We are live on
!
Find out more
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 | |
|---|---|---|---|---|---|---|
401
Herc Holdings
HRI
$4.88B
| $3.24M | 0.05% |
51,800
+8,100
| +19% | +$446K |
|
402
Neurocrine Biosciences
NBIX
$18.7B
| $3.23M | 0.05% |
41,700
-25,800
| -38% | -$1.76M |
|
403
ResMed
RMD
$30.3B
| $3.18M | 0.05% |
37,600
-140,900
| -79% | -$11.6M |
|
404
SEI Investments
SEIC
$12.4B
| $3.18M | 0.05% |
44,200
-67,600
| -60% | -$4.53M |
|
405
BCE
BCE
$20.2B
| $3.13M | 0.05% |
+65,200
| New | +$3.1M |
|
406
Hyatt Hotels
H
$16.6B
| $3.13M | 0.05% |
42,500
-84,500
| -67% | -$5.72M |
|
|
OPLN
407
Openlane
OPLN
$4.29B
| $3.1M | 0.05% |
+162,219
| New | +$3M |
|
408
Hershey
HSY
$35.9B
| $3.1M | 0.05% |
+27,300
| New | +$3M |
|
409
Alexandria Real Estate Equities
ARE
$9.15B
| $3.09M | 0.05% |
+23,700
| New | +$2.98M |
|
410
Manulife Financial
MFC
$74B
| $3.09M | 0.05% |
148,300
-86,000
| -37% | -$1.79M |
|
411
HP
HPQ
$24.6B
| $3.09M | 0.05% |
146,900
-250,800
| -63% | -$5.33M |
|
412
Matador Resources
MTDR
$6B
| $3.08M | 0.05% |
98,900
-67,300
| -40% | -$1.85M |
|
413
International Flavors & Fragrances
IFF
$20.3B
| $3.05M | 0.05% |
20,000
-64,200
| -76% | -$9.65M |
|
|
XL
414
DELISTED
XL Group Ltd.
XL
| $3.04M | 0.04% |
86,400
-8,500
| -9% | -$330K |
|
415
MACOM Technology Solutions
MTSI
$19B
| $3.04M | 0.04% |
+93,300
| New | +$3.37M |
|
|
MBT
416
DELISTED
Mobile TeleSystems Public Joint Stock Company American Depositary Shares (Each representing 2 Shares
MBT
| $3.02M | 0.04% |
296,900
+251,400
| +553% | +$2.59M |
|
|
TPH
417
DELISTED
Tri Pointe Homes
TPH
| $3.02M | 0.04% |
+168,300
| New | +$2.84M |
|
418
Sony
SONY
$134B
| $3M | 0.04% |
334,000
-28,500
| -8% | -$245K |
|
419
Service Corp International
SCI
$11.8B
| $3M | 0.04% |
80,300
+27,100
| +51% | +$970K |
|
|
LM
420
DELISTED
Legg Mason, Inc.
LM
| $2.96M | 0.04% |
70,500
+44,100
| +167% | +$1.73M |
|
421
BorgWarner
BWA
$13.2B
| $2.94M | 0.04% |
65,320
-138,478
| -68% | -$6.4M |
|
|
ZNGA
422
DELISTED
ZYNGA INC. CL A COMMON
ZNGA
| $2.93M | 0.04% |
733,300
-1,055,400
| -59% | -$4.12M |
|
423
ServiceNow
NOW
$114B
| $2.92M | 0.04% |
112,000
+96,500
| +623% | +$2.4M |
|
424
Teva Pharmaceuticals
TEVA
$41.2B
| $2.91M | 0.04% |
153,800
-1,843,400
| -92% | -$27.7M |
|
425
Aptiv
APTV
$12.3B
| $2.9M | 0.04% |
34,200
-15,400
| -31% | -$1.47M |
|
Similar funds
MK
TFP
UWPG
FWM
RCIM
TC
NA
GHC
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.