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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 | |
|---|---|---|---|---|---|---|
151
Air Products & Chemicals
APD
$65.5B
| $10.6M | 0.16% |
64,800
+1,100
| +2% | +$175K |
|
152
Steel Dynamics
STLD
$36.4B
| $10.6M | 0.16% |
+246,000
| New | +$9.46M |
|
153
Eli Lilly
LLY
$1.08T
| $10.5M | 0.16% |
124,800
+1,200
| +1% | +$102K |
|
154
PACCAR
PCAR
$70.5B
| $10.4M | 0.15% |
220,350
-180,000
| -45% | -$8.51M |
|
155
PNC Financial Services
PNC
$99.1B
| $10.4M | 0.15% |
72,200
-112,500
| -61% | -$15.5M |
|
156
JB Hunt Transport Services
JBHT
$25.9B
| $10.2M | 0.15% |
88,400
+5,900
| +7% | +$635K |
|
|
DNKN
157
DELISTED
Dunkin' Brands Group, Inc.
DNKN
| $9.97M | 0.15% |
+154,700
| New | +$9.02M |
|
158
D.R. Horton
DHI
$41.2B
| $9.86M | 0.15% |
193,100
-395,200
| -67% | -$18.4M |
|
159
Suncor Energy
SU
$77.7B
| $9.86M | 0.15% |
268,500
-136,800
| -34% | -$4.75M |
|
|
WP
160
DELISTED
Worldpay, Inc.
WP
| $9.69M | 0.14% |
131,800
-96,000
| -42% | -$6.86M |
|
161
iShares MSCI Australia ETF
EWA
$1.38B
| $9.66M | 0.14% |
416,800
-406,000
| -49% | -$9.27M |
|
162
Parker-Hannifin
PH
$120B
| $9.52M | 0.14% |
47,700
-141,700
| -75% | -$26.3M |
|
|
VMW
163
DELISTED
VMware, Inc
VMW
| $9.34M | 0.14% |
74,500
-275,300
| -79% | -$33M |
|
|
BNY
164
Bank of New York Mellon
BNY
$103B
| $9.33M | 0.14% |
173,300
-313,800
| -64% | -$16.7M |
|
165
Deutsche Bank
DB
$67.9B
| $9.2M | 0.14% |
+483,700
| New | +$8.73M |
|
166
Autoliv
ALV
$9.14B
| $9.12M | 0.13% |
99,658
+19,015
| +24% | +$1.72M |
|
|
WRK
167
DELISTED
WestRock Company
WRK
| $9.08M | 0.13% |
143,700
+120,800
| +528% | +$7.33M |
|
168
PTC
PTC
$15.3B
| $9.01M | 0.13% |
148,300
+95,500
| +181% | +$5.93M |
|
169
Toll Brothers
TOL
$14B
| $8.97M | 0.13% |
186,900
-35,100
| -16% | -$1.62M |
|
170
Visa
V
$701B
| $8.97M | 0.13% |
78,700
-290,600
| -79% | -$32.1M |
|
171
Eversource Energy
ES
$28.1B
| $8.95M | 0.13% |
141,600
-800
| -0.6% | -$50.6K |
|
|
BLUE
172
DELISTED
bluebird bio
BLUE
| $8.92M | 0.13% |
3,868
-4,338
| -53% | -$8.81M |
|
173
Ameriprise Financial
AMP
$47.8B
| $8.88M | 0.13% |
52,400
-61,000
| -54% | -$9.77M |
|
|
GAP
174
The Gap Inc
GAP
$7.3B
| $8.83M | 0.13% |
259,300
-757,100
| -74% | -$22.6M |
|
175
Affiliated Managers Group
AMG
$9.51B
| $8.78M | 0.13% |
42,800
-44,200
| -51% | -$8.57M |
|
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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.