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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
(-15%)
Cap. Flow
-$1.01B
Cap. Flow
% of AUM
-17.45%
Top 10 Holdings %
Top 10 Hldgs %
21.43%
Holding
1,004
New
270
Increased
192
Reduced
253
Closed
289
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
Netflix
NFLX
|
+$155M |
| 2 |
Micron Technology
MU
|
+$110M |
| 3 |
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
|
+$105M |
| 4 |
State Street Industrial Select Sector SPDR ETF
XLI
|
+$87.6M |
| 5 |
iShares MSCI Brazil ETF
EWZ
|
+$75.5M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
State Street Financial Select Sector SPDR ETF
XLF
|
+$334M |
| 2 |
iShares Russell 2000 ETF
IWM
|
+$254M |
| 3 |
State Street Consumer Staples Select Sector SPDR ETF
XLP
|
+$159M |
| 4 |
Apple
AAPL
|
+$108M |
| 5 |
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 | |
|---|---|---|---|---|---|---|
|
SKX
251
DELISTED
Skechers
SKX
| $5.65M | 0.1% |
145,300
+22,100
| +18% | +$880K |
|
252
Public Service Enterprise Group
PEG
$38.7B
| $5.65M | 0.1% |
112,400
-120,700
| -52% | -$5.92M |
|
|
GREK
253
Global X MSCI Greece ETF
GREK
$293M
| $5.62M | 0.1% |
193,267
+164,200
| +565% | +$5.2M |
|
|
AUY
254
DELISTED
Yamana Gold, Inc.
AUY
| $5.56M | 0.1% |
2,015,100
+1,946,600
| +2,842% | +$6.01M |
|
255
Crane NXT
CXT
$2.99B
| $5.54M | 0.1% |
172,164
+1,151
| +0.7% | +$37.3K |
|
|
MBT
256
DELISTED
Mobile TeleSystems Public Joint Stock Company American Depositary Shares (Each representing 2 Shares
MBT
| $5.54M | 0.1% |
486,800
+189,900
| +64% | +$2.21M |
|
|
AXON
257
Axon Enterprise
AXON
$42.8B
| $5.48M | 0.1% |
+139,500
| New | +$4.35M |
|
258
Gerdau
GGB
$9.54B
| $5.48M | 0.1% |
+1,482,390
| New | +$5.44M |
|
259
Republic Services
RSG
$67.4B
| $5.38M | 0.09% |
+81,200
| New | +$5.44M |
|
260
Wabtec
WAB
$49.3B
| $5.37M | 0.09% |
+66,000
| New | +$5.31M |
|
|
P
261
DELISTED
Pandora Media Inc
P
| $5.35M | 0.09% |
1,063,500
+875,700
| +466% | +$4.18M |
|
262
Teradata
TDC
$2.88B
| $5.33M | 0.09% |
134,300
-56,200
| -30% | -$2.21M |
|
|
CS
263
DELISTED
Credit Suisse Group
CS
| $5.3M | 0.09% |
315,800
-83,800
| -21% | -$1.54M |
|
264
Archer Daniels Midland
ADM
$38.7B
| $5.29M | 0.09% |
+122,100
| New | +$5.14M |
|
265
LKQ Corp
LKQ
$6.72B
| $5.28M | 0.09% |
139,100
+115,400
| +487% | +$4.68M |
|
266
PPG Industries
PPG
$24.9B
| $5.28M | 0.09% |
47,300
-104,000
| -69% | -$12M |
|
267
Western Union
WU
$2.53B
| $5.28M | 0.09% |
274,400
+27,800
| +11% | +$558K |
|
268
HF Sinclair
DINO
$16.2B
| $5.27M | 0.09% |
+107,900
| New | +$5.13M |
|
269
CoStar Group
CSGP
$12.2B
| $5.26M | 0.09% |
145,000
+121,000
| +504% | +$4.17M |
|
270
Canadian Pacific Kansas City
CP
$81B
| $5.22M | 0.09% |
148,000
-175,000
| -54% | -$6.32M |
|
271
Autoliv
ALV
$9.14B
| $5.18M | 0.09% |
49,274
-50,384
| -51% | -$5.19M |
|
272
Shake Shack
SHAK
$2.54B
| $5.17M | 0.09% |
+124,200
| New | +$5.16M |
|
273
Bread Financial
BFH
$4.32B
| $5.11M | 0.09% |
+30,072
| New | +$5.88M |
|
274
Paychex
PAYX
$43.4B
| $4.95M | 0.09% |
80,300
-42,900
| -35% | -$2.84M |
|
275
Toyota
TM
$228B
| $4.93M | 0.09% |
37,800
+19,200
| +103% | +$2.57M |
|
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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.