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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 | |
|---|---|---|---|---|---|---|
|
UFS
351
DELISTED
DOMTAR CORPORATION (New)
UFS
| $4.16M | 0.06% |
84,000
-7,000
| -8% | -$325K |
|
352
EPAM Systems
EPAM
$5.42B
| $4.16M | 0.06% |
38,700
+6,200
| +19% | +$614K |
|
353
Avis
CAR
$5.37B
| $4.13M | 0.06% |
+94,200
| New | +$3.75M |
|
354
CNO Financial Group
CNO
$4.99B
| $4.12M | 0.06% |
167,000
-49,000
| -23% | -$1.2M |
|
355
Invesco Solar ETF
TAN
$1.43B
| $4.11M | 0.06% |
163,400
+9,900
| +6% | +$236K |
|
356
WEC Energy
WEC
$35.9B
| $4.1M | 0.06% |
61,700
-118,000
| -66% | -$7.92M |
|
357
Applied Optoelectronics
AAOI
$7.23B
| $4.09M | 0.06% |
+108,100
| New | +$4.77M |
|
358
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
$45.5B
| $4.08M | 0.06% |
16,500
-180,400
| -92% | -$42.7M |
|
359
Rio Tinto
RIO
$158B
| $4.07M | 0.06% |
76,800
-128,100
| -63% | -$6.25M |
|
360
Reliance Steel & Aluminium
RS
$20.5B
| $4.06M | 0.06% |
+47,300
| New | +$3.72M |
|
361
Brixmor Property Group
BRX
$9.67B
| $4.04M | 0.06% |
216,400
-258,900
| -54% | -$4.73M |
|
362
Mastercard
MA
$510B
| $4M | 0.06% |
26,400
-78,200
| -75% | -$11.6M |
|
363
Regions Financial
RF
$26.3B
| $3.99M | 0.06% |
230,900
-759,900
| -77% | -$12.2M |
|
364
Principal Financial Group
PFG
$24.4B
| $3.99M | 0.06% |
+56,500
| New | +$3.89M |
|
365
Watsco Inc
WSO
$12.8B
| $3.94M | 0.06% |
23,200
+19,400
| +511% | +$3.2M |
|
366
Philips
PHG
$25.8B
| $3.94M | 0.06% |
137,407
-284,826
| -67% | -$8.58M |
|
367
iShares China Large-Cap ETF
FXI
$4.37B
| $3.9M | 0.06% |
+84,500
| New | +$3.9M |
|
368
L3Harris
LHX
$50.7B
| $3.9M | 0.06% |
27,500
-126,200
| -82% | -$17.6M |
|
369
Alcoa
AA
$11.9B
| $3.89M | 0.06% |
+72,200
| New | +$3.3M |
|
|
HPP
370
Hudson Pacific Properties
HPP
$766M
| $3.89M | 0.06% |
+16,214
| New | +$3.9M |
|
371
Western Alliance Bancorporation
WAL
$8.87B
| $3.88M | 0.06% |
+68,600
| New | +$3.82M |
|
372
Labcorp
LH
$25.9B
| $3.86M | 0.06% |
28,169
-49,004
| -63% | -$6.48M |
|
|
GWPH
373
DELISTED
GW Pharmaceuticals Plc American Depositary Shares
GWPH
| $3.85M | 0.06% |
+29,200
| New | +$3.43M |
|
|
SNV
374
DELISTED
Synovus
SNV
| $3.83M | 0.06% |
79,900
+39,800
| +99% | +$1.89M |
|
375
Phillips 66
PSX
$84.4B
| $3.78M | 0.06% |
37,400
-216,800
| -85% | -$20.6M |
|
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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.