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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 | |
|---|---|---|---|---|---|---|
726
Cleveland-Cliffs
CLF
$6.49B
| $115K | ﹤0.01% |
+16,000
| New | +$106K |
|
|
ENT
727
DELISTED
Global Eagle Entertainment Inc.
ENT
| $115K | ﹤0.01% |
2,016
-3,812
| -65% | -$248K |
|
728
Rigel Pharmaceuticals
RIGL
$723M
| $109K | ﹤0.01% |
+2,820
| New | +$107K |
|
|
SHLD
729
DELISTED
Sears Holding Corporation
SHLD
| $89K | ﹤0.01% |
+24,900
| New | +$123K |
|
730
Corbus Pharmaceuticals
CRBP
$165M
| $86K | ﹤0.01% |
+407
| New | +$87.1K |
|
|
TUES
731
DELISTED
Tuesday Morning Corp
TUES
| $57K | ﹤0.01% |
21,000
-85,800
| -80% | -$242K |
|
732
Talphera
TLPH
$68M
| $50K | ﹤0.01% |
+1,250
| New | +$61K |
|
|
RGLS
733
DELISTED
Regulus Therapeutics
RGLS
| $47K | ﹤0.01% |
382
-1,101
| -74% | -$139K |
|
734
Agilent Technologies
A
$39.6B
| – | – |
-78,600
| Closed | -$5.05M |
|
735
Advance Auto Parts
AAP
$3.53B
| – | – |
-121,600
| Closed | -$12.1M |
|
736
AbbVie
ABBV
$465B
| – | – |
-323,400
| Closed | -$28.7M |
|
737
Acadia Healthcare
ACHC
$2.55B
| – | – |
-126,600
| Closed | -$6.05M |
|
738
Accenture
ACN
$106B
| – | – |
-341,800
| Closed | -$46.2M |
|
739
Archer Daniels Midland
ADM
$38.7B
| – | – |
-236,300
| Closed | -$10M |
|
740
Ameren
AEE
$30.4B
| – | – |
-195,600
| Closed | -$11.3M |
|
741
Agnico Eagle Mines
AEM
$72.2B
| – | – |
-125,100
| Closed | -$5.66M |
|
742
Alamos Gold
AGI
$12B
| – | – |
-526,000
| Closed | -$3.56M |
|
743
AGNC Investment
AGNC
$12.7B
| – | – |
-681,400
| Closed | -$14.8M |
|
744
Ally Financial
ALLY
$13.1B
| – | – |
-438,200
| Closed | -$10.6M |
|
745
AMC Global Media
AMCX
$450M
| – | – |
-67,800
| Closed | -$3.96M |
|
746
Ametek
AME
$53.9B
| – | – |
-46,900
| Closed | -$3.1M |
|
747
ASML
ASML
$596B
| – | – |
-25,500
| Closed | -$4.37M |
|
748
Avery Dennison
AVY
$12.8B
| – | – |
-14,500
| Closed | -$1.43M |
|
749
American Express
AXP
$224B
| – | – |
-128,800
| Closed | -$11.7M |
|
750
Ball Corp
BALL
$17.5B
| – | – |
-231,700
| Closed | -$9.57M |
|
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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.