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 | |
|---|---|---|---|---|---|---|
551
Golar LNG
GLNG
$4.82B
| $1.53M | 0.02% |
+51,500
| New | +$1.24M |
|
552
Zurn Elkay Water Solutions
ZWS
$8.55B
| $1.53M | 0.02% |
+122,484
| New | +$1.48M |
|
|
TVIX
553
DELISTED
VelocityShares Daily 2x VIX Short Term ETN
TVIX
| $1.53M | 0.02% |
2,766
+611
| +28% | +$487K |
|
554
Blackbaud
BLKB
$1.94B
| $1.53M | 0.02% |
+16,200
| New | +$1.56M |
|
555
Inogen
INGN
$174M
| $1.52M | 0.02% |
+12,800
| New | +$1.41M |
|
556
AGCO
AGCO
$8.41B
| $1.52M | 0.02% |
21,300
-61,500
| -74% | -$4.39M |
|
557
Bank of Montreal
BMO
$123B
| $1.52M | 0.02% |
19,000
-37,900
| -67% | -$2.96M |
|
558
U-Haul Holding Co
UHAL
$14B
| $1.51M | 0.02% |
+40,000
| New | +$1.5M |
|
559
Franco-Nevada
FNV
$41.3B
| $1.5M | 0.02% |
18,700
-15,200
| -45% | -$1.22M |
|
|
GRFS
560
Grifois
GRFS
$5.55B
| $1.49M | 0.02% |
65,000
-33,100
| -34% | -$735K |
|
561
Charles River Laboratories
CRL
$11.3B
| $1.49M | 0.02% |
13,600
-52,300
| -79% | -$5.69M |
|
|
TCF
562
DELISTED
TCF Financial Corporation
TCF
| $1.49M | 0.02% |
72,500
-18,800
| -21% | -$352K |
|
|
MDP
563
DELISTED
Meredith Corporation
MDP
| $1.47M | 0.02% |
+22,300
| New | +$1.34M |
|
|
TAHO
564
DELISTED
Tahoe Resources Inc
TAHO
| $1.46M | 0.02% |
+305,700
| New | +$1.44M |
|
565
Aon
AON
$80.6B
| $1.46M | 0.02% |
10,900
-57,500
| -84% | -$8.18M |
|
566
Oshkosh
OSK
$8.82B
| $1.44M | 0.02% |
15,800
-30,400
| -66% | -$2.66M |
|
|
AKAO
567
DELISTED
Achaogen Inc
AKAO
| $1.43M | 0.02% |
+133,500
| New | +$1.68M |
|
568
Telefônica Brasil
VIV
$20.4B
| $1.43M | 0.02% |
96,400
-176,900
| -65% | -$2.72M |
|
569
Fastenal
FAST
$54.8B
| $1.42M | 0.02% |
+103,600
| New | +$1.28M |
|
570
POSCO
PKX
$14.7B
| $1.41M | 0.02% |
18,100
-43,400
| -71% | -$3.21M |
|
|
EBIX
571
DELISTED
Ebix Inc
EBIX
| $1.4M | 0.02% |
+17,700
| New | +$1.29M |
|
572
Tyler Technologies
TYL
$13.7B
| $1.4M | 0.02% |
+7,900
| New | +$1.4M |
|
|
JUNO
573
DELISTED
Juno Therapeutics, Inc.
JUNO
| $1.39M | 0.02% |
30,400
-6,600
| -18% | -$329K |
|
|
SGEN
574
DELISTED
Seagen Inc. Common Stock
SGEN
| $1.39M | 0.02% |
+25,900
| New | +$1.51M |
|
575
Belden
BDC
$3.97B
| $1.36M | 0.02% |
17,700
+9,800
| +124% | +$810K |
|
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.