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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 | |
|---|---|---|---|---|---|---|
176
SBA Communications
SBAC
$19.3B
| $8.76M | 0.13% |
53,600
-49,200
| -48% | -$7.82M |
|
177
Graphic Packaging
GPK
$3.24B
| $8.75M | 0.13% |
+566,400
| New | +$8.53M |
|
178
Wolfspeed
WOLF
$1.24B
| $8.71M | 0.13% |
+234,400
| New | +$8.08M |
|
|
SC
179
DELISTED
SANTANDER CONSUMER USA HOLDINGS INC
SC
| $8.57M | 0.13% |
460,200
+376,300
| +449% | +$6.3M |
|
180
Stryker
SYK
$133B
| $8.53M | 0.13% |
+55,100
| New | +$8.41M |
|
181
International Paper
IP
$22.8B
| $8.45M | 0.12% |
+153,965
| New | +$8.27M |
|
182
Pentair
PNR
$10.6B
| $8.45M | 0.12% |
+178,084
| New | +$8.32M |
|
183
Paychex
PAYX
$41.4B
| $8.39M | 0.12% |
+123,200
| New | +$8.09M |
|
184
Expeditors International
EXPD
$21.8B
| $8.38M | 0.12% |
129,600
-11,000
| -8% | -$674K |
|
185
State Street SPDR S&P Oil & Gas Exploration & Production ETF
XOP
$3.59B
| $8.33M | 0.12% |
+56,025
| New | +$7.81M |
|
186
McKesson
MCK
$101B
| $8.31M | 0.12% |
+53,300
| New | +$7.9M |
|
187
Invesco
IVZ
$13B
| $8.31M | 0.12% |
227,400
+213,500
| +1,536% | +$7.72M |
|
188
Chubb
CB
$135B
| $8.26M | 0.12% |
+56,500
| New | +$8.44M |
|
189
Coca-Cola
KO
$381B
| $8.2M | 0.12% |
178,800
-110,100
| -38% | -$5.06M |
|
190
AMC Entertainment Holdings
AMC
$2.47B
| $8.11M | 0.12% |
53,680
-22,770
| -30% | -$3.2M |
|
191
Deckers Outdoor
DECK
$13.6B
| $8.1M | 0.12% |
+605,400
| New | +$7.25M |
|
192
Mattel
MAT
$4.42B
| $8.08M | 0.12% |
525,500
-584,200
| -53% | -$9.26M |
|
|
BIG
193
DELISTED
Big Lots, Inc.
BIG
| $8.06M | 0.12% |
143,500
+29,900
| +26% | +$1.62M |
|
|
DFS
194
DELISTED
Discover Financial Services
DFS
| $8.04M | 0.12% |
+104,500
| New | +$7.19M |
|
195
CMS Energy
CMS
$22.7B
| $8.02M | 0.12% |
169,500
-108,200
| -39% | -$5.24M |
|
196
Zoetis
ZTS
$31.9B
| $7.97M | 0.12% |
110,700
-377,300
| -77% | -$25.9M |
|
197
Keysight
KEYS
$53.4B
| $7.87M | 0.12% |
+189,300
| New | +$8.18M |
|
|
ANSS
198
DELISTED
Ansys
ANSS
| $7.84M | 0.12% |
+53,100
| New | +$7.52M |
|
199
Canadian Imperial Bank of Commerce
CM
$108B
| $7.77M | 0.11% |
+159,600
| New | +$7.27M |
|
200
BlackBerry
BB
$4.95B
| $7.77M | 0.11% |
695,300
+660,400
| +1,892% | +$7.21M |
|
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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.