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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
JLL icon
276
Jones Lang LaSalle
JLL
$15.8B
$4.92M 0.09%
28,200
-17,200
-38% -$2.76M
CSL icon
277
Carlisle Companies
CSL
$13.5B
$4.92M 0.09%
47,100
+28,100
+148% +$3.08M
QRVO icon
278
Qorvo
QRVO
$7.9B
$4.89M 0.08%
+69,400
New +$5.23M
PH icon
279
Parker-Hannifin
PH
$120B
$4.8M 0.08%
28,100
-19,600
-41% -$3.71M
CBRE icon
280
CBRE Group
CBRE
$43.3B
$4.78M 0.08%
101,200
-150,100
-60% -$6.84M
BIDU icon
281
Baidu
BIDU
$35.7B
$4.78M 0.08%
21,400
-35,800
-63% -$8.82M
MA icon
282
Mastercard
MA
$498B
$4.76M 0.08%
27,200
+800
+3% +$137K
CONE
283
DELISTED
CyrusOne Inc Common Stock
CONE
$4.69M 0.08%
+91,600
New +$4.91M
EMN icon
284
Eastman Chemical
EMN
$7.69B
$4.66M 0.08%
44,100
+32,200
+271% +$3.26M
AAOI icon
285
Applied Optoelectronics
AAOI
$6.14B
$4.65M 0.08%
185,600
+77,500
+72% +$2.41M
UN
286
DELISTED
Unilever NV New York Registry Shares
UN
$4.59M 0.08%
+81,500
New +$4.48M
JBL icon
287
Jabil
JBL
$30.1B
$4.59M 0.08%
+159,700
New +$4.35M
GPT
288
DELISTED
Gramercy Property Trust
GPT
$4.59M 0.08%
+211,100
New +$5.02M
ON icon
289
ON Semiconductor
ON
$30.7B
$4.58M 0.08%
+187,300
New +$4.52M
KLAC icon
290
KLA
KLAC
$222B
$4.58M 0.08%
420,000
-142,000
-25% -$1.58M
MKTX icon
291
MarketAxess Holdings
MKTX
$4.47B
$4.57M 0.08%
+21,000
New +$4.32M
ORLY icon
292
O'Reilly Automotive
ORLY
$75.1B
$4.55M 0.08%
+276,000
New +$4.67M
PTCT icon
293
PTC Therapeutics
PTCT
$6.18B
$4.54M 0.08%
+167,900
New +$4.25M
YELP icon
294
Yelp
YELP
$1.54B
$4.52M 0.08%
108,200
+52,300
+94% +$2.28M
RSPP
295
DELISTED
RSP Permian, Inc.
RSPP
$4.44M 0.08%
94,700
+71,700
+312% +$2.82M
BC icon
296
Brunswick
BC
$5.23B
$4.44M 0.08%
+74,700
New +$4.42M
EV
297
DELISTED
Eaton Vance Corp.
EV
$4.44M 0.08%
79,700
-30,800
-28% -$1.75M
MGM icon
298
MGM Resorts International
MGM
$11.7B
$4.41M 0.08%
126,000
-198,800
-61% -$6.98M
WSO icon
299
Watsco Inc
WSO
$13.2B
$4.38M 0.08%
24,200
+1,000
+4% +$173K
DISH
300
DELISTED
DISH Network Corp.
DISH
$4.38M 0.08%
+115,500
New +$5.08M
10 11
12
13 14

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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.