We are live on
!
Find out more
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 | |
|---|---|---|---|---|---|---|
751
Credicorp
BAP
$30.5B
| – | – |
-10,300
| Closed | -$2.11M |
|
752
Banco Bradesco
BBD
$37.4B
| – | – |
-4,179,713
| Closed | -$26.3M |
|
753
Biogen
BIIB
$30.9B
| – | – |
-145,500
| Closed | -$45.6M |
|
754
Booking.com
BKNG
$156B
| – | – |
-32,500
| Closed | -$2.38M |
|
755
BioMarin Pharmaceuticals
BMRN
$11.9B
| – | – |
-15,800
| Closed | -$1.47M |
|
756
Bristol-Myers Squibb
BMY
$129B
| – | – |
-12,200
| Closed | -$777K |
|
757
Scotiabank
BNS
$105B
| – | – |
-39,700
| Closed | -$2.55M |
|
758
BP
BP
$112B
| – | – |
-613,648
| Closed | -$21.3M |
|
759
Boston Scientific
BSX
$68.4B
| – | – |
-1,226,900
| Closed | -$35.8M |
|
760
British American Tobacco
BTI
$136B
| – | – |
-259,300
| Closed | -$16.2M |
|
761
Compañía de Minas Buenaventura
BVN
$7.68B
| – | – |
-11,300
| Closed | -$144K |
|
762
BWX Technologies
BWXT
$14.4B
| – | – |
-30,900
| Closed | -$1.73M |
|
763
Beazer Homes USA
BZH
$888M
| – | – |
-13,200
| Closed | -$247K |
|
764
Credit Acceptance
CACC
$5.82B
| – | – |
-6,500
| Closed | -$1.82M |
|
765
Cheesecake Factory
CAKE
$5.03B
| – | – |
-195,900
| Closed | -$8.25M |
|
766
Coca-Cola Europacific Partners
CCEP
$49.1B
| – | – |
-11,100
| Closed | -$461K |
|
767
Century Aluminum
CENX
$4.22B
| – | – |
-99,800
| Closed | -$1.65M |
|
768
Cigna
CI
$78.4B
| – | – |
-21,200
| Closed | -$3.96M |
|
769
Grupo Cibest SA
CIB
$21.2B
| – | – |
-58,800
| Closed | -$2.69M |
|
770
Cincinnati Financial
CINF
$27.8B
| – | – |
-44,000
| Closed | -$3.37M |
|
771
Canadian National Railway
CNI
$78.5B
| – | – |
-3,500
| Closed | -$289K |
|
772
CenterPoint Energy
CNP
$28.3B
| – | – |
-252,000
| Closed | -$7.36M |
|
773
ConocoPhillips
COP
$144B
| – | – |
-392,700
| Closed | -$19.7M |
|
774
Camden Property Trust
CPT
$11.5B
| – | – |
-70,000
| Closed | -$6.4M |
|
775
Caesarstone
CSTE
$69.5M
| – | – |
-23,500
| Closed | -$700K |
|
Similar funds
MK
TFP
UWPG
FWM
RCIM
TC
NA
GHC
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.