We are live on
!
Find out more
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 | |
|---|---|---|---|---|---|---|
126
Walt Disney
DIS
$171B
| $12.7M | 0.19% |
+117,900
| New | +$12.1M |
|
127
Thermo Fisher Scientific
TMO
$214B
| $12.6M | 0.19% |
66,500
-183,100
| -73% | -$35.1M |
|
128
Entergy
ETR
$50.3B
| $12.6M | 0.19% |
310,200
+138,200
| +80% | +$5.79M |
|
129
AstraZeneca
AZN
$269B
| $12.5M | 0.18% |
+180,300
| New | +$12.2M |
|
130
Host Hotels & Resorts
HST
$17.5B
| $12.5M | 0.18% |
628,500
+470,900
| +299% | +$9.23M |
|
131
Citizens Financial Group
CFG
$30.1B
| $12.3M | 0.18% |
292,600
-134,400
| -31% | -$5.26M |
|
132
Cognizant
CTSH
$26.5B
| $12.3M | 0.18% |
172,600
-224,900
| -57% | -$16.4M |
|
133
Public Service Enterprise Group
PEG
$38.7B
| $12M | 0.18% |
233,100
-376,700
| -62% | -$19M |
|
134
General Motors
GM
$80.9B
| $11.9M | 0.18% |
291,000
-1,355,700
| -82% | -$58.8M |
|
|
ZAYO
135
DELISTED
Zayo Group Holdings, Inc.
ZAYO
| $11.8M | 0.17% |
321,200
-36,200
| -10% | -$1.28M |
|
136
Canadian Pacific Kansas City
CP
$81B
| $11.8M | 0.17% |
+323,000
| New | +$11.3M |
|
137
Weyerhaeuser
WY
$17.6B
| $11.8M | 0.17% |
+334,300
| New | +$11.8M |
|
138
Monster Beverage
MNST
$95.1B
| $11.2M | 0.16% |
352,600
-144,800
| -29% | -$4.34M |
|
139
Capital One
COF
$128B
| $11.1M | 0.16% |
+111,100
| New | +$10.1M |
|
140
Corning
GLW
$107B
| $11.1M | 0.16% |
+345,600
| New | +$10.9M |
|
141
Fortinet
FTNT
$112B
| $11M | 0.16% |
+1,262,000
| New | +$10.3M |
|
|
CAA
142
DELISTED
CalAtlantic Group, Inc.
CAA
| $11M | 0.16% |
+195,000
| New | +$9.52M |
|
143
Cummins
CMI
$83.6B
| $11M | 0.16% |
62,100
-87,300
| -58% | -$14.9M |
|
|
SCG
144
DELISTED
Scana
SCG
| $10.9M | 0.16% |
+274,900
| New | +$12.3M |
|
|
145
iShares MSCI Brazil ETF
EWZ
$8.98B
| $10.9M | 0.16% |
269,400
-3,990,800
| -94% | -$161M |
|
146
CBRE Group
CBRE
$43.3B
| $10.9M | 0.16% |
+251,300
| New | +$10.4M |
|
147
MGM Resorts International
MGM
$11.7B
| $10.8M | 0.16% |
+324,800
| New | +$10.5M |
|
148
Nucor
NUE
$58.3B
| $10.8M | 0.16% |
+169,800
| New | +$9.93M |
|
|
GRUB
149
DELISTED
Just Eat Takeaway.com N.V. American Depositary Shares
GRUB
| $10.7M | 0.16% |
74,850
-122,550
| -62% | -$15.4M |
|
|
SEE
150
DELISTED
Sealed Air
SEE
| $10.7M | 0.16% |
+217,900
| New | +$10M |
|
Similar funds
MK
TFP
UWPG
FWM
RCIM
TC
NA
GHC
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.