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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 | |
|---|---|---|---|---|---|---|
701
Cullen/Frost Bankers
CFR
$10.5B
| $293K | ﹤0.01% |
+3,100
| New | +$298K |
|
702
Broadridge
BR
$18.4B
| $289K | ﹤0.01% |
3,200
-94,500
| -97% | -$8.25M |
|
703
Assured Guaranty
AGO
$3.73B
| $287K | ﹤0.01% |
+8,500
| New | +$308K |
|
|
JASO
704
DELISTED
JA Solar Holdings, Co., Ltd
JASO
| $287K | ﹤0.01% |
38,600
+8,400
| +28% | +$62.6K |
|
|
ZOES
705
DELISTED
Zoe's Kitchen, Inc.
ZOES
| $275K | ﹤0.01% |
16,500
-159,800
| -91% | -$2.24M |
|
706
Tower Semiconductor
TSEM
$21.2B
| $265K | ﹤0.01% |
7,800
-89,000
| -92% | -$2.95M |
|
707
Angi Inc
ANGI
$247M
| $263K | ﹤0.01% |
2,520
+250
| +11% | +$29K |
|
|
KNDI
708
Kandi Technologies Group
KNDI
$66.5M
| $263K | ﹤0.01% |
+38,700
| New | +$289K |
|
709
MannKind Corp
MNKD
$1.19B
| $253K | ﹤0.01% |
+109,200
| New | +$373K |
|
710
Synopsys
SNPS
$71.6B
| $247K | ﹤0.01% |
+2,900
| New | +$251K |
|
|
GOLD
711
DELISTED
Randgold Resources Ltd
GOLD
| $247K | ﹤0.01% |
2,500
-2,900
| -54% | -$276K |
|
712
CF Industries
CF
$19.6B
| $242K | ﹤0.01% |
5,700
-549,500
| -99% | -$20.7M |
|
713
Group 1 Automotive
GPI
$4.26B
| $241K | ﹤0.01% |
3,400
-2,600
| -43% | -$198K |
|
714
Gray Television
GTN
$437M
| $226K | ﹤0.01% |
+13,500
| New | +$211K |
|
715
Magnite
MGNI
$2.83B
| $220K | ﹤0.01% |
118,000
+62,100
| +111% | +$155K |
|
716
ICU Medical
ICUI
$4.16B
| $216K | ﹤0.01% |
1,000
-3,100
| -76% | -$627K |
|
|
XLRN
717
DELISTED
Acceleron Pharma
XLRN
| $216K | ﹤0.01% |
5,100
-16,600
| -76% | -$623K |
|
|
AUY
718
DELISTED
Yamana Gold, Inc.
AUY
| $213K | ﹤0.01% |
68,500
-576,200
| -89% | -$1.54M |
|
719
Agios Pharmaceuticals
AGIO
$2.08B
| $205K | ﹤0.01% |
3,600
-163,000
| -98% | -$10.3M |
|
720
Arrowhead Research
ARWR
$12.1B
| $203K | ﹤0.01% |
+55,300
| New | +$205K |
|
721
Ribbon Communications
RBBN
$386M
| $148K | ﹤0.01% |
+19,200
| New | +$147K |
|
|
HOS
722
DELISTED
Hornbeck Offshore Services, Inc.
HOS
| $148K | ﹤0.01% |
47,900
+9,900
| +26% | +$36K |
|
723
Santander
BSBR
$38.2B
| $140K | ﹤0.01% |
15,138
-183,013
| -92% | -$1.62M |
|
724
Gold Fields
GFI
$28.8B
| $129K | ﹤0.01% |
+30,100
| New | +$121K |
|
|
SSI
725
DELISTED
Stage Stores Inc
SSI
| $127K | ﹤0.01% |
76,100
-82,200
| -52% | -$152K |
|
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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.