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QIM

Quantitative Investment Management Portfolio holdings

AUM $917M
1-Year Est. Return 3.96%
This Fund
S&P 500
This Quarter Est. Return
+8.02%
1 Year Est. Return
-3.96%
3 Year Est. Return
+24.59%
5 Year Est. Return
+12.41%
10 Year Est. Return
+164.05%
AUM
$6.79B
AUM Growth
-$1.98B
Cap. Flow
-$2.42B
Cap. Flow %
-35.69%
Top 10 Hldgs %
23.29%
Holding
957
New
300
Increased
128
Reduced
306
Closed
223

Top Buys

Rank Stock Value
1
XLP icon
State Street Consumer Staples Select Sector SPDR ETF
XLP
+$153M
2
XLY icon
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
+$135M
3
AAPL icon
Apple
AAPL
+$107M
4
AMZN icon
Amazon
AMZN
+$89.5M
5
GLD icon
SPDR Gold Trust
GLD
+$88M

Top Sells

Rank Stock Value
1
IWM icon
iShares Russell 2000 ETF
IWM
+$354M
2
XLF icon
State Street Financial Select Sector SPDR ETF
XLF
+$233M
3
EWZ icon
iShares MSCI Brazil ETF
EWZ
+$161M
4
XLV icon
State Street Health Care Select Sector SPDR ETF
XLV
+$129M
5
XLU icon
State Street Utilities Select Sector SPDR ETF
XLU
+$124M

Sector Composition

Rank Sector Weight
1 Miscellaneous 38.22%
2 Consumer Discretionary 11.73%
3 Financials 10.51%
4 Technology 10.44%
5 Industrials 8.5%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
CFR icon
701
Cullen/Frost Bankers
CFR
$9.91B
$293K ﹤0.01%
+3,100
New +$298K
BR icon
702
Broadridge
BR
$19.1B
$289K ﹤0.01%
3,200
-94,500
-97% -$8.25M
AGO icon
703
Assured Guaranty
AGO
$3.14B
$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
TSEM icon
706
Tower Semiconductor
TSEM
$22.9B
$265K ﹤0.01%
7,800
-89,000
-92% -$2.95M
ANGI icon
707
Angi Inc
ANGI
$215M
$263K ﹤0.01%
2,520
+250
+11% +$29K
KNDI
708
Kandi Technologies Group
KNDI
$58.6M
$263K ﹤0.01%
+38,700
New +$289K
MNKD icon
709
MannKind Corp
MNKD
$1.14B
$253K ﹤0.01%
+109,200
New +$373K
SNPS icon
710
Synopsys
SNPS
$72.5B
$247K ﹤0.01%
+2,900
New +$251K
GOLD
711
DELISTED
Randgold Resources Ltd
GOLD
$247K ﹤0.01%
2,500
-2,900
-54% -$276K
CF icon
712
CF Industries
CF
$20B
$242K ﹤0.01%
5,700
-549,500
-99% -$20.7M
GPI icon
713
Group 1 Automotive
GPI
$3.13B
$241K ﹤0.01%
3,400
-2,600
-43% -$198K
GTN icon
714
Gray Television
GTN
$490M
$226K ﹤0.01%
+13,500
New +$211K
MGNI icon
715
Magnite
MGNI
$3.41B
$220K ﹤0.01%
118,000
+62,100
+111% +$155K
ICUI icon
716
ICU Medical
ICUI
$3.89B
$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
AGIO icon
719
Agios Pharmaceuticals
AGIO
$1.97B
$205K ﹤0.01%
3,600
-163,000
-98% -$10.3M
ARWR icon
720
Arrowhead Research
ARWR
$9.29B
$203K ﹤0.01%
+55,300
New +$205K
RBBN icon
721
Ribbon Communications
RBBN
$293M
$148K ﹤0.01%
+19,200
New +$147K
HOS
722
DELISTED
Hornbeck Offshore Services, Inc.
HOS
$148K ﹤0.01%
47,900
+9,900
+26% +$36K
BSBR icon
723
Santander
BSBR
$43.5B
$140K ﹤0.01%
15,138
-183,013
-92% -$1.62M
GFI icon
724
Gold Fields
GFI
$37.4B
$129K ﹤0.01%
+30,100
New +$121K
SSI
725
DELISTED
Stage Stores Inc
SSI
$127K ﹤0.01%
76,100
-82,200
-52% -$152K
27 28
29
30 31

Similar funds

HIC
Harvey Investment Company Louisville, Kentucky $918M AUM 14.93% 1-Year Est. Return
AGAM
Avalon Global Asset Management San Francisco, California $917M AUM 87.67% 1-Year Est. Return
RFA
RTD Financial Advisors Philadelphia, Pennsylvania $917M AUM 19.69% 1-Year Est. Return
SPG
Strategic Planning Group Bountiful, Utah $918M AUM 37.38% 1-Year Est. Return
TCM
Twin Capital Management Mcmurray, Pennsylvania $916M AUM 43.28% 1-Year Est. Return
DLP
De Lisle Partners Poole, United Kingdom $916M AUM 54.05% 1-Year Est. Return
SIC
SJS Investment Consulting Sylvania, Ohio $919M AUM 23.4% 1-Year Est. Return
GC
Greenvale Capital London, United Kingdom $916M AUM 32.73% 1-Year Est. Return

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 Miscellaneous at 38% of assets, up from 34% a quarter earlier, followed by Consumer Discretionary and Financials.

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.