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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 | |
|---|---|---|---|---|---|---|
101
iShares US Home Construction ETF
ITB
$2.32B
| $15.2M | 0.22% |
346,800
-1,108,000
| -76% | -$44.9M |
|
|
TIF
102
DELISTED
Tiffany & Co.
TIF
| $15.1M | 0.22% |
+144,800
| New | +$13.8M |
|
103
Crown Castle
CCI
$34.6B
| $14.9M | 0.22% |
134,100
-150,100
| -53% | -$16.2M |
|
104
American Electric Power
AEP
$70.4B
| $14.8M | 0.22% |
200,600
-43,100
| -18% | -$3.22M |
|
|
RSX
105
DELISTED
VanEck Russia ETF
RSX
| $14.7M | 0.22% |
692,100
-1,910,800
| -73% | -$41.9M |
|
106
Ecolab
ECL
$79.8B
| $14.6M | 0.22% |
108,800
-68,800
| -39% | -$9.15M |
|
107
Intuitive Surgical
ISRG
$127B
| $14.5M | 0.21% |
119,400
+96,900
| +431% | +$12.1M |
|
108
Burlington
BURL
$23.4B
| $14.5M | 0.21% |
+117,900
| New | +$12M |
|
109
State Street Energy Select Sector SPDR ETF
XLE
$39B
| $14.5M | 0.21% |
+401,400
| New | +$13.8M |
|
110
Darden Restaurants
DRI
$24.3B
| $14.4M | 0.21% |
150,000
+69,600
| +87% | +$5.88M |
|
111
Duke Energy
DUK
$101B
| $14.3M | 0.21% |
170,100
-27,100
| -14% | -$2.37M |
|
|
ANDV
112
DELISTED
Andeavor
ANDV
| $14.2M | 0.21% |
124,600
-121,400
| -49% | -$13.1M |
|
113
Align Technology
ALGN
$12.9B
| $14.1M | 0.21% |
+63,300
| New | +$14.4M |
|
114
Pfizer
PFE
$143B
| $13.8M | 0.2% |
402,417
-1,031,761
| -72% | -$35.2M |
|
115
iShares US Financials ETF
IYF
$4.65B
| $13.7M | 0.2% |
229,600
+27,600
| +14% | +$1.6M |
|
|
CERN
116
DELISTED
Cerner Corp
CERN
| $13.5M | 0.2% |
200,300
-55,100
| -22% | -$3.81M |
|
117
Baidu
BIDU
$35.7B
| $13.4M | 0.2% |
57,200
-72,200
| -56% | -$17.7M |
|
|
STI
118
DELISTED
SunTrust Banks, Inc.
STI
| $13.3M | 0.2% |
205,900
+79,300
| +63% | +$4.84M |
|
119
Mohawk Industries
MHK
$6.91B
| $13.3M | 0.2% |
+48,200
| New | +$12.9M |
|
120
Lennar Class A
LEN
$20.4B
| $13.3M | 0.2% |
+216,930
| New | +$12.3M |
|
121
MetLife
MET
$62.4B
| $13.2M | 0.19% |
261,200
-530,400
| -67% | -$27.9M |
|
122
TE Connectivity
TEL
$60B
| $13.1M | 0.19% |
137,800
+90,300
| +190% | +$8.31M |
|
123
Texas Instruments
TXN
$248B
| $12.9M | 0.19% |
124,000
-270,500
| -69% | -$26.3M |
|
124
State Street SPDR S&P Retail ETF
XRT
$457M
| $12.7M | 0.19% |
+281,500
| New | +$11.8M |
|
125
CME Group
CME
$95.4B
| $12.7M | 0.19% |
86,900
-64,800
| -43% | -$9.23M |
|
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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.