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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 | |
|---|---|---|---|---|---|---|
526
Crown Holdings
CCK
$13B
| $1.74M | 0.03% |
31,000
-164,300
| -84% | -$9.72M |
|
527
East-West Bancorp
EWBC
$17.8B
| $1.74M | 0.03% |
28,600
+19,400
| +211% | +$1.16M |
|
|
WIN
528
DELISTED
Windstream Holdings Inc
WIN
| $1.73M | 0.03% |
186,700
-83,680
| -31% | -$857K |
|
529
Direxion Daily Healthcare Bull 3X ETF
CURE
$190M
| $1.72M | 0.03% |
36,900
-75,400
| -67% | -$3.49M |
|
|
SF
530
Stifel
SF
$12.4B
| $1.72M | 0.03% |
+64,800
| New | +$1.59M |
|
531
Galicia Financial Group
GGAL
$7.89B
| $1.71M | 0.03% |
+26,000
| New | +$1.49M |
|
|
MDRX
532
DELISTED
Veradigm Inc. Common Stock
MDRX
| $1.71M | 0.03% |
117,300
-27,500
| -19% | -$382K |
|
533
FirstEnergy
FE
$28.4B
| $1.71M | 0.03% |
55,700
-776,500
| -93% | -$25.2M |
|
534
Terex
TEX
$7.37B
| $1.7M | 0.03% |
35,200
-188,300
| -84% | -$8.67M |
|
535
Radian Group
RDN
$5.28B
| $1.69M | 0.02% |
81,800
+46,900
| +134% | +$967K |
|
|
S
536
DELISTED
Sprint Corporation
S
| $1.68M | 0.02% |
+286,000
| New | +$1.81M |
|
|
AL
537
DELISTED
Air Lease Corp
AL
| $1.64M | 0.02% |
34,200
+2,000
| +6% | +$87.8K |
|
538
Exelixis
EXEL
$13.9B
| $1.61M | 0.02% |
+53,000
| New | +$1.41M |
|
|
SOHU
539
Sohu.com
SOHU
$352M
| $1.59M | 0.02% |
36,600
-14,400
| -28% | -$773K |
|
540
Charter Communications
CHTR
$17.3B
| $1.58M | 0.02% |
4,700
-61,400
| -93% | -$20.9M |
|
|
ENDP
541
DELISTED
Endo International plc
ENDP
| $1.57M | 0.02% |
+202,500
| New | +$1.52M |
|
|
MTOR
542
DELISTED
MERITOR, Inc.
MTOR
| $1.57M | 0.02% |
66,800
-23,100
| -26% | -$580K |
|
|
GXP
543
DELISTED
Great Plains Energy Incorporated
GXP
| $1.57M | 0.02% |
48,600
-154,500
| -76% | -$5.08M |
|
544
Allstate
ALL
$70.6B
| $1.56M | 0.02% |
14,900
-49,300
| -77% | -$4.86M |
|
|
EXPR
545
DELISTED
Express, Inc.
EXPR
| $1.55M | 0.02% |
7,635
-22,255
| -74% | -$3.65M |
|
546
Trimble
TRMB
$13.6B
| $1.55M | 0.02% |
38,100
-84,200
| -69% | -$3.45M |
|
547
Cooper Companies
COO
$14.2B
| $1.55M | 0.02% |
28,400
-94,000
| -77% | -$5.5M |
|
548
Hormel Foods
HRL
$14.2B
| $1.55M | 0.02% |
+42,500
| New | +$1.43M |
|
549
Steven Madden
SHOO
$3.17B
| $1.54M | 0.02% |
49,650
-80,400
| -62% | -$2.25M |
|
550
Procter & Gamble
PG
$340B
| $1.54M | 0.02% |
16,800
-233,000
| -93% | -$21M |
|
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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.