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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
FDS icon
501
Factset
FDS
$10B
$2.06M 0.03%
+10,700
New +$2.05M
UMPQ
502
DELISTED
Umpqua Holdings Corp
UMPQ
$2.06M 0.03%
+99,000
New +$2.05M
GTLS
503
DELISTED
Chart Industries
GTLS
$2.05M 0.03%
+43,800
New +$1.95M
CVI icon
504
CVR Energy
CVI
$3.48B
$2M 0.03%
53,600
+22,600
+73% +$703K
HHH icon
505
Howard Hughes
HHH
$3.94B
$2M 0.03%
+15,945
New +$1.9M
RIG icon
506
Transocean
RIG
$5.48B
$1.99M 0.03%
+185,900
New +$1.93M
RHP icon
507
Ryman Hospitality Properties
RHP
$8.56B
$1.97M 0.03%
+28,600
New +$1.91M
TIMB icon
508
TIM SA
TIMB
$9.1B
$1.96M 0.03%
101,500
-59,300
-37% -$1.1M
MPC icon
509
Marathon Petroleum
MPC
$90.1B
$1.91M 0.03%
29,000
-18,700
-39% -$1.14M
AJG icon
510
Arthur J. Gallagher & Co
AJG
$69.1B
$1.9M 0.03%
30,000
-11,500
-28% -$735K
GWR
511
DELISTED
Genesee & Wyoming Inc.
GWR
$1.89M 0.03%
+24,000
New +$1.79M
CMC icon
512
Commercial Metals
CMC
$7.53B
$1.89M 0.03%
+88,600
New +$1.76M
SPGI icon
513
S&P Global
SPGI
$124B
$1.86M 0.03%
+11,000
New +$1.8M
GBX icon
514
The Greenbrier Companies
GBX
$1.57B
$1.86M 0.03%
+34,900
New +$1.75M
OSIS icon
515
OSI Systems
OSIS
$3.53B
$1.85M 0.03%
28,800
+11,000
+62% +$924K
RVTY icon
516
Revvity
RVTY
$12.6B
$1.85M 0.03%
25,300
-60,800
-71% -$4.36M
TER icon
517
Teradyne
TER
$50B
$1.84M 0.03%
+44,000
New +$1.81M
HIBB
518
DELISTED
Hibbett, Inc. Common Stock
HIBB
$1.83M 0.03%
89,800
-226,400
-72% -$3.74M
ALLE icon
519
Allegion
ALLE
$13.5B
$1.82M 0.03%
22,900
+9,700
+73% +$813K
BUD icon
520
AB InBev
BUD
$164B
$1.8M 0.03%
16,100
-54,400
-77% -$6.4M
ARCC icon
521
Ares Capital
ARCC
$13.4B
$1.78M 0.03%
113,300
+5,100
+5% +$82.8K
CPE
522
DELISTED
Callon Petroleum Company
CPE
$1.77M 0.03%
+14,600
New +$1.62M
NEM icon
523
Newmont
NEM
$96.2B
$1.77M 0.03%
47,200
-119,700
-72% -$4.4M
LAD icon
524
Lithia Motors
LAD
$9.75B
$1.75M 0.03%
15,400
-25,100
-62% -$2.92M
TNL icon
525
Travel + Leisure Co
TNL
$4.76B
$1.75M 0.03%
33,447
-264,914
-89% -$13.1M
19 20
21
22 23

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UWPG
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FWM
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RCIM
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TC
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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.