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QIM

Quantitative Investment Management Portfolio holdings

AUM $917M
1-Year Est. Return 3.96%
This Fund
S&P 500
This Quarter Est. Return
+4.14%
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
$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 Miscellaneous 25.81%
2 Technology 15.79%
3 Consumer Discretionary 14.95%
4 Industrials 10.04%
5 Communication Services 6.15%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
CM icon
226
Canadian Imperial Bank of Commerce
CM
$103B
$6.43M 0.11%
145,800
-13,800
-9% -$647K
BSX icon
227
Boston Scientific
BSX
$63.6B
$6.35M 0.11%
+232,300
New +$6.31M
PHM icon
228
Pultegroup
PHM
$22.8B
$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
$166B
$6.23M 0.11%
+19,000
New +$6.42M
HUBB icon
232
Hubbell
HUBB
$23.2B
$6.2M 0.11%
50,900
+12,000
+31% +$1.58M
VOD icon
233
Vodafone
VOD
$40.9B
$6.19M 0.11%
222,500
+82,600
+59% +$2.46M
XRX icon
234
Xerox
XRX
$454M
$6.17M 0.11%
+214,400
New +$6.59M
LGND icon
235
Ligand Pharmaceuticals
LGND
$5.52B
$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
$19.1B
$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
$2.03B
$5.8M 0.1%
37,500
-8,500
-18% -$1.27M
TXT icon
241
Textron
TXT
$13.9B
$5.79M 0.1%
98,200
+10,900
+12% +$641K
MNST icon
242
Monster Beverage
MNST
$87.4B
$5.76M 0.1%
402,800
-302,400
-43% -$4.72M
DY icon
243
Dycom Industries
DY
$8.52B
$5.76M 0.1%
53,500
-8,400
-14% -$954K
FBIN icon
244
Fortune Brands Innovations
FBIN
$4.77B
$5.75M 0.1%
114,309
+20,241
+22% +$1.13M
J icon
245
Jacobs Solutions
J
$17B
$5.74M 0.1%
117,391
+19,464
+20% +$1.03M
LII icon
246
Lennox International
LII
$12.5B
$5.72M 0.1%
28,000
-3,600
-11% -$749K
RIO icon
247
Rio Tinto
RIO
$158B
$5.71M 0.1%
110,900
+34,100
+44% +$1.86M
INGR icon
248
Ingredion
INGR
$6.25B
$5.71M 0.1%
44,300
+10,700
+32% +$1.43M
SCCO icon
249
Southern Copper
SCCO
$160B
$5.71M 0.1%
114,951
+3,384
+3% +$158K
TT icon
250
Trane Technologies
TT
$93B
$5.65M 0.1%
+66,100
New +$5.93M
8 9
10
11 12

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 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 Miscellaneous at 26% of assets, down from 38% a quarter earlier, followed by Technology and Consumer Discretionary.

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.