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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 | |
|---|---|---|---|---|---|---|
301
TripAdvisor
TRIP
$1.65B
| $5.04M | 0.07% |
146,300
+116,800
| +396% | +$4.22M |
|
302
Vanguard FTSE All-World ex-US ETF
VEU
$66.8B
| $4.97M | 0.07% |
+90,900
| New | +$4.89M |
|
303
Textron
TXT
$15B
| $4.94M | 0.07% |
87,300
-163,000
| -65% | -$8.88M |
|
304
Celanese
CE
$4.91B
| $4.94M | 0.07% |
46,100
-64,300
| -58% | -$6.83M |
|
305
Southern Copper
SCCO
$145B
| $4.85M | 0.07% |
110,244
-118,551
| -52% | -$4.76M |
|
306
Diamondback Energy
FANG
$56.2B
| $4.85M | 0.07% |
+38,400
| New | +$4.16M |
|
|
IRBT
307
DELISTED
iRobot
IRBT
| $4.85M | 0.07% |
+63,200
| New | +$4.55M |
|
308
Petrobras
PBR
$123B
| $4.84M | 0.07% |
470,400
-1,662,500
| -78% | -$17M |
|
309
Robert Half
RHI
$3.81B
| $4.82M | 0.07% |
+86,700
| New | +$4.61M |
|
310
PVH
PVH
$4.01B
| $4.77M | 0.07% |
+34,800
| New | +$4.55M |
|
311
Raymond James Financial
RJF
$33.6B
| $4.74M | 0.07% |
79,650
+36,900
| +86% | +$2.13M |
|
312
Ingredion
INGR
$6.33B
| $4.7M | 0.07% |
+33,600
| New | +$4.43M |
|
313
Boyd Gaming
BYD
$6.47B
| $4.7M | 0.07% |
134,000
-46,400
| -26% | -$1.4M |
|
314
Western Union
WU
$2.4B
| $4.69M | 0.07% |
+246,600
| New | +$4.84M |
|
315
Ambev
ABEV
$48.2B
| $4.68M | 0.07% |
725,200
-4,024,900
| -85% | -$25.8M |
|
|
SKX
316
DELISTED
Skechers
SKX
| $4.66M | 0.07% |
+123,200
| New | +$3.99M |
|
317
Tapestry
TPR
$30.8B
| $4.66M | 0.07% |
105,400
-30,600
| -23% | -$1.26M |
|
318
Ashland
ASH
$3.33B
| $4.59M | 0.07% |
+64,500
| New | +$4.45M |
|
319
NXP Semiconductors
NXPI
$61.8B
| $4.59M | 0.07% |
39,200
-111,900
| -74% | -$12.9M |
|
320
Eaton
ETN
$150B
| $4.55M | 0.07% |
+57,600
| New | +$4.48M |
|
|
CRC
321
DELISTED
California Resources Corporation
CRC
| $4.55M | 0.07% |
+234,100
| New | +$3.29M |
|
322
YPF
YPF
$20.4B
| $4.54M | 0.07% |
198,300
+60,800
| +44% | +$1.39M |
|
|
CXO
323
DELISTED
CONCHO RESOURCES INC.
CXO
| $4.51M | 0.07% |
+30,000
| New | +$4.17M |
|
324
Nexstar Media Group
NXST
$5.88B
| $4.5M | 0.07% |
+57,600
| New | +$3.87M |
|
325
Aecom
ACM
$9.22B
| $4.49M | 0.07% |
120,800
+52,000
| +76% | +$1.89M |
|
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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.