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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 | |
|---|---|---|---|---|---|---|
326
Monolithic Power Systems
MPWR
$64.7B
| $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 |
|
329
Vodafone
VOD
$37.2B
| $4.46M | 0.07% |
139,900
-226,700
| -62% | -$6.79M |
|
330
Canadian Natural Resources
CNQ
$98.6B
| $4.46M | 0.07% |
254,842
+230,951
| +967% | +$3.88M |
|
331
Cabot Corp
CBT
$4.55B
| $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 |
|
333
Louisiana-Pacific
LPX
$5.02B
| $4.39M | 0.06% |
167,400
-195,600
| -54% | -$5.3M |
|
334
Analog Devices
ADI
$179B
| $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 |
|
338
Sensata Technologies
ST
$6.98B
| $4.36M | 0.06% |
85,400
-66,100
| -44% | -$3.26M |
|
339
Builders FirstSource
BLDR
$7.1B
| $4.35M | 0.06% |
199,600
-29,700
| -13% | -$563K |
|
340
Fidelity National Information Services
FIS
$23.8B
| $4.32M | 0.06% |
45,900
-79,500
| -63% | -$7.47M |
|
341
SS&C Technologies
SSNC
$18.6B
| $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 |
|
344
Stellantis
STLA
$17B
| $4.29M | 0.06% |
+240,200
| New | +$4.22M |
|
345
Zions Bancorporation
ZION
$10.1B
| $4.27M | 0.06% |
84,000
-16,800
| -17% | -$805K |
|
346
Nu Skin
NUS
$254M
| $4.24M | 0.06% |
62,100
-47,400
| -43% | -$3.07M |
|
347
Consolidated Edison
ED
$40.4B
| $4.23M | 0.06% |
49,800
+8,500
| +21% | +$730K |
|
348
Edwards Lifesciences
EW
$50B
| $4.23M | 0.06% |
112,500
-771,600
| -87% | -$28.3M |
|
349
TSMC
TSM
$2.09T
| $4.19M | 0.06% |
+105,800
| New | +$4.29M |
|
|
MPT
350
Medical Properties Trust
MPT
$2.81B
| $4.17M | 0.06% |
302,600
+168,500
| +126% | +$2.28M |
|
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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.