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 | |
|---|---|---|---|---|---|---|
476
Dover
DOV
$26.7B
| $2.3M | 0.03% |
28,226
-236,582
| -89% | -$18.3M |
|
477
Seagate
STX
$174B
| $2.3M | 0.03% |
+55,000
| New | +$2.1M |
|
|
TEN
478
DELISTED
Tenneco Inc. Class A Voting Common Stock
TEN
| $2.29M | 0.03% |
+39,100
| New | +$2.31M |
|
479
First Trust Dow Jones Internet Index Fund ETF
FDN
$4.99B
| $2.29M | 0.03% |
20,800
-24,200
| -54% | -$2.6M |
|
480
Petrobras Class A
PBR.A
$106B
| $2.28M | 0.03% |
232,400
-1,317,300
| -85% | -$13M |
|
481
Genesco
GCO
$434M
| $2.25M | 0.03% |
69,100
+31,200
| +82% | +$858K |
|
|
JKS
482
JinkoSolar
JKS
$764M
| $2.24M | 0.03% |
93,000
-33,200
| -26% | -$835K |
|
483
Bruker
BRKR
$9.4B
| $2.23M | 0.03% |
64,900
-31,300
| -33% | -$1.03M |
|
|
BBL
484
DELISTED
BHP Group Plc American Depositary Shares (Each representing two Ordinary Shares)
BBL
| $2.22M | 0.03% |
55,200
-323,300
| -85% | -$12M |
|
485
Toronto Dominion Bank
TD
$193B
| $2.22M | 0.03% |
37,900
-36,800
| -49% | -$2.1M |
|
486
KBR
KBR
$4.56B
| $2.21M | 0.03% |
111,500
-181,000
| -62% | -$3.42M |
|
487
Delek US
DK
$3.98B
| $2.21M | 0.03% |
+63,200
| New | +$1.86M |
|
|
ZEN
488
DELISTED
ZENDESK INC
ZEN
| $2.21M | 0.03% |
+65,200
| New | +$2.13M |
|
|
AZPN
489
DELISTED
ASPEN TECHNOLOGY INC
AZPN
| $2.2M | 0.03% |
33,200
-10,100
| -23% | -$668K |
|
|
FOLD
490
DELISTED
Amicus Therapeutics
FOLD
| $2.19M | 0.03% |
+152,000
| New | +$2.09M |
|
491
Loews
L
$24.5B
| $2.19M | 0.03% |
+43,700
| New | +$2.16M |
|
|
KRA
492
DELISTED
Kraton Corporation
KRA
| $2.19M | 0.03% |
45,400
+5,900
| +15% | +$273K |
|
|
XLNX
493
DELISTED
Xilinx Inc
XLNX
| $2.17M | 0.03% |
32,200
-211,500
| -87% | -$15M |
|
494
Carlisle Companies
CSL
$13.5B
| $2.16M | 0.03% |
+19,000
| New | +$2.07M |
|
495
Rayonier
RYN
$6.67B
| $2.14M | 0.03% |
+74,621
| New | +$2.07M |
|
496
American Homes 4 Rent
AMH
$12.1B
| $2.1M | 0.03% |
+96,000
| New | +$2.08M |
|
497
TD Synnex
SNX
$19.9B
| $2.09M | 0.03% |
+30,800
| New | +$2.04M |
|
498
SITE Centers
SITC
$236M
| $2.08M | 0.03% |
+180,288
| New | +$1.92M |
|
|
TWOU
499
DELISTED
2U Inc
TWOU
| $2.07M | 0.03% |
+1,070
| New | +$2.01M |
|
500
LivaNova
LIVN
$4.47B
| $2.07M | 0.03% |
25,900
-33,600
| -56% | -$2.67M |
|
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.