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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 | |
|---|---|---|---|---|---|---|
376
DTE Energy
DTE
$29.5B
| $3.77M | 0.06% |
40,420
-85,775
| -68% | -$8.15M |
|
377
ITT
ITT
$17.3B
| $3.76M | 0.06% |
+70,400
| New | +$3.53M |
|
378
Sarepta Therapeutics
SRPT
$1.64B
| $3.75M | 0.06% |
67,400
-236,700
| -78% | -$12.5M |
|
379
Vishay Intertechnology
VSH
$5.18B
| $3.7M | 0.05% |
178,400
-47,700
| -21% | -$1.02M |
|
380
McDonald's
MCD
$191B
| $3.68M | 0.05% |
+21,400
| New | +$3.59M |
|
|
WCG
381
DELISTED
Wellcare Health Plans, Inc.
WCG
| $3.68M | 0.05% |
18,300
-25,900
| -59% | -$5.01M |
|
382
Amphenol
APH
$197B
| $3.66M | 0.05% |
166,800
-605,200
| -78% | -$13.3M |
|
|
USG
383
DELISTED
Usg
USG
| $3.66M | 0.05% |
+94,900
| New | +$3.33M |
|
384
Equinor
EQNR
$96.8B
| $3.62M | 0.05% |
168,900
-43,726
| -21% | -$891K |
|
385
Palo Alto Networks
PANW
$265B
| $3.58M | 0.05% |
148,200
+85,200
| +135% | +$2.07M |
|
|
EVHC
386
DELISTED
Envision Healthcare Holdings Inc
EVHC
| $3.56M | 0.05% |
+103,100
| New | +$3.61M |
|
387
Landstar System
LSTR
$5.75B
| $3.5M | 0.05% |
33,600
-5,200
| -13% | -$522K |
|
388
iShares MSCI South Korea ETF
EWY
$22.5B
| $3.49M | 0.05% |
+46,600
| New | +$3.45M |
|
389
Methanex
MEOH
$4.27B
| $3.45M | 0.05% |
57,000
-22,300
| -28% | -$1.17M |
|
390
Gentex
GNTX
$5.03B
| $3.41M | 0.05% |
+162,900
| New | +$3.24M |
|
391
PepsiCo
PEP
$191B
| $3.37M | 0.05% |
+28,100
| New | +$3.21M |
|
392
MGIC Investment
MTG
$6.44B
| $3.37M | 0.05% |
238,700
+105,300
| +79% | +$1.48M |
|
393
Rayonier Advanced Materials
RYAM
$604M
| $3.35M | 0.05% |
164,000
+91,092
| +125% | +$1.53M |
|
394
HubSpot
HUBS
$11.9B
| $3.34M | 0.05% |
+37,800
| New | +$3.17M |
|
395
SolarEdge
SEDG
$2.54B
| $3.34M | 0.05% |
+89,000
| New | +$3.06M |
|
396
Packaging Corp of America
PKG
$22.2B
| $3.34M | 0.05% |
27,700
-25,500
| -48% | -$2.96M |
|
397
EOG Resources
EOG
$77.5B
| $3.32M | 0.05% |
30,800
+24,500
| +389% | +$2.47M |
|
398
Rockwell Automation
ROK
$52.4B
| $3.32M | 0.05% |
16,900
-128,200
| -88% | -$24.4M |
|
399
Carpenter Technology
CRS
$25B
| $3.28M | 0.05% |
64,300
+3,500
| +6% | +$174K |
|
400
Zimmer Biomet
ZBH
$18.4B
| $3.26M | 0.05% |
+27,810
| New | +$3.14M |
|
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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.