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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 | |
|---|---|---|---|---|---|---|
626
Federated Hermes
FHI
$4.56B
| $782K | 0.01% |
+21,700
| New | +$703K |
|
627
Herbalife
HLF
$1.3B
| $772K | 0.01% |
22,800
-183,200
| -89% | -$6.42M |
|
|
MON
628
DELISTED
Monsanto Co
MON
| $770K | 0.01% |
6,600
-221,600
| -97% | -$26.4M |
|
629
Rambus
RMBS
$8.98B
| $760K | 0.01% |
+53,500
| New | +$769K |
|
630
Wolverine World Wide
WWW
$1.68B
| $755K | 0.01% |
+23,700
| New | +$684K |
|
|
CEO
631
DELISTED
CNOOC Limited
CEO
| $746K | 0.01% |
+5,200
| New | +$705K |
|
|
CLGX
632
DELISTED
Corelogic, Inc.
CLGX
| $743K | 0.01% |
16,100
-44,500
| -73% | -$2.06M |
|
|
AVP
633
DELISTED
Avon Products, Inc.
AVP
| $740K | 0.01% |
+344,600
| New | +$741K |
|
634
Sinclair Inc
SBGI
$1.02B
| $738K | 0.01% |
+19,500
| New | +$646K |
|
|
VSI
635
DELISTED
Vitamin Shoppe Inc.
VSI
| $736K | 0.01% |
167,300
-66,300
| -28% | -$292K |
|
636
Liberty Broadband Class C
LBRDK
$4.89B
| $732K | 0.01% |
+8,600
| New | +$766K |
|
637
Timken Company
TKR
$9.19B
| $732K | 0.01% |
+14,900
| New | +$721K |
|
|
SINA
638
DELISTED
Sina Corp
SINA
| $732K | 0.01% |
+7,300
| New | +$779K |
|
639
W&T Offshore
WTI
$525M
| $719K | 0.01% |
+217,500
| New | +$675K |
|
640
CoStar Group
CSGP
$12.2B
| $712K | 0.01% |
24,000
-124,000
| -84% | -$3.63M |
|
|
ESV
641
DELISTED
Ensco Rowan plc
ESV
| $700K | 0.01% |
+29,650
| New | +$657K |
|
|
QIWI
642
DELISTED
QIWI PLC
QIWI
| $700K | 0.01% |
40,400
-110,200
| -73% | -$1.76M |
|
|
CVSA
643
Covista Inc
CVSA
$4.55B
| $698K | 0.01% |
+16,600
| New | +$651K |
|
644
SK Telecom
SKM
$11.4B
| $694K | 0.01% |
15,114
-28,408
| -65% | -$1.24M |
|
645
Curtiss-Wright
CW
$25.1B
| $682K | 0.01% |
5,600
-12,100
| -68% | -$1.43M |
|
646
McCormick & Company Non-Voting
MKC
$14B
| $672K | 0.01% |
+13,200
| New | +$658K |
|
647
MiMedx Group
MDXG
$630M
| $665K | 0.01% |
+52,800
| New | +$644K |
|
|
PDS
648
Precision Drilling
PDS
$940M
| $662K | 0.01% |
10,975
+2,940
| +37% | +$161K |
|
|
LJPC
649
DELISTED
La Jolla Pharmaceutical Company
LJPC
| $637K | 0.01% |
19,800
-128,100
| -87% | -$4.19M |
|
|
ZGNX
650
DELISTED
Zogenix, Inc.
ZGNX
| $612K | 0.01% |
+15,300
| New | +$588K |
|
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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.