We are live on ! Find out more
QIM

Quantitative Investment Management Portfolio holdings

AUM $917M
1-Year Est. Return 3.96%
This Fund
S&P 500
This Quarter Est. Return
+8.02%
1 Year Est. Return
-3.96%
3 Year Est. Return
+24.59%
5 Year Est. Return
+12.41%
10 Year Est. Return
+164.05%
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 Miscellaneous 38.22%
2 Consumer Discretionary 11.73%
3 Financials 10.51%
4 Technology 10.44%
5 Industrials 8.5%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
ITB icon
101
iShares US Home Construction ETF
ITB
$2.15B
$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
CCI icon
103
Crown Castle
CCI
$31.5B
$14.9M 0.22%
134,100
-150,100
-53% -$16.2M
AEP icon
104
American Electric Power
AEP
$66.1B
$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
ECL icon
106
Ecolab
ECL
$77.5B
$14.6M 0.22%
108,800
-68,800
-39% -$9.15M
ISRG icon
107
Intuitive Surgical
ISRG
$135B
$14.5M 0.21%
119,400
+96,900
+431% +$12.1M
BURL icon
108
Burlington
BURL
$14.6B
$14.5M 0.21%
+117,900
New +$12M
XLE icon
109
State Street Energy Select Sector SPDR ETF
XLE
$42.5B
$14.5M 0.21%
+401,400
New +$13.8M
DRI icon
110
Darden Restaurants
DRI
$23.9B
$14.4M 0.21%
150,000
+69,600
+87% +$5.88M
DUK icon
111
Duke Energy
DUK
$92.3B
$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
ALGN icon
113
Align Technology
ALGN
$10.7B
$14.1M 0.21%
+63,300
New +$14.4M
PFE icon
114
Pfizer
PFE
$157B
$13.8M 0.2%
402,417
-1,031,761
-72% -$35.2M
IYF icon
115
iShares US Financials ETF
IYF
$4.33B
$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
BIDU icon
117
Baidu
BIDU
$30.5B
$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
MHK icon
119
Mohawk Industries
MHK
$8.71B
$13.3M 0.2%
+48,200
New +$12.9M
LEN icon
120
Lennar Class A
LEN
$19.5B
$13.3M 0.2%
+216,930
New +$12.3M
MET icon
121
MetLife
MET
$62.3B
$13.2M 0.19%
261,200
-530,400
-67% -$27.9M
TEL icon
122
TE Connectivity
TEL
$58.4B
$13.1M 0.19%
137,800
+90,300
+190% +$8.31M
TXN icon
123
Texas Instruments
TXN
$243B
$12.9M 0.19%
124,000
-270,500
-69% -$26.3M
XRT icon
124
State Street SPDR S&P Retail ETF
XRT
$396M
$12.7M 0.19%
+281,500
New +$11.8M
CME icon
125
CME Group
CME
$98.4B
$12.7M 0.19%
86,900
-64,800
-43% -$9.23M
3 4
5
6 7

Similar funds

HIC
Harvey Investment Company Louisville, Kentucky $918M AUM 14.93% 1-Year Est. Return
AGAM
Avalon Global Asset Management San Francisco, California $917M AUM 87.67% 1-Year Est. Return
RFA
RTD Financial Advisors Philadelphia, Pennsylvania $917M AUM 19.69% 1-Year Est. Return
SPG
Strategic Planning Group Bountiful, Utah $918M AUM 37.38% 1-Year Est. Return
TCM
Twin Capital Management Mcmurray, Pennsylvania $916M AUM 43.28% 1-Year Est. Return
DLP
De Lisle Partners Poole, United Kingdom $916M AUM 54.05% 1-Year Est. Return
SIC
SJS Investment Consulting Sylvania, Ohio $919M AUM 23.4% 1-Year Est. Return
GC
Greenvale Capital London, United Kingdom $916M AUM 32.73% 1-Year Est. Return

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 Miscellaneous at 38% of assets, up from 34% a quarter earlier, followed by Consumer Discretionary and Financials.

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.