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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 | |
|---|---|---|---|---|---|---|
26
Vanguard FTSE Developed Markets ETF
VEA
$223B
| $40.6M | 0.6% |
+904,300
| New | +$40M |
|
27
iShares Core S&P Small-Cap ETF
IJR
$109B
| $39.4M | 0.58% |
+512,500
| New | +$38.6M |
|
28
JD.com
JD
$43.5B
| $39M | 0.57% |
+941,800
| New | +$37.1M |
|
29
Goldman Sachs
GS
$289B
| $38M | 0.56% |
149,000
-175,100
| -54% | -$42.9M |
|
30
State Street SPDR S&P Homebuilders ETF
XHB
$1.61B
| $37.4M | 0.55% |
844,600
+88,700
| +12% | +$3.72M |
|
31
GE Aerospace
GE
$364B
| $36.5M | 0.54% |
+436,584
| New | +$41.7M |
|
32
Berkshire Hathaway Class B
BRK.B
$1.1T
| $36M | 0.53% |
181,800
-30,600
| -14% | -$5.81M |
|
33
Wells Fargo
WFC
$254B
| $34.8M | 0.51% |
573,300
+238,400
| +71% | +$13.5M |
|
34
iShares Russell 2000 Value ETF
IWN
$14.3B
| $33.2M | 0.49% |
+263,900
| New | +$33M |
|
35
FedEx
FDX
$73B
| $32.6M | 0.48% |
130,800
+76,200
| +140% | +$17.4M |
|
36
Best Buy
BBY
$19B
| $30.9M | 0.46% |
+451,300
| New | +$26.7M |
|
37
Vanguard Small-Cap ETF
VB
$78.9B
| $30.7M | 0.45% |
+207,900
| New | +$30.1M |
|
38
Honeywell
HON
$76.4B
| $30.2M | 0.45% |
218,189
-7,417
| -3% | -$995K |
|
39
Tesla
TSLA
$1.18T
| $30M | 0.44% |
+1,447,500
| New | +$31.5M |
|
40
iShares Russell 1000 ETF
IWB
$47.1B
| $29.6M | 0.44% |
+199,500
| New | +$28.9M |
|
41
Vanguard FTSE Europe ETF
VGK
$30.1B
| $29.5M | 0.43% |
+498,200
| New | +$29.1M |
|
42
State Street SPDR S&P Metals & Mining ETF
XME
$3.75B
| $29.4M | 0.43% |
808,400
+363,300
| +82% | +$11.8M |
|
43
Verizon
VZ
$197B
| $28.9M | 0.43% |
+546,600
| New | +$26.9M |
|
44
Dominion Energy
D
$62B
| $28.7M | 0.42% |
353,900
+145,300
| +70% | +$11.8M |
|
45
Lowe's Companies
LOW
$121B
| $28.7M | 0.42% |
+308,300
| New | +$25.5M |
|
|
TWTR
46
DELISTED
Twitter, Inc.
TWTR
| $28.1M | 0.41% |
+1,168,300
| New | +$24M |
|
47
Freeport-McMoran
FCX
$86.2B
| $27.9M | 0.41% |
1,474,100
+89,100
| +6% | +$1.34M |
|
48
JPMorgan Chase
JPM
$916B
| $27.8M | 0.41% |
260,400
-532,500
| -67% | -$53.9M |
|
49
Blackrock
BLK
$167B
| $27.7M | 0.41% |
53,900
-17,300
| -24% | -$8.41M |
|
50
Home Depot
HD
$337B
| $26.3M | 0.39% |
139,000
-221,900
| -61% | -$38.3M |
|
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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.