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
APD icon
151
Air Products & Chemicals
APD
$64.8B
$10.6M 0.16%
64,800
+1,100
+2% +$175K
STLD icon
152
Steel Dynamics
STLD
$34.8B
$10.6M 0.16%
+246,000
New +$9.46M
LLY icon
153
Eli Lilly
LLY
$1.02T
$10.5M 0.16%
124,800
+1,200
+1% +$102K
PCAR icon
154
PACCAR
PCAR
$64.1B
$10.4M 0.15%
220,350
-180,000
-45% -$8.51M
PNC icon
155
PNC Financial Services
PNC
$95.2B
$10.4M 0.15%
72,200
-112,500
-61% -$15.5M
JBHT icon
156
JB Hunt Transport Services
JBHT
$22.7B
$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
DHI icon
158
D.R. Horton
DHI
$39.7B
$9.86M 0.15%
193,100
-395,200
-67% -$18.4M
SU icon
159
Suncor Energy
SU
$82.8B
$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
EWA icon
161
iShares MSCI Australia ETF
EWA
$1.27B
$9.66M 0.14%
416,800
-406,000
-49% -$9.27M
PH icon
162
Parker-Hannifin
PH
$117B
$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
$104B
$9.33M 0.14%
173,300
-313,800
-64% -$16.7M
DB icon
165
Deutsche Bank
DB
$72.2B
$9.2M 0.14%
+483,700
New +$8.73M
ALV icon
166
Autoliv
ALV
$8.52B
$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
PTC icon
168
PTC
PTC
$14.4B
$9.01M 0.13%
148,300
+95,500
+181% +$5.93M
TOL icon
169
Toll Brothers
TOL
$12.4B
$8.97M 0.13%
186,900
-35,100
-16% -$1.62M
V icon
170
Visa
V
$696B
$8.97M 0.13%
78,700
-290,600
-79% -$32.1M
ES icon
171
Eversource Energy
ES
$25.5B
$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
AMP icon
173
Ameriprise Financial
AMP
$49B
$8.88M 0.13%
52,400
-61,000
-54% -$9.77M
GAP
174
The Gap Inc
GAP
$7.1B
$8.83M 0.13%
259,300
-757,100
-74% -$22.6M
AMG icon
175
Affiliated Managers Group
AMG
$9.03B
$8.78M 0.13%
42,800
-44,200
-51% -$8.57M
5 6
7
8 9

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.