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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 | |
|---|---|---|---|---|---|---|
851
PBF Energy
PBF
$7.49B
| – | – |
-306,200
| Closed | -$8.45M |
|
852
Puma Biotechnology
PBYI
$398M
| – | – |
-30,000
| Closed | -$3.59M |
|
853
PENN Entertainment
PENN
$2.84B
| – | – |
-16,600
| Closed | -$388K |
|
854
Dave & Buster's
PLAY
$357M
| – | – |
-75,800
| Closed | -$3.98M |
|
855
Philip Morris
PM
$309B
| – | – |
-322,100
| Closed | -$35.8M |
|
856
Pinnacle West Capital
PNW
$12.4B
| – | – |
-69,600
| Closed | -$5.88M |
|
857
Insulet
PODD
$11.8B
| – | – |
-39,700
| Closed | -$2.19M |
|
858
Perrigo
PRGO
$1.44B
| – | – |
-72,700
| Closed | -$6.15M |
|
859
Protolabs
PRLB
$1.7B
| – | – |
-11,100
| Closed | -$891K |
|
860
PTC Therapeutics
PTCT
$6.18B
| – | – |
-305,100
| Closed | -$6.11M |
|
861
Qiagen
QGEN
$8.62B
| – | – |
-8,676
| Closed | -$289K |
|
862
Qorvo
QRVO
$7.9B
| – | – |
-231,500
| Closed | -$16.4M |
|
863
Repligen
RGEN
$6.91B
| – | – |
-46,500
| Closed | -$1.78M |
|
864
Royal Gold
RGLD
$16.6B
| – | – |
-25,400
| Closed | -$2.19M |
|
865
Sturm, Ruger & Co
RGR
$603M
| – | – |
-5,300
| Closed | -$274K |
|
866
Roper Technologies
ROP
$40.4B
| – | – |
-63,800
| Closed | -$15.5M |
|
|
SA
867
Seabridge Gold
SA
$2.72B
| – | – |
-95,300
| Closed | -$1.16M |
|
868
SAP
SAP
$215B
| – | – |
-49,700
| Closed | -$5.45M |
|
869
Sibanye-Stillwater
SBSW
$6.05B
| – | – |
-368,628
| Closed | -$1.55M |
|
|
SEM
870
DELISTED
Select Medical
SEM
| – | – |
-408,691
| Closed | -$4.23M |
|
871
Signet Jewelers
SIG
$3.84B
| – | – |
-58,700
| Closed | -$3.91M |
|
872
iShares Silver Trust
SLV
$27.7B
| – | – |
-354,700
| Closed | -$5.58M |
|
|
SPR
873
DELISTED
Spirit AeroSystems
SPR
| – | – |
-38,400
| Closed | -$2.98M |
|
874
Stratasys
SSYS
$666M
| – | – |
-79,700
| Closed | -$1.84M |
|
875
Steris
STE
$22.9B
| – | – |
-26,700
| Closed | -$2.36M |
|
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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.