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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
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 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
XLF icon
1
State Street Financial Select Sector SPDR ETF
XLF
$56.5B
$334M 4.93%
11,976,500
-8,661,500
-42% -$233M
IWM icon
2
iShares Russell 2000 ETF
IWM
$79.1B
$254M 3.74%
1,663,100
-2,359,400
-59% -$354M
XLP icon
3
State Street Consumer Staples Select Sector SPDR ETF
XLP
$14.6B
$159M 2.34%
+2,786,500
New +$153M
XLY icon
4
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
$21.7B
$148M 2.19%
3,008,800
+2,868,800
+2,049% +$135M
EFA icon
5
iShares MSCI EAFE ETF
EFA
$76.4B
$146M 2.15%
2,071,500
+1,258,700
+155% +$87.5M
XLI icon
6
State Street Industrial Select Sector SPDR ETF
XLI
$32.2B
$127M 1.88%
1,683,400
-973,800
-37% -$70.9M
AAPL icon
7
Apple
AAPL
$4.97T
$108M 1.6%
+2,558,800
New +$107M
GLD icon
8
SPDR Gold Trust
GLD
$131B
$107M 1.58%
865,000
+725,800
+521% +$88M
EEM icon
9
iShares MSCI Emerging Markets ETF
EEM
$27.5B
$102M 1.5%
2,163,200
+1,047,700
+94% +$48.5M
AMZN icon
10
Amazon
AMZN
$2.44T
$95.1M 1.4%
+1,626,000
New +$89.5M
IWD icon
11
iShares Russell 1000 Value ETF
IWD
$81.4B
$88.6M 1.31%
+712,200
New +$86.3M
TLT icon
12
iShares 20+ Year Treasury Bond ETF
TLT
$42.4B
$85.6M 1.26%
674,900
+434,500
+181% +$54.5M
GDX icon
13
VanEck Gold Miners ETF
GDX
$22.5B
$68.5M 1.01%
2,947,300
+1,206,600
+69% +$27.5M
VWO icon
14
Vanguard FTSE Emerging Markets ETF
VWO
$117B
$64M 0.94%
1,395,000
+971,500
+229% +$43.4M
VTV icon
15
Vanguard Value ETF
VTV
$188B
$59.4M 0.88%
+558,700
New +$57.6M
INTC icon
16
Intel
INTC
$413B
$57.2M 0.84%
1,239,000
-284,100
-19% -$12.4M
COST icon
17
Costco
COST
$432B
$54.9M 0.81%
+295,000
New +$50.9M
NKE icon
18
Nike
NKE
$64.1B
$50.1M 0.74%
+801,700
New +$46.1M
VTI icon
19
Vanguard Total Stock Market ETF
VTI
$646B
$48.8M 0.72%
+355,500
New +$47.6M
BABA icon
20
Alibaba
BABA
$276B
$48M 0.71%
+278,200
New +$49.8M
GDXJ icon
21
VanEck Junior Gold Miners ETF
GDXJ
$6.86B
$45.8M 0.68%
1,342,800
+1,234,900
+1,144% +$40.3M
IJH icon
22
iShares Core S&P Mid-Cap ETF
IJH
$121B
$44.4M 0.65%
+1,168,500
New +$43.2M
MDY icon
23
State Street SPDR S&P MIDCAP 400 ETF Trust
MDY
$26.4B
$41.8M 0.62%
121,100
-67,000
-36% -$22.6M
RTX icon
24
RTX Corp
RTX
$290B
$40.9M 0.6%
+509,116
New +$38.7M
KRE icon
25
State Street SPDR S&P Regional Banking ETF
KRE
$4.51B
$40.7M 0.6%
692,300
-447,500
-39% -$25.7M
1
2 3 4 5

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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.