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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 | |
|---|---|---|---|---|---|---|
|
DATA
576
DELISTED
Tableau Software, Inc.
DATA
| $1.35M | 0.02% |
19,500
-74,600
| -79% | -$5.49M |
|
|
USCR
577
DELISTED
U S Concrete, Inc.
USCR
| $1.32M | 0.02% |
15,800
-35,300
| -69% | -$2.78M |
|
578
KB Home
KBH
$3.5B
| $1.27M | 0.02% |
39,800
-172,500
| -81% | -$4.96M |
|
579
Open Text
OTEX
$6.28B
| $1.23M | 0.02% |
+34,600
| New | +$1.15M |
|
580
OneMain Financial
OMF
$7.27B
| $1.23M | 0.02% |
47,300
+17,700
| +60% | +$489K |
|
581
Silicon Laboratories
SLAB
$7.14B
| $1.22M | 0.02% |
13,800
+6,900
| +100% | +$620K |
|
|
LPT
582
DELISTED
Liberty Property Trust
LPT
| $1.2M | 0.02% |
+27,800
| New | +$1.21M |
|
|
LOXO
583
DELISTED
Loxo Oncology, Inc
LOXO
| $1.2M | 0.02% |
+14,200
| New | +$1.18M |
|
|
FMSA
584
DELISTED
Fairmount Santrol Holdings Inc.
FMSA
| $1.18M | 0.02% |
+226,300
| New | +$1.07M |
|
585
Darling Ingredients
DAR
$9.32B
| $1.15M | 0.02% |
+63,300
| New | +$1.09M |
|
|
GLOG
586
DELISTED
GASLOG LTD
GLOG
| $1.15M | 0.02% |
51,500
+15,300
| +42% | +$282K |
|
587
Norwegian Cruise Line
NCLH
$9.53B
| $1.12M | 0.02% |
+21,100
| New | +$1.17M |
|
588
VeriSign
VRSN
$26.3B
| $1.12M | 0.02% |
9,800
-111,600
| -92% | -$12.5M |
|
|
ESPR
589
DELISTED
Esperion Therapeutics
ESPR
| $1.12M | 0.02% |
17,000
-106,600
| -86% | -$5.74M |
|
590
Johnson & Johnson
JNJ
$640B
| $1.12M | 0.02% |
+8,000
| New | +$1.11M |
|
|
BDN
591
Brandywine Realty Trust
BDN
$505M
| $1.11M | 0.02% |
+61,300
| New | +$1.09M |
|
592
Amgen
AMGN
$209B
| $1.11M | 0.02% |
6,400
-171,100
| -96% | -$30.3M |
|
593
Eastman Chemical
EMN
$7.69B
| $1.1M | 0.02% |
11,900
-78,500
| -87% | -$7.13M |
|
|
CAMP
594
DELISTED
CalAmp Corp.
CAMP
| $1.08M | 0.02% |
2,191
-196
| -8% | -$101K |
|
|
NSM
595
DELISTED
Nationstar Mortgage Holdings
NSM
| $1.07M | 0.02% |
57,700
+39,700
| +221% | +$726K |
|
596
Flowers Foods
FLO
$1.58B
| $1.04M | 0.02% |
+53,900
| New | +$1.04M |
|
597
Banco Macro
BMA
$5.81B
| $1.03M | 0.02% |
+8,900
| New | +$1.04M |
|
|
GNC
598
DELISTED
GNC Holdings, Inc.
GNC
| $1.03M | 0.02% |
279,000
-32,800
| -11% | -$206K |
|
|
MDR
599
DELISTED
McDermott International
MDR
| $1.03M | 0.02% |
+52,133
| New | +$1.1M |
|
|
NETI
600
DELISTED
Eneti Inc.
NETI
| $1.02M | 0.02% |
14,849
-3,561
| -19% | -$248K |
|
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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.