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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 | |
|---|---|---|---|---|---|---|
876
Starwood Property Trust
STWD
$6.12B
| – | – |
-35,300
| Closed | -$766K |
|
877
Constellation Brands
STZ
$22.5B
| – | – |
-33,400
| Closed | -$6.66M |
|
878
Thor Industries
THO
$4.06B
| – | – |
-32,500
| Closed | -$4.09M |
|
879
T. Rowe Price
TROW
$25.5B
| – | – |
-230,600
| Closed | -$20.9M |
|
880
TC Energy
TRP
$70.1B
| – | – |
-43,000
| Closed | -$2.13M |
|
881
Trane Technologies
TT
$98.8B
| – | – |
-10,900
| Closed | -$971K |
|
882
Televisa
TV
$1.49B
| – | – |
-85,500
| Closed | -$2.11M |
|
883
United Airlines
UAL
$38.8B
| – | – |
-3,900
| Closed | -$237K |
|
884
UDR
UDR
$12.9B
| – | – |
-11,100
| Closed | -$422K |
|
885
Union Pacific
UNP
$174B
| – | – |
-338,400
| Closed | -$39.2M |
|
886
United Rentals
URI
$65.7B
| – | – |
-217,900
| Closed | -$30.2M |
|
887
VEON
VEON
$3.5B
| – | – |
-20,408
| Closed | -$2.13M |
|
888
VF Corp
VFC
$5.92B
| – | – |
-151,335
| Closed | -$9.06M |
|
889
Valero Energy
VLO
$89.5B
| – | – |
-527,300
| Closed | -$40.6M |
|
890
Vanda Pharmaceuticals
VNDA
$304M
| – | – |
-146,200
| Closed | -$2.62M |
|
|
VTLE
891
DELISTED
Vital Energy
VTLE
| – | – |
-4,000
| Closed | -$1.03M |
|
892
Waters Corp
WAT
$37.3B
| – | – |
-19,300
| Closed | -$3.46M |
|
893
Wendy's
WEN
$1.46B
| – | – |
-46,900
| Closed | -$728K |
|
894
Westlake Corp
WLK
$9.26B
| – | – |
-176,900
| Closed | -$14.7M |
|
895
Walmart Inc
WMT
$909B
| – | – |
-34,500
| Closed | -$898K |
|
896
Worthington Enterprises
WOR
$2.74B
| – | – |
-28,547
| Closed | -$809K |
|
897
World Acceptance Corp
WRLD
$861M
| – | – |
-18,100
| Closed | -$1.5M |
|
898
State Street SPDR S&P Biotech ETF
XBI
$10B
| – | – |
-684,700
| Closed | -$59.3M |
|
899
Xcel Energy
XEL
$49.2B
| – | – |
-95,300
| Closed | -$4.51M |
|
|
900
State Street Utilities Select Sector SPDR ETF
XLU
$23.1B
| – | – |
-4,678,800
| Closed | -$124M |
|
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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.