |
| 2 |
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
|
+$135M |
| 3 |
Apple
AAPL
|
+$107M |
| 4 |
Amazon
AMZN
|
+$89.5M |
| 5 |
SPDR Gold Trust
GLD
|
+$88M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
iShares Russell 2000 ETF
IWM
|
+$354M |
| 2 |
State Street Financial Select Sector SPDR ETF
XLF
|
+$233M |
| 3 |
iShares MSCI Brazil ETF
EWZ
|
+$161M |
| 4 |
State Street Health Care Select Sector SPDR ETF
XLV
|
+$129M |
| 5 |
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 | |
|---|---|---|---|---|---|---|
251
ArcelorMittal
MT
$52.3B
| $6.26M | 0.09% |
193,700
-214,100
| -53% | -$6.34M |
|
|
EV
252
DELISTED
Eaton Vance Corp.
EV
| $6.23M | 0.09% |
110,500
+61,000
| +123% | +$3.23M |
|
253
Cencora
COR
$60.7B
| $6.21M | 0.09% |
+67,600
| New | +$5.59M |
|
|
IDTI
254
DELISTED
Integrated Device Technology I
IDTI
| $6.2M | 0.09% |
208,400
+39,000
| +23% | +$1.17M |
|
255
BHP
BHP
$218B
| $6.18M | 0.09% |
150,550
-278,681
| -65% | -$10.5M |
|
256
Yum! Brands
YUM
$43.3B
| $6.14M | 0.09% |
75,200
+36,700
| +95% | +$2.9M |
|
257
Magna International
MGA
$19B
| $6.11M | 0.09% |
107,900
-185,100
| -63% | -$10.2M |
|
258
Molina Healthcare
MOH
$10.2B
| $6.07M | 0.09% |
79,100
-21,600
| -21% | -$1.56M |
|
259
Xtrackers Harvest CSI 300 China A-Shares ETF
ASHR
$1.55B
| $6.04M | 0.09% |
194,600
-430,800
| -69% | -$13.2M |
|
260
AMN Healthcare
AMN
$1.35B
| $6.01M | 0.09% |
+122,000
| New | +$5.56M |
|
261
A.O. Smith
AOS
$8.24B
| $5.97M | 0.09% |
97,500
+41,000
| +73% | +$2.49M |
|
262
Infosys
INFY
$48.4B
| $5.96M | 0.09% |
+735,400
| New | +$5.59M |
|
263
KLA
KLAC
$236B
| $5.9M | 0.09% |
+562,000
| New | +$5.92M |
|
264
Knight Transportation
KNX
$11.4B
| $5.87M | 0.09% |
134,200
-61,000
| -31% | -$2.51M |
|
265
Wynn Resorts
WYNN
$10.5B
| $5.85M | 0.09% |
34,700
-34,500
| -50% | -$5.32M |
|
266
Illumina
ILMN
$31B
| $5.83M | 0.09% |
27,448
-38,241
| -58% | -$7.87M |
|
267
Pultegroup
PHM
$24.5B
| $5.83M | 0.09% |
175,400
-262,100
| -60% | -$8.14M |
|
|
JCP
268
DELISTED
J.C. Penney Company, Inc.
JCP
| $5.78M | 0.09% |
+1,829,300
| New | +$5.89M |
|
269
Cheniere Energy
LNG
$54.1B
| $5.74M | 0.08% |
+106,700
| New | +$5.15M |
|
270
Bank of America
BAC
$433B
| $5.74M | 0.08% |
194,500
-3,939,000
| -95% | -$109M |
|
271
Royal Bank of Canada
RY
$292B
| $5.74M | 0.08% |
70,300
-47,400
| -40% | -$3.76M |
|
272
Pilgrim's Pride
PPC
$6.99B
| $5.72M | 0.08% |
184,200
-128,900
| -41% | -$4.21M |
|
|
FITB
273
Fifth Third Bancorp
FITB
$51.3B
| $5.61M | 0.08% |
185,000
-264,000
| -59% | -$7.7M |
|
274
Box
BOX
$4.31B
| $5.55M | 0.08% |
262,700
-46,800
| -15% | -$987K |
|
|
CMA
275
DELISTED
Comerica
CMA
| $5.54M | 0.08% |
63,800
+10,100
| +19% | +$813K |
|
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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.