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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 | |
|---|---|---|---|---|---|---|
51
Southern Company
SO
$108B
| $26.1M | 0.38% |
+542,300
| New | +$27.6M |
|
52
Delta Air Lines
DAL
$56.7B
| $25.4M | 0.37% |
+452,900
| New | +$23.7M |
|
53
Southwest Airlines
LUV
$21.7B
| $24.3M | 0.36% |
+371,400
| New | +$21.8M |
|
54
Exelon
EXC
$48.1B
| $24.1M | 0.35% |
856,482
+135,153
| +19% | +$3.88M |
|
55
Alphabet (Google) Class C
GOOG
$4.11T
| $24.1M | 0.35% |
460,000
+260,000
| +130% | +$13.2M |
|
56
Morgan Stanley
MS
$319B
| $24M | 0.35% |
457,700
-350,700
| -43% | -$17.7M |
|
|
SCHW
57
Charles Schwab
SCHW
$182B
| $23.8M | 0.35% |
462,500
+153,900
| +50% | +$7.23M |
|
58
iShares Core MSCI EAFE ETF
IEFA
$186B
| $23.6M | 0.35% |
+357,200
| New | +$23.3M |
|
59
US Bancorp
USB
$97.9B
| $23.4M | 0.34% |
436,500
-54,900
| -11% | -$2.95M |
|
60
Sysco
SYY
$40.8B
| $22.9M | 0.34% |
+376,500
| New | +$21.3M |
|
61
Salesforce
CRM
$154B
| $22.7M | 0.34% |
+222,500
| New | +$22.7M |
|
62
Becton Dickinson
BDX
$46.4B
| $21.4M | 0.32% |
+102,500
| New | +$21.5M |
|
63
Travelers Companies
TRV
$81.1B
| $21.4M | 0.32% |
+157,600
| New | +$20.8M |
|
64
PG&E
PCG
$39B
| $20.8M | 0.31% |
463,100
+263,800
| +132% | +$14.8M |
|
65
State Street SPDR S&P Bank ETF
KBE
$1.64B
| $20.6M | 0.3% |
434,300
-123,400
| -22% | -$5.68M |
|
66
Ford
F
$60.9B
| $20.5M | 0.3% |
1,643,200
-1,474,700
| -47% | -$18.2M |
|
67
Micron Technology
MU
$835B
| $20.1M | 0.3% |
488,100
-869,600
| -64% | -$37.5M |
|
68
iShares MSCI India ETF
INDA
$6.81B
| $19.6M | 0.29% |
542,900
+381,400
| +236% | +$13.3M |
|
69
iShares US Transportation ETF
IYT
$2.28B
| $19.5M | 0.29% |
406,400
+119,600
| +42% | +$5.39M |
|
70
Direxion Daily Financial Bull 3x ETF
FAS
$2.4B
| $19.3M | 0.28% |
282,700
-412,300
| -59% | -$25.8M |
|
71
Vale
VALE
$62.3B
| $19.2M | 0.28% |
1,569,000
+174,900
| +13% | +$1.86M |
|
72
iShares MSCI Canada ETF
EWC
$6.12B
| $19M | 0.28% |
+641,100
| New | +$18.7M |
|
73
Vanguard Financials ETF
VFH
$13.4B
| $18.5M | 0.27% |
264,400
+70,500
| +36% | +$4.78M |
|
74
Vertex Pharmaceuticals
VRTX
$123B
| $18.3M | 0.27% |
+122,300
| New | +$18.1M |
|
|
75
Alphabet (Google) Class A
GOOGL
$4.12T
| $17.8M | 0.26% |
338,000
+182,000
| +117% | +$9.4M |
|
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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.