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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 | |
|---|---|---|---|---|---|---|
|
BBBY
201
DELISTED
Bed Bath & Beyond Inc
BBBY
| $7.64M | 0.11% |
+347,700
| New | +$7.55M |
|
202
AerCap
AER
$24B
| $7.62M | 0.11% |
144,900
-150,100
| -51% | -$7.81M |
|
203
KeyCorp
KEY
$24.2B
| $7.58M | 0.11% |
375,600
+88,200
| +31% | +$1.66M |
|
|
KSU
204
DELISTED
Kansas City Southern
KSU
| $7.54M | 0.11% |
71,700
-52,000
| -42% | -$5.55M |
|
205
Simon Property Group
SPG
$74.7B
| $7.52M | 0.11% |
+43,800
| New | +$7.11M |
|
206
Northern Trust
NTRS
$22.4B
| $7.52M | 0.11% |
+75,300
| New | +$7.17M |
|
207
Motorola Solutions
MSI
$71.5B
| $7.5M | 0.11% |
83,000
+37,900
| +84% | +$3.45M |
|
208
iShares MSCI ACWI ETF
ACWI
$32.7B
| $7.49M | 0.11% |
103,900
-542,100
| -84% | -$38.3M |
|
209
Stanley Black & Decker
SWK
$14.4B
| $7.47M | 0.11% |
44,000
-71,300
| -62% | -$11.7M |
|
210
Corpay
CPAY
$25.5B
| $7.47M | 0.11% |
+38,800
| New | +$6.82M |
|
211
Murphy USA
MUSA
$11.4B
| $7.4M | 0.11% |
+92,100
| New | +$6.96M |
|
212
Melco Resorts & Entertainment
MLCO
$2.24B
| $7.38M | 0.11% |
254,200
-236,600
| -48% | -$6.03M |
|
|
ESRX
213
DELISTED
Express Scripts Holding Company
ESRX
| $7.34M | 0.11% |
+98,400
| New | +$6.29M |
|
214
Teradata
TDC
$2.88B
| $7.33M | 0.11% |
190,500
+23,600
| +14% | +$844K |
|
215
Waste Management
WM
$90.5B
| $7.32M | 0.11% |
84,800
-115,900
| -58% | -$9.43M |
|
216
Eagle Materials
EXP
$6.3B
| $7.25M | 0.11% |
64,000
-30,700
| -32% | -$3.32M |
|
217
Lincoln National
LNC
$8.8B
| $7.25M | 0.11% |
94,300
+38,100
| +68% | +$2.88M |
|
218
iShares MSCI Pacific ex Japan ETF
EPP
$2.25B
| $7.24M | 0.11% |
151,500
-236,100
| -61% | -$11.2M |
|
|
CS
219
DELISTED
Credit Suisse Group
CS
| $7.13M | 0.11% |
399,600
-438,500
| -52% | -$7.25M |
|
220
Everest Group
EG
$14.5B
| $7.12M | 0.11% |
+32,200
| New | +$7.26M |
|
221
Axalta
AXTA
$7.71B
| $7.03M | 0.1% |
+217,300
| New | +$6.88M |
|
222
Sempra
SRE
$58.6B
| $6.99M | 0.1% |
130,800
-86,400
| -40% | -$5.01M |
|
223
Colgate-Palmolive
CL
$73.3B
| $6.99M | 0.1% |
+92,600
| New | +$6.76M |
|
|
FLIR
224
DELISTED
FLIR Systems, Inc. (DE) Common Stock
FLIR
| $6.96M | 0.1% |
149,400
+99,800
| +201% | +$4.56M |
|
225
Groupon
GRPN
$1.06B
| $6.96M | 0.1% |
68,210
+7,120
| +12% | +$749K |
|
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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.