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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
Cap. Flow
-$2.42B
Cap. Flow %
-35.69%
Top 10 Hldgs %
23.29%
Holding
957
New
300
Increased
128
Reduced
306
Closed
223

Top Buys

Rank Stock Value
1
XLP icon
State Street Consumer Staples Select Sector SPDR ETF
XLP
+$153M
2
XLY icon
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
+$135M
3
AAPL icon
Apple
AAPL
+$107M
4
AMZN icon
Amazon
AMZN
+$89.5M
5
GLD icon
SPDR Gold Trust
GLD
+$88M

Top Sells

Rank Stock Value
1
IWM icon
iShares Russell 2000 ETF
IWM
+$354M
2
XLF icon
State Street Financial Select Sector SPDR ETF
XLF
+$233M
3
EWZ icon
iShares MSCI Brazil ETF
EWZ
+$161M
4
XLV icon
State Street Health Care Select Sector SPDR ETF
XLV
+$129M
5
XLU icon
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
PTLA
926
DELISTED
Portola Pharmaceuticals, Inc.
PTLA
– –
-14,200
Closed -$767K
IBKC
927
DELISTED
IBERIABANK Corp
IBKC
– –
-9,400
Closed -$772K
WBC
928
DELISTED
WABCO HOLDINGS INC.
WBC
– –
-60,300
Closed -$8.92M
RTN
929
DELISTED
Raytheon Company
RTN
– –
-12,500
Closed -$2.33M
CRZO
930
DELISTED
Carrizo Oil & Gas Inc
CRZO
– –
-281,300
Closed -$4.82M
MDSO
931
DELISTED
Medidata Solutions, Inc.
MDSO
– –
-91,500
Closed -$7.14M
SGYP
932
DELISTED
Synergy Pharmaceuticals, Inc Common Stock
SGYP
– –
-20,600
Closed -$59K
IMPV
933
DELISTED
Imperva, Inc.
IMPV
– –
-10,600
Closed -$460K
FBR
934
DELISTED
Fibria Celulose Sa
FBR
– –
-109,000
Closed -$1.48M
KERX
935
DELISTED
Keryx Biopharmaceuticals Inc
KERX
– –
-66,700
Closed -$473K
PX
936
DELISTED
Praxair Inc
PX
– –
-160,100
Closed -$22.4M
WEB
937
DELISTED
Web.com Group, Inc.
WEB
– –
-54,000
Closed -$1.35M
TWX
938
DELISTED
Time Warner Inc
TWX
– –
-142,200
Closed -$14.6M
BGC
939
DELISTED
General Cable Corporation
BGC
– –
-35,300
Closed -$665K
DYN
940
DELISTED
Dynegy, Inc.
DYN
– –
-258,400
Closed -$2.53M
BBG
941
DELISTED
Bill Barrett Corp
BBG
– –
-69,000
Closed -$296K
POT
942
DELISTED
Potash Corp Of Saskatchewan
POT
– –
-661,600
Closed -$12.7M
AGU
943
DELISTED
Agrium
AGU
– –
-44,200
Closed -$4.74M
GIMO
944
DELISTED
Gigamon Inc.
GIMO
– –
-11,300
Closed -$476K
VALE.P
945
DELISTED
Vale S A
VALE.P
– –
-722,900
Closed -$6.76M
ABCO
946
DELISTED
Advisory Board Co
ABCO
– –
-46,000
Closed -$2.47M
RICE
947
DELISTED
Rice Energy Inc.
RICE
– –
-471,100
Closed -$13.6M
MACK
948
DELISTED
Merrimack Pharmaceuticals, Inc.
MACK
– –
-54,526
Closed -$623K
SIVB
949
DELISTED
SVB Financial Group
SIVB
– –
-19,500
Closed -$3.65M
SBNY
950
DELISTED
Signature Bank
SBNY
– –
-43,500
Closed -$5.57M
35 36 37
38
39

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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.