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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
(-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 | 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 | |
|---|---|---|---|---|---|---|
776
Cousins Properties
CUZ
$4.67B
| – | – |
-83,300
| Closed | -$3.11M |
|
777
Cenovus Energy
CVE
$60.8B
| – | – |
-33,800
| Closed | -$338K |
|
778
Commault Systems
CVLT
$5.94B
| – | – |
-89,800
| Closed | -$5.46M |
|
779
CVS Health
CVS
$119B
| – | – |
-309,800
| Closed | -$25.2M |
|
780
Chevron
CVX
$418B
| – | – |
-59,900
| Closed | -$7.04M |
|
781
DigitalBridge
DBRG
$2.98B
| – | – |
-51,288
| Closed | -$2.58M |
|
782
Dillards
DDS
$10.3B
| – | – |
-11,000
| Closed | -$616K |
|
783
Diageo
DEO
$48.5B
| – | – |
-32,100
| Closed | -$4.24M |
|
784
Dollar General
DG
$27.7B
| – | – |
-70,900
| Closed | -$5.75M |
|
785
Dine Brands
DIN
$350M
| – | – |
-10,800
| Closed | -$464K |
|
786
Dick's Sporting Goods
DKS
$11.1B
| – | – |
-181,700
| Closed | -$4.91M |
|
787
Digital Realty Trust
DLR
$67.8B
| – | – |
-28,300
| Closed | -$3.35M |
|
788
Brinker International
EAT
$9.01B
| – | – |
-99,300
| Closed | -$3.16M |
|
789
Enovis
ENOV
$1.06B
| – | – |
-10,226
| Closed | -$732K |
|
790
Equinix
EQIX
$101B
| – | – |
-16,600
| Closed | -$7.41M |
|
|
VMRK
791
Vivmark Residential
VMRK
$49.7B
| – | – |
-34,300
| Closed | -$2.26M |
|
792
Ericsson
ERIC
$33.1B
| – | – |
-104,500
| Closed | -$600K |
|
|
EMBJ
793
Embraer S.A. ADS
EMBJ
$13.4B
| – | – |
-19,100
| Closed | -$431K |
|
794
iShares MSCI Mexico ETF
EWW
$1.71B
| – | – |
-564,700
| Closed | -$30.8M |
|
795
Expedia Group
EXPE
$34.9B
| – | – |
-46,900
| Closed | -$6.75M |
|
796
Five Below
FIVE
$13.3B
| – | – |
-69,000
| Closed | -$3.79M |
|
797
Fomento Económico Mexicano
FMX
$41.5B
| – | – |
-25,900
| Closed | -$2.47M |
|
798
General Dynamics
GD
$97.7B
| – | – |
-82,800
| Closed | -$17M |
|
799
Gen Digital
GEN
$18.4B
| – | – |
-945,900
| Closed | -$31M |
|
|
GES
800
DELISTED
Guess Inc
GES
| – | – |
-72,300
| Closed | -$1.23M |
|
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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 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.