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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 | |
|---|---|---|---|---|---|---|
601
Methode Electronics
MEI
$458M
| $1.01M | 0.01% |
+25,200
| New | +$1.12M |
|
|
FISV
602
Fiserv Inc
FISV
$29.7B
| $996K | 0.01% |
15,200
-114,200
| -88% | -$7.37M |
|
603
Restaurant Brands International
QSR
$26.2B
| $995K | 0.01% |
16,200
-137,100
| -89% | -$8.79M |
|
|
CIT
604
DELISTED
CIT Group Inc.
CIT
| $984K | 0.01% |
+20,000
| New | +$970K |
|
605
Travere Therapeutics
TVTX
$5.17B
| $973K | 0.01% |
46,200
-42,500
| -48% | -$971K |
|
606
Rithm Capital
RITM
$5.58B
| $969K | 0.01% |
54,200
-36,700
| -40% | -$646K |
|
607
LKQ Corp
LKQ
$6.72B
| $963K | 0.01% |
+23,700
| New | +$907K |
|
608
Power Integrations
POWI
$3.15B
| $963K | 0.01% |
26,200
+6,200
| +31% | +$237K |
|
609
MasTec
MTZ
$22.7B
| $959K | 0.01% |
+19,600
| New | +$874K |
|
|
QVCGA
610
DELISTED
QVC Group Inc Series A
QVCGA
| $959K | 0.01% |
+810
| New | +$939K |
|
611
Lincoln Electric
LECO
$14.1B
| $952K | 0.01% |
+10,400
| New | +$951K |
|
|
ASNA
612
DELISTED
Ascena Retail Group, Inc.
ASNA
| $950K | 0.01% |
20,230
-17,090
| -46% | -$720K |
|
|
AJRD
613
DELISTED
Aerojet Rocketdyne Holdings
AJRD
| $939K | 0.01% |
+30,100
| New | +$954K |
|
|
RSPP
614
DELISTED
RSP Permian, Inc.
RSPP
| $935K | 0.01% |
23,000
-8,600
| -27% | -$309K |
|
|
PVG
615
DELISTED
PRETIUM RESOURCES INC.
PVG
| $926K | 0.01% |
+81,200
| New | +$884K |
|
|
P
616
DELISTED
Pandora Media Inc
P
| $905K | 0.01% |
+187,800
| New | +$1.12M |
|
|
GREK
617
Global X MSCI Greece ETF
GREK
$293M
| $896K | 0.01% |
29,067
-86,333
| -75% | -$2.42M |
|
|
WPG
618
DELISTED
Washington Prime Group Inc.
WPG
| $895K | 0.01% |
+13,978
| New | +$949K |
|
619
Granite Construction
GVA
$5.16B
| $894K | 0.01% |
+14,100
| New | +$880K |
|
620
TAL Education Group
TAL
$6.04B
| $867K | 0.01% |
+29,200
| New | +$888K |
|
621
Elevance Health
ELV
$81.5B
| $855K | 0.01% |
+3,800
| New | +$809K |
|
622
Emergent Biosolutions
EBS
$379M
| $836K | 0.01% |
18,000
-36,100
| -67% | -$1.52M |
|
623
H&R Block
HRB
$5.98B
| $812K | 0.01% |
31,000
-166,300
| -84% | -$4.32M |
|
624
O-I Glass
OI
$1.18B
| $809K | 0.01% |
36,500
-289,800
| -89% | -$6.92M |
|
625
Axcelis
ACLS
$3.44B
| $806K | 0.01% |
+28,100
| New | +$884K |
|
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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.