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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 | |
|---|---|---|---|---|---|---|
76
United Parcel Service
UPS
$88.9B
| $17.8M | 0.26% |
149,400
-62,800
| -30% | -$7.38M |
|
77
Mercado Libre
MELI
$94.5B
| $17.7M | 0.26% |
56,200
+52,800
| +1,553% | +$14.3M |
|
78
PPG Industries
PPG
$24.9B
| $17.7M | 0.26% |
+151,300
| New | +$17.5M |
|
|
SPLK
79
DELISTED
Splunk Inc
SPLK
| $17.6M | 0.26% |
212,100
+173,200
| +445% | +$12.7M |
|
80
Masco
MAS
$14.6B
| $17.5M | 0.26% |
398,600
+279,500
| +235% | +$11.4M |
|
81
Marvell Technology
MRVL
$147B
| $17.5M | 0.26% |
813,300
-453,500
| -36% | -$9.25M |
|
82
Danaher
DHR
$138B
| $17.3M | 0.25% |
210,034
+156,454
| +292% | +$12.7M |
|
83
iShares Russell 2000 Growth ETF
IWO
$14.1B
| $17.3M | 0.25% |
+92,500
| New | +$16.9M |
|
84
NetApp
NTAP
$33.9B
| $17.1M | 0.25% |
+308,600
| New | +$15.5M |
|
|
CTXS
85
DELISTED
Citrix Systems Inc
CTXS
| $17M | 0.25% |
+193,700
| New | +$16.4M |
|
86
iShares US Aerospace & Defense ETF
ITA
$14B
| $16.8M | 0.25% |
+178,400
| New | +$16.3M |
|
|
ETFC
87
DELISTED
E*Trade Financial Corporation
ETFC
| $16.8M | 0.25% |
338,200
-136,500
| -29% | -$6.27M |
|
88
State Street Materials Select Sector SPDR ETF
XLB
$8.72B
| $16.6M | 0.24% |
548,600
-1,821,400
| -77% | -$53.6M |
|
89
Qualcomm
QCOM
$164B
| $16.5M | 0.24% |
+258,200
| New | +$15.7M |
|
90
Prudential Financial
PRU
$42.6B
| $16.5M | 0.24% |
143,200
+140,000
| +4,375% | +$15.7M |
|
91
Emerson Electric
EMR
$81.6B
| $16.4M | 0.24% |
235,200
-462,300
| -66% | -$30M |
|
92
ExxonMobil
XOM
$650B
| $16.2M | 0.24% |
+194,100
| New | +$16.1M |
|
93
Las Vegas Sands
LVS
$32.2B
| $16.1M | 0.24% |
231,000
-154,600
| -40% | -$10.3M |
|
94
American Airlines Group
AAL
$9.82B
| $15.7M | 0.23% |
+302,100
| New | +$15.1M |
|
95
Tyson Foods
TSN
$21.5B
| $15.7M | 0.23% |
193,500
-26,700
| -12% | -$2.04M |
|
96
Cisco
CSCO
$443B
| $15.6M | 0.23% |
408,200
-1,991,000
| -83% | -$71.1M |
|
|
MXIM
97
DELISTED
Maxim Integrated Products
MXIM
| $15.5M | 0.23% |
296,600
+273,900
| +1,207% | +$14.2M |
|
98
Citigroup
C
$213B
| $15.3M | 0.23% |
206,300
-376,300
| -65% | -$27.8M |
|
99
iShares MSCI Japan ETF
EWJ
$21.2B
| $15.3M | 0.23% |
255,400
-382,500
| -60% | -$22.5M |
|
|
GRMN
100
Garmin
GRMN
$56.9B
| $15.2M | 0.22% |
254,800
+228,000
| +851% | +$13.4M |
|
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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.