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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
+4.14%
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
$5.76B
AUM Growth
-$1.02B
Cap. Flow
-$1.01B
Cap. Flow %
-17.45%
Top 10 Hldgs %
21.43%
Holding
1,004
New
270
Increased
192
Reduced
253
Closed
289

Top Buys

Rank Stock Value
1
NFLX icon
Netflix
NFLX
+$155M
2
MU icon
Micron Technology
MU
+$110M
3
DIA icon
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
+$105M
4
XLI icon
State Street Industrial Select Sector SPDR ETF
XLI
+$87.6M
5
EWZ icon
iShares MSCI Brazil ETF
EWZ
+$75.5M

Top Sells

Rank Stock Value
1
XLF icon
State Street Financial Select Sector SPDR ETF
XLF
+$334M
2
IWM icon
iShares Russell 2000 ETF
IWM
+$254M
3
XLP icon
State Street Consumer Staples Select Sector SPDR ETF
XLP
+$159M
4
AAPL icon
Apple
AAPL
+$108M
5
EEM icon
iShares MSCI Emerging Markets ETF
EEM
+$102M

Sector Composition

Rank Sector Weight
1 Technology 15.2%
2 Consumer Discretionary 14.81%
3 Industrials 10.02%
4 Communication Services 6.06%
5 Healthcare 5.81%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
CM icon
226
Canadian Imperial Bank of Commerce
CM
$106B
$6.43M 0.11%
145,800
-13,800
-9% -$647K
BSX icon
227
Boston Scientific
BSX
$68.4B
$6.35M 0.11%
+232,300
New +$6.31M
PHM icon
228
Pultegroup
PHM
$25.2B
$6.34M 0.11%
214,900
+39,500
+23% +$1.23M
TIF
229
DELISTED
Tiffany & Co.
TIF
$6.33M 0.11%
64,800
-80,000
-55% -$8.26M
ZBH icon
230
Zimmer Biomet
ZBH
$18.8B
$6.3M 0.11%
59,534
+31,724
+114% +$3.68M
BA icon
231
Boeing
BA
$169B
$6.23M 0.11%
+19,000
New +$6.42M
HUBB icon
232
Hubbell
HUBB
$24.4B
$6.2M 0.11%
50,900
+12,000
+31% +$1.58M
VOD icon
233
Vodafone
VOD
$37.1B
$6.19M 0.11%
222,500
+82,600
+59% +$2.46M
XRX icon
234
Xerox
XRX
$345M
$6.17M 0.11%
+214,400
New +$6.59M
LGND icon
235
Ligand Pharmaceuticals
LGND
$5.77B
$6.16M 0.11%
59,792
+26,770
+81% +$2.65M
BBL
236
DELISTED
BHP Group Plc American Depositary Shares (Each representing two Ordinary Shares)
BBL
$6.02M 0.1%
151,600
+96,400
+175% +$4.06M
DATA
237
DELISTED
Tableau Software, Inc.
DATA
$5.97M 0.1%
73,900
+54,400
+279% +$4.31M
SSNC icon
238
SS&C Technologies
SSNC
$18.9B
$5.91M 0.1%
110,100
+3,800
+4% +$188K
CAVM
239
DELISTED
Cavium, Inc.
CAVM
$5.87M 0.1%
74,000
-5,500
-7% -$480K
CMPR icon
240
Cimpress
CMPR
$2.37B
$5.8M 0.1%
37,500
-8,500
-18% -$1.27M
TXT icon
241
Textron
TXT
$14.9B
$5.79M 0.1%
98,200
+10,900
+12% +$641K
MNST icon
242
Monster Beverage
MNST
$95.1B
$5.76M 0.1%
201,400
-151,200
-43% -$4.72M
DY icon
243
Dycom Industries
DY
$11.2B
$5.76M 0.1%
53,500
-8,400
-14% -$954K
FBIN icon
244
Fortune Brands Innovations
FBIN
$5.86B
$5.75M 0.1%
114,309
+20,241
+22% +$1.13M
J icon
245
Jacobs Solutions
J
$16B
$5.74M 0.1%
117,391
+19,464
+20% +$1.03M
LII icon
246
Lennox International
LII
$15B
$5.72M 0.1%
28,000
-3,600
-11% -$749K
RIO icon
247
Rio Tinto
RIO
$152B
$5.71M 0.1%
110,900
+34,100
+44% +$1.86M
INGR icon
248
Ingredion
INGR
$6.42B
$5.71M 0.1%
44,300
+10,700
+32% +$1.43M
SCCO icon
249
Southern Copper
SCCO
$138B
$5.71M 0.1%
113,588
+3,344
+3% +$158K
TT icon
250
Trane Technologies
TT
$98.8B
$5.65M 0.1%
+66,100
New +$5.93M
8 9
10
11 12

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FWM
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Quantitative Investment Management's Q1 2018 Portfolio in Review

As of Q1 2018, Quantitative Investment Management held 1,004 positions worth $5.76B, down 15% from $6.79B the previous quarter. Its ten largest holdings account for 21% of the portfolio.

Quantitative Investment Management withdrew a net $1.01B in Q1 2018, closing 289 positions and reducing 253 holdings. Its most notable exit was State Street Financial Select Sector SPDR ETF, an estimated $334M position sold in full.

By sector, the portfolio is most concentrated in Technology at 15% of assets, up from 9.8% a quarter earlier, followed by Consumer Discretionary and Industrials.

Against the trend, Quantitative Investment Management opened a new position in Netflix worth $168M.

  • Quantitative Investment Management's largest Q1 2018 buy was Netflix: 5,679,000 shares worth $168M.
  • Quantitative Investment Management added most to Micron Technology in Q1 2018, an estimated $110M increase.
  • Quantitative Investment Management's biggest Q1 2018 reduction was Vanguard FTSE Emerging Markets ETF, cutting an estimated $46M.
  • Quantitative Investment Management fully exited State Street Financial Select Sector SPDR ETF in Q1 2018, selling an estimated $334M.
  • Quantitative Investment Management's ten largest holdings make up 21% of its $5.76B portfolio in Q1 2018.
  • Quantitative Investment Management opened 270 new positions and closed 289 in Q1 2018.
  • Quantitative Investment Management's portfolio value fell 15% quarter-over-quarter to $5.76B.

Based on Quantitative Investment Management's 13F filing for Q1 2018, filed 15 May 2018.