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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 | |
|---|---|---|---|---|---|---|
451
Nordson
NDSN
$16.4B
| $2.58M | 0.04% |
+17,600
| New | +$2.26M |
|
452
Aflac
AFL
$64.8B
| $2.56M | 0.04% |
58,400
-135,800
| -70% | -$5.8M |
|
453
Meritage Homes
MTH
$4.72B
| $2.55M | 0.04% |
99,800
+51,400
| +106% | +$1.27M |
|
454
Polaris
PII
$3.88B
| $2.54M | 0.04% |
20,500
-128,700
| -86% | -$15.3M |
|
455
Wintrust Financial
WTFC
$10.8B
| $2.54M | 0.04% |
+30,800
| New | +$2.48M |
|
456
Genpact
G
$5.99B
| $2.51M | 0.04% |
79,100
-97,200
| -55% | -$3.01M |
|
|
SNBR
457
DELISTED
Sleep Number
SNBR
| $2.5M | 0.04% |
66,500
+55,900
| +527% | +$1.9M |
|
|
BITA
458
DELISTED
Bitauto Holdings Limited
BITA
| $2.47M | 0.04% |
77,700
-94,100
| -55% | -$3.84M |
|
459
RPC Inc
RES
$1.2B
| $2.46M | 0.04% |
+96,300
| New | +$2.32M |
|
460
WisdomTree Japan Hedged Equity Fund
DXJ
$7.13B
| $2.46M | 0.04% |
41,400
-1,089,800
| -96% | -$62.9M |
|
|
CA
461
DELISTED
CA, Inc.
CA
| $2.46M | 0.04% |
73,800
-51,200
| -41% | -$1.7M |
|
462
Dolby
DLB
$4.9B
| $2.41M | 0.04% |
38,900
-3,200
| -8% | -$193K |
|
|
BSMX
463
DELISTED
Banco Santander México, S, A., Institución de Banca Múltiple, Grupo Financiero Santander México
BSMX
| $2.4M | 0.04% |
+327,900
| New | +$2.74M |
|
464
Hilton Worldwide
HLT
$72.5B
| $2.39M | 0.04% |
29,900
-185,000
| -86% | -$13.7M |
|
465
Ryanair
RYAAY
$31.2B
| $2.38M | 0.04% |
+57,250
| New | +$2.55M |
|
466
Maximus
MMS
$3.19B
| $2.38M | 0.04% |
+33,300
| New | +$2.24M |
|
467
Toyota
TM
$227B
| $2.37M | 0.03% |
+18,600
| New | +$2.32M |
|
468
Yelp
YELP
$1.44B
| $2.35M | 0.03% |
55,900
-337,700
| -86% | -$15M |
|
469
Quanta Services
PWR
$98.7B
| $2.34M | 0.03% |
+59,800
| New | +$2.24M |
|
470
Texas Capital Bancshares
TCBI
$4.29B
| $2.34M | 0.03% |
26,300
+17,000
| +183% | +$1.47M |
|
|
FRAN
471
DELISTED
Francesca's Holdings Corporation
FRAN
| $2.33M | 0.03% |
26,608
-13,017
| -33% | -$1.09M |
|
472
Bausch Health
BHC
$2.25B
| $2.33M | 0.03% |
+112,000
| New | +$1.78M |
|
473
Evercore
EVR
$12.1B
| $2.32M | 0.03% |
25,800
-25,700
| -50% | -$2.14M |
|
|
KYNB
474
Kyntra Bio
KYNB
$27.5M
| $2.32M | 0.03% |
+1,960
| New | +$2.46M |
|
475
HDFC Bank
HDB
$124B
| $2.31M | 0.03% |
+90,800
| New | +$2.17M |
|
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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.