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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 | |
|---|---|---|---|---|---|---|
276
Cimpress
CMPR
$2.29B
| $5.51M | 0.08% |
46,000
+23,400
| +104% | +$2.68M |
|
277
Fortune Brands Innovations
FBIN
$5.88B
| $5.5M | 0.08% |
94,068
-119,457
| -56% | -$6.78M |
|
278
F5
FFIV
$22.1B
| $5.48M | 0.08% |
+41,800
| New | +$5.19M |
|
279
Globe Life
GL
$14.2B
| $5.48M | 0.08% |
60,400
+38,700
| +178% | +$3.32M |
|
280
Huntington Bancshares
HBAN
$34.5B
| $5.47M | 0.08% |
375,700
-147,100
| -28% | -$2.07M |
|
281
Brookfield
BN
$103B
| $5.45M | 0.08% |
350,902
-91,930
| -21% | -$1.39M |
|
282
Jack Henry & Associates
JKHY
$11B
| $5.45M | 0.08% |
+46,600
| New | +$5.21M |
|
283
Ubiquiti
UI
$32.3B
| $5.36M | 0.08% |
75,500
-109,100
| -59% | -$6.99M |
|
284
Trinity Industries
TRN
$2.73B
| $5.34M | 0.08% |
198,210
-71,534
| -27% | -$1.78M |
|
285
Jacobs Solutions
J
$15.7B
| $5.34M | 0.08% |
97,927
+31,071
| +46% | +$1.59M |
|
286
Children's Place
PLCE
$54.3M
| $5.3M | 0.08% |
36,500
-21,800
| -37% | -$2.65M |
|
287
Crane NXT
CXT
$2.97B
| $5.3M | 0.08% |
+171,013
| New | +$5M |
|
288
Armstrong World Industries
AWI
$7.37B
| $5.28M | 0.08% |
87,200
-9,000
| -9% | -$496K |
|
289
Hartford Financial Services
HIG
$39.2B
| $5.27M | 0.08% |
93,700
-371,700
| -80% | -$20.7M |
|
290
UBS Group
UBS
$175B
| $5.27M | 0.08% |
286,700
-155,600
| -35% | -$2.7M |
|
291
Hubbell
HUBB
$25B
| $5.26M | 0.08% |
+38,900
| New | +$4.85M |
|
|
AMTD
292
DELISTED
TD Ameritrade Holding Corp
AMTD
| $5.26M | 0.08% |
102,900
-94,800
| -48% | -$4.74M |
|
293
Sherwin-Williams
SHW
$83.7B
| $5.25M | 0.08% |
38,400
+24,300
| +172% | +$3.19M |
|
294
Hexcel
HXL
$7.76B
| $5.23M | 0.08% |
84,500
+45,400
| +116% | +$2.76M |
|
|
FTR
295
DELISTED
Frontier Communications Corp.
FTR
| $5.17M | 0.08% |
765,400
+4,600
| +0.6% | +$42.9K |
|
296
Electronic Arts
EA
$52.9B
| $5.17M | 0.08% |
+49,200
| New | +$5.47M |
|
|
PRAH
297
DELISTED
PRA Health Sciences, Inc.
PRAH
| $5.09M | 0.08% |
+55,900
| New | +$4.65M |
|
298
Alliant Energy
LNT
$18.3B
| $5.09M | 0.08% |
119,400
-78,500
| -40% | -$3.42M |
|
299
Norfolk Southern
NSC
$75B
| $5.06M | 0.07% |
34,900
-111,500
| -76% | -$15M |
|
300
American Water Works
AWK
$26.7B
| $5.04M | 0.07% |
55,100
-13,400
| -20% | -$1.18M |
|
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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.