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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
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 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
CSIQ icon
426
Canadian Solar
CSIQ
$1B
$2.89M 0.04%
171,300
-175,500
-51% -$3.02M
DCH
427
Dauch Corp
DCH
$1.39B
$2.88M 0.04%
+169,200
New +$2.99M
VMC icon
428
Vulcan Materials
VMC
$35.2B
$2.88M 0.04%
+22,400
New +$2.74M
GNRC icon
429
Generac Holdings
GNRC
$11.3B
$2.85M 0.04%
+57,500
New +$2.86M
VAR
430
DELISTED
Varian Medical Systems, Inc.
VAR
$2.85M 0.04%
25,600
-94,000
-79% -$10.1M
HII icon
431
Huntington Ingalls Industries
HII
$12.6B
$2.83M 0.04%
+12,000
New +$2.83M
CDW icon
432
CDW
CDW
$18.6B
$2.82M 0.04%
+40,600
New +$2.79M
LGND icon
433
Ligand Pharmaceuticals
LGND
$5.94B
$2.82M 0.04%
33,022
-8,335
-20% -$722K
EHC icon
434
Encompass Health
EHC
$11B
$2.81M 0.04%
71,398
+40,601
+132% +$1.54M
WT icon
435
WisdomTree
WT
$2.88B
$2.81M 0.04%
+223,600
New +$2.57M
CHRW icon
436
C.H. Robinson
CHRW
$17.3B
$2.8M 0.04%
+31,400
New +$2.56M
HALO icon
437
Halozyme
HALO
$9.88B
$2.8M 0.04%
+138,100
New +$2.54M
ABMD
438
DELISTED
Abiomed Inc
ABMD
$2.75M 0.04%
14,700
-1,600
-10% -$299K
VMI icon
439
Valmont Industries
VMI
$9.2B
$2.75M 0.04%
+16,600
New +$2.7M
MDC
440
DELISTED
M.D.C. Holdings, Inc.
MDC
$2.74M 0.04%
100,194
+19,195
+24% +$529K
CY
441
DELISTED
Cypress Semiconductor
CY
$2.71M 0.04%
178,200
-232,300
-57% -$3.69M
CSX icon
442
CSX Corp
CSX
$93B
$2.71M 0.04%
+147,900
New +$2.62M
ATI icon
443
ATI
ATI
$24.8B
$2.68M 0.04%
111,200
-49,900
-31% -$1.19M
LOGM
444
DELISTED
LogMein, Inc.
LOGM
$2.68M 0.04%
+23,400
New +$2.75M
AMX icon
445
America Movil
AMX
$76B
$2.67M 0.04%
155,700
+60,600
+64% +$1.06M
RGA icon
446
Reinsurance Group of America
RGA
$15.6B
$2.65M 0.04%
+17,000
New +$2.57M
CNC icon
447
Centene
CNC
$30.1B
$2.63M 0.04%
+52,200
New +$2.53M
FOSL icon
448
Fossil Group
FOSL
$288M
$2.63M 0.04%
338,400
-366,500
-52% -$2.84M
SRCI
449
DELISTED
SRC Energy Inc
SRCI
$2.63M 0.04%
+307,800
New +$2.71M
VTRS icon
450
Viatris
VTRS
$20.7B
$2.59M 0.04%
+61,300
New +$2.34M
16 17
18
19 20

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UWPG
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FWM
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RCIM
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GHC
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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.