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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 | |
|---|---|---|---|---|---|---|
651
Sunstone Hotel Investors
SHO
$2.19B
| $611K | 0.01% |
+37,000
| New | +$613K |
|
|
KS
652
DELISTED
KapStone Paper and Pack Corp.
KS
| $601K | 0.01% |
26,500
-53,300
| -67% | -$1.18M |
|
|
CVA
653
DELISTED
Covanta Holding Corporation
CVA
| $581K | 0.01% |
+34,400
| New | +$531K |
|
654
Nordic American Tanker
NAT
$1.36B
| $578K | 0.01% |
235,200
+137,700
| +141% | +$570K |
|
655
ScottsMiracle-Gro
SMG
$4.09B
| $577K | 0.01% |
+5,400
| New | +$539K |
|
656
Iron Mountain
IRM
$35.9B
| $569K | 0.01% |
+15,100
| New | +$599K |
|
|
LCI
657
DELISTED
Lannett Company, Inc.
LCI
| $566K | 0.01% |
+6,100
| New | +$595K |
|
658
Virtus Investment Partners
VRTS
$1.12B
| $563K | 0.01% |
4,900
+1,600
| +48% | +$188K |
|
|
ISBC
659
DELISTED
Investors Bancorp, Inc.
ISBC
| $563K | 0.01% |
+40,600
| New | +$563K |
|
|
VRNT
660
DELISTED
Verint Systems
VRNT
| $556K | 0.01% |
+26,108
| New | +$562K |
|
661
Anika Therapeutics
ANIK
$215M
| $539K | 0.01% |
10,000
+1,300
| +15% | +$72K |
|
|
CVG
662
DELISTED
Convergys
CVG
| $535K | 0.01% |
+22,800
| New | +$563K |
|
663
Amkor Technology
AMKR
$10.6B
| $525K | 0.01% |
+52,300
| New | +$560K |
|
664
Macy's
M
$6.51B
| $513K | 0.01% |
20,400
-68,400
| -77% | -$1.5M |
|
|
GLUU
665
DELISTED
Glu Mobile Inc.
GLUU
| $512K | 0.01% |
140,800
-651,700
| -82% | -$2.62M |
|
666
Arrow Electronics
ARW
$10.5B
| $506K | 0.01% |
6,300
-39,500
| -86% | -$3.17M |
|
667
Nabors Industries
NBR
$1.17B
| $503K | 0.01% |
+1,474
| New | +$470K |
|
668
Alnylam Pharmaceuticals
ALNY
$38.3B
| $495K | 0.01% |
3,900
-1,000
| -20% | -$126K |
|
669
Heartland Express
HTLD
$1.01B
| $487K | 0.01% |
20,900
-46,200
| -69% | -$1.04M |
|
670
Northern Oil and Gas
NOG
$2.29B
| $478K | 0.01% |
23,340
-2,120
| -8% | -$25.6K |
|
|
MINI
671
DELISTED
Mobile Mini Inc
MINI
| $476K | 0.01% |
+13,800
| New | +$472K |
|
|
WLL
672
DELISTED
Whiting Petroleum Corporation
WLL
| $473K | 0.01% |
+239
| New | +$419K |
|
|
FMI
673
DELISTED
Foundation Medicine, Inc.
FMI
| $470K | 0.01% |
+6,900
| New | +$358K |
|
674
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$15.9B
| $453K | 0.01% |
5,200
-1,052,600
| -100% | -$92.4M |
|
675
Cintas
CTAS
$86.6B
| $451K | 0.01% |
11,600
-35,200
| -75% | -$1.34M |
|
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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.