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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 | |
|---|---|---|---|---|---|---|
|
S
301
DELISTED
Sprint Corporation
S
| $4.37M | 0.08% |
894,800
+608,800
| +213% | +$3.25M |
|
302
Cigna
CI
$78.4B
| $4.36M | 0.08% |
+26,000
| New | +$5.05M |
|
303
Zebra Technologies
ZBRA
$13.5B
| $4.36M | 0.08% |
+31,300
| New | +$4.01M |
|
304
Global Payments
GPN
$24.1B
| $4.35M | 0.08% |
+39,000
| New | +$4.31M |
|
|
USG
305
DELISTED
Usg
USG
| $4.29M | 0.07% |
106,200
+11,300
| +12% | +$410K |
|
|
BBBY
306
Bed Bath & Beyond
BBBY
$479M
| $4.29M | 0.07% |
+157,457
| New | +$7.38M |
|
307
Cleveland-Cliffs
CLF
$6.49B
| $4.27M | 0.07% |
614,800
+598,800
| +3,743% | +$4.49M |
|
|
FTR
308
DELISTED
Frontier Communications Corp.
FTR
| $4.26M | 0.07% |
574,600
-190,800
| -25% | -$1.48M |
|
309
Zurn Elkay Water Solutions
ZWS
$8.55B
| $4.26M | 0.07% |
297,698
+175,214
| +143% | +$2.4M |
|
310
Dover
DOV
$26.7B
| $4.25M | 0.07% |
53,605
+25,379
| +90% | +$2.08M |
|
311
Mercado Libre
MELI
$94.5B
| $4.21M | 0.07% |
11,800
-44,400
| -79% | -$16.2M |
|
312
NVIDIA
NVDA
$4.6T
| $4.19M | 0.07% |
+724,000
| New | +$4.25M |
|
313
America Movil
AMX
$74.6B
| $4.19M | 0.07% |
219,500
+63,800
| +41% | +$1.18M |
|
314
SolarEdge
SEDG
$2.37B
| $4.16M | 0.07% |
79,100
-9,900
| -11% | -$434K |
|
315
MasTec
MTZ
$22.7B
| $4.09M | 0.07% |
87,000
+67,400
| +344% | +$3.42M |
|
|
INFO
316
DELISTED
IHS Markit Ltd. Common Shares
INFO
| $4.05M | 0.07% |
+84,000
| New | +$3.97M |
|
317
Dollar General
DG
$28.4B
| $4.05M | 0.07% |
+43,300
| New | +$4.16M |
|
318
Encompass Health
EHC
$11.3B
| $4.01M | 0.07% |
88,116
+16,718
| +23% | +$717K |
|
319
Century Aluminum
CENX
$4.22B
| $3.99M | 0.07% |
+241,100
| New | +$5.04M |
|
320
Heron Therapeutics
HRTX
$93.4M
| $3.96M | 0.07% |
+143,600
| New | +$3.26M |
|
321
Pilgrim's Pride
PPC
$7.13B
| $3.92M | 0.07% |
159,300
-24,900
| -14% | -$668K |
|
322
Invesco Solar ETF
TAN
$1.37B
| $3.9M | 0.07% |
158,900
-4,500
| -3% | -$112K |
|
323
Universal Health Services
UHS
$10.2B
| $3.9M | 0.07% |
+32,900
| New | +$3.91M |
|
324
Stanley Black & Decker
SWK
$14.5B
| $3.89M | 0.07% |
25,400
-18,600
| -42% | -$3.02M |
|
|
EXAS
325
DELISTED
Exact Sciences
EXAS
| $3.87M | 0.07% |
+96,000
| New | +$4.68M |
|
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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.