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QIM

Quantitative Investment Management Portfolio holdings

AUM $917M
1-Year Est. Return 3.96%
This Fund
S&P 500
This Quarter Est. Return
+8.02%
1 Year Est. Return
-3.96%
3 Year Est. Return
+24.59%
5 Year Est. Return
+12.41%
10 Year Est. Return
+164.05%
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 Miscellaneous 38.22%
2 Consumer Discretionary 11.73%
3 Financials 10.51%
4 Technology 10.44%
5 Industrials 8.5%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
MPWR icon
326
Monolithic Power Systems
MPWR
$56.4B
$4.48M 0.07%
+39,900
New +$4.63M
ABB
327
DELISTED
ABB Ltd
ABB
$4.47M 0.07%
166,700
-122,100
-42% -$3.14M
VG
328
DELISTED
Vonage Holdings Corporation
VG
$4.47M 0.07%
439,400
-99,500
-18% -$909K
VOD icon
329
Vodafone
VOD
$40.4B
$4.46M 0.07%
139,900
-226,700
-62% -$6.79M
CNQ icon
330
Canadian Natural Resources
CNQ
$103B
$4.46M 0.07%
254,842
+230,951
+967% +$3.88M
CBT icon
331
Cabot Corp
CBT
$4.05B
$4.44M 0.07%
+72,100
New +$4.33M
PBCT
332
DELISTED
People's United Financial Inc
PBCT
$4.43M 0.07%
237,000
+175,900
+288% +$3.26M
LPX icon
333
Louisiana-Pacific
LPX
$4.57B
$4.39M 0.06%
167,400
-195,600
-54% -$5.3M
ADI icon
334
Analog Devices
ADI
$175B
$4.39M 0.06%
49,300
-183,300
-79% -$16.2M
CTRA
335
DELISTED
Coterra Energy
CTRA
$4.38M 0.06%
153,000
-305,100
-67% -$8.37M
ATVI
336
DELISTED
Activision Blizzard
ATVI
$4.38M 0.06%
+69,100
New +$4.37M
WDR
337
DELISTED
Waddell & Reed Financial, Inc.
WDR
$4.37M 0.06%
195,500
+9,800
+5% +$199K
ST icon
338
Sensata Technologies
ST
$6.1B
$4.36M 0.06%
85,400
-66,100
-44% -$3.26M
BLDR icon
339
Builders FirstSource
BLDR
$6.42B
$4.35M 0.06%
199,600
-29,700
-13% -$563K
FIS icon
340
Fidelity National Information Services
FIS
$19B
$4.32M 0.06%
45,900
-79,500
-63% -$7.47M
SSNC icon
341
SS&C Technologies
SSNC
$18.9B
$4.3M 0.06%
106,300
-63,600
-37% -$2.59M
KLXI
342
DELISTED
KLX Inc.
KLXI
$4.3M 0.06%
+74,718
New +$3.58M
ONCE
343
DELISTED
Spark Therapeutics, Inc. Common Stock
ONCE
$4.29M 0.06%
83,400
-36,600
-31% -$2.63M
STLA icon
344
Stellantis
STLA
$14.3B
$4.29M 0.06%
+240,200
New +$4.22M
ZION icon
345
Zions Bancorporation
ZION
$9.56B
$4.27M 0.06%
84,000
-16,800
-17% -$805K
NUS icon
346
Nu Skin
NUS
$223M
$4.24M 0.06%
62,100
-47,400
-43% -$3.07M
ED icon
347
Consolidated Edison
ED
$39B
$4.23M 0.06%
49,800
+8,500
+21% +$730K
EW icon
348
Edwards Lifesciences
EW
$51.5B
$4.23M 0.06%
112,500
-771,600
-87% -$28.3M
TSM icon
349
TSMC
TSM
$2.17T
$4.19M 0.06%
+105,800
New +$4.29M
MPT
350
Medical Properties Trust
MPT
$2.02B
$4.17M 0.06%
302,600
+168,500
+126% +$2.28M
12 13
14
15 16

Similar funds

HIC
Harvey Investment Company Louisville, Kentucky $918M AUM 14.93% 1-Year Est. Return
AGAM
Avalon Global Asset Management San Francisco, California $917M AUM 87.67% 1-Year Est. Return
RFA
RTD Financial Advisors Philadelphia, Pennsylvania $917M AUM 19.69% 1-Year Est. Return
SPG
Strategic Planning Group Bountiful, Utah $918M AUM 37.38% 1-Year Est. Return
TCM
Twin Capital Management Mcmurray, Pennsylvania $916M AUM 43.28% 1-Year Est. Return
DLP
De Lisle Partners Poole, United Kingdom $916M AUM 54.05% 1-Year Est. Return
SIC
SJS Investment Consulting Sylvania, Ohio $919M AUM 23.4% 1-Year Est. Return
GC
Greenvale Capital London, United Kingdom $916M AUM 32.73% 1-Year Est. Return

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 Miscellaneous at 38% of assets, up from 34% a quarter earlier, followed by Consumer Discretionary and Financials.

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.