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 | |
|---|---|---|---|---|---|---|
826
Lloyds Banking Group
LYG
$85.2B
| – | – |
-65,500
| Closed | -$239K |
|
827
Marriott International
MAR
$100B
| – | – |
-7,100
| Closed | -$782K |
|
828
Medtronic
MDT
$112B
| – | – |
-115,900
| Closed | -$9.01M |
|
829
Meta Platforms (Facebook)
META
$1.49T
| – | – |
-30,100
| Closed | -$5.14M |
|
|
MFA
830
MFA Financial
MFA
$932M
| – | – |
-71,850
| Closed | -$2.52M |
|
|
MRSH
831
Marsh
MRSH
$94.3B
| – | – |
-141,700
| Closed | -$11.9M |
|
832
3M
MMM
$91.8B
| – | – |
-255,466
| Closed | -$44.8M |
|
833
Merck
MRK
$322B
| – | – |
-1,111,299
| Closed | -$67.9M |
|
834
MSC Industrial Direct
MSM
$6.76B
| – | – |
-6,100
| Closed | -$460K |
|
835
Manitowoc
MTW
$491M
| – | – |
-45,450
| Closed | -$1.64M |
|
836
NextEra Energy
NEE
$184B
| – | – |
-466,800
| Closed | -$17.1M |
|
837
Netflix
NFLX
$307B
| – | – |
-3,084,000
| Closed | -$55.9M |
|
|
NGD
838
DELISTED
New Gold Inc
NGD
| – | – |
-283,900
| Closed | -$1.05M |
|
839
Northrop Grumman
NOC
$76B
| – | – |
-67,900
| Closed | -$19.5M |
|
840
NRG Energy
NRG
$26.2B
| – | – |
-432,700
| Closed | -$11.1M |
|
841
Owens Corning
OC
$11B
| – | – |
-46,600
| Closed | -$3.6M |
|
842
Old Dominion Freight Line
ODFL
$46.3B
| – | – |
-210,000
| Closed | -$7.71M |
|
843
OGE Energy
OGE
$9.86B
| – | – |
-86,900
| Closed | -$3.13M |
|
844
Oceaneering
OII
$4.64B
| – | – |
-71,500
| Closed | -$1.88M |
|
845
Oneok
OKE
$56.7B
| – | – |
-298,500
| Closed | -$16.5M |
|
846
Olin
OLN
$2.53B
| – | – |
-95,400
| Closed | -$3.27M |
|
847
Omeros
OMER
$845M
| – | – |
-78,600
| Closed | -$1.7M |
|
848
ON Semiconductor
ON
$30.7B
| – | – |
-252,500
| Closed | -$4.66M |
|
849
Occidental Petroleum
OXY
$55.7B
| – | – |
-152,500
| Closed | -$9.79M |
|
850
Pan American Silver
PAAS
$17.9B
| – | – |
-135,900
| Closed | -$2.32M |
|
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.