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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 | |
|---|---|---|---|---|---|---|
801
Gerdau
GGB
$9.54B
| – | – |
-1,073,646
| Closed | -$2.92M |
|
802
G-III Apparel Group
GIII
$1.54B
| – | – |
-66,900
| Closed | -$1.94M |
|
803
Gogo Inc
GOGO
$525M
| – | – |
-259,900
| Closed | -$3.07M |
|
804
Hain Celestial
HAIN
$44.6M
| – | – |
-5,400
| Closed | -$222K |
|
805
Hasbro
HAS
$13.5B
| – | – |
-43,700
| Closed | -$4.27M |
|
|
HEES
806
DELISTED
H&E Equipment Services
HEES
| – | – |
-13,300
| Closed | -$388K |
|
|
HIMX
807
Himax Technologies
HIMX
$2.03B
| – | – |
-176,100
| Closed | -$1.92M |
|
808
Howmet Aerospace
HWM
$109B
| – | – |
-106,146
| Closed | -$2.02M |
|
809
IAMGOLD
IAG
$8.05B
| – | – |
-36,200
| Closed | -$220K |
|
810
iShares Biotechnology ETF
IBB
$9.45B
| – | – |
-357,300
| Closed | -$39.7M |
|
811
Icon
ICLR
$13.7B
| – | – |
-35,400
| Closed | -$4.03M |
|
812
iShares Latin America 40 ETF
ILF
$3.73B
| – | – |
-960,100
| Closed | -$33.7M |
|
813
Intuit
INTU
$91.1B
| – | – |
-32,200
| Closed | -$4.58M |
|
814
Innoviva
INVA
$1.6B
| – | – |
-71,000
| Closed | -$1M |
|
815
Gartner
IT
$11.1B
| – | – |
-36,600
| Closed | -$4.55M |
|
816
Itaú Unibanco
ITUB
$89.8B
| – | – |
-4,719,789
| Closed | -$31.4M |
|
817
State Street SPDR Bloomberg High Yield Bond ETF
JNK
$7.05B
| – | – |
-428,000
| Closed | -$47.9M |
|
818
CarMax
KMX
$8.39B
| – | – |
-152,900
| Closed | -$11.6M |
|
819
Knowles
KN
$2.96B
| – | – |
-39,900
| Closed | -$609K |
|
820
Kroger
KR
$36.7B
| – | – |
-441,200
| Closed | -$8.85M |
|
821
Kohl's
KSS
$2.16B
| – | – |
-285,900
| Closed | -$13.1M |
|
|
HAPN
822
Happen Inc
HAPN
$2.14B
| – | – |
-262,480
| Closed | -$7.99M |
|
823
Lockheed Martin
LMT
$131B
| – | – |
-31,500
| Closed | -$9.77M |
|
824
Grand Canyon Education
LOPE
$4.22B
| – | – |
-19,100
| Closed | -$1.73M |
|
825
LyondellBasell Industries
LYB
$19.5B
| – | – |
-186,800
| Closed | -$18.5M |
|
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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.