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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
BB icon
326
BlackBerry
BB
$4.58B
$3.82M 0.07%
332,500
-362,800
-52% -$4.61M
AZPN
327
DELISTED
ASPEN TECHNOLOGY INC
AZPN
$3.81M 0.07%
48,300
+15,100
+45% +$1.19M
HXL icon
328
Hexcel
HXL
$7.97B
$3.8M 0.07%
58,900
-25,600
-30% -$1.69M
NRG icon
329
NRG Energy
NRG
$26.2B
$3.79M 0.07%
+124,200
New +$3.44M
TRIP icon
330
TripAdvisor
TRIP
$1.7B
$3.78M 0.07%
92,400
-53,900
-37% -$2.11M
L icon
331
Loews
L
$24.5B
$3.76M 0.07%
75,600
+31,900
+73% +$1.61M
HUM icon
332
Humana
HUM
$43.9B
$3.71M 0.06%
13,800
-13,400
-49% -$3.63M
KBH icon
333
KB Home
KBH
$3.5B
$3.69M 0.06%
129,600
+89,800
+226% +$2.8M
MPC icon
334
Marathon Petroleum
MPC
$90.1B
$3.68M 0.06%
50,300
+21,300
+73% +$1.47M
CBT icon
335
Cabot Corp
CBT
$4.72B
$3.67M 0.06%
65,800
-6,300
-9% -$398K
ABMD
336
DELISTED
Abiomed Inc
ABMD
$3.67M 0.06%
12,600
-2,100
-14% -$532K
LLL
337
DELISTED
L3 Technologies, Inc.
LLL
$3.66M 0.06%
17,600
-15,800
-47% -$3.28M
LECO icon
338
Lincoln Electric
LECO
$14.1B
$3.62M 0.06%
40,300
+29,900
+288% +$2.78M
RYAAY icon
339
Ryanair
RYAAY
$30B
$3.62M 0.06%
73,750
+16,500
+29% +$790K
NDAQ icon
340
Nasdaq
NDAQ
$53.4B
$3.6M 0.06%
125,400
-119,400
-49% -$3.22M
MLNX
341
DELISTED
Mellanox Technologies, Ltd.
MLNX
$3.58M 0.06%
+49,200
New +$3.31M
KEX icon
342
Kirby Corp
KEX
$7.01B
$3.57M 0.06%
+46,400
New +$3.47M
CLB icon
343
Core Laboratories
CLB
$455M
$3.56M 0.06%
+32,900
New +$3.64M
TXRH icon
344
Texas Roadhouse
TXRH
$13.7B
$3.55M 0.06%
+61,400
New +$3.53M
MUSA icon
345
Murphy USA
MUSA
$11.4B
$3.52M 0.06%
48,300
-43,800
-48% -$3.42M
FLIR
346
DELISTED
FLIR Systems, Inc. (DE) Common Stock
FLIR
$3.52M 0.06%
70,300
-79,100
-53% -$3.94M
TAL icon
347
TAL Education Group
TAL
$6.04B
$3.51M 0.06%
94,600
+65,400
+224% +$2.24M
VISN
348
Vistance Networks Inc
VISN
$2.61B
$3.5M 0.06%
+87,600
New +$3.42M
PAYC icon
349
Paycom
PAYC
$7.88B
$3.48M 0.06%
+32,400
New +$3.11M
VTRS icon
350
Viatris
VTRS
$20.8B
$3.43M 0.06%
83,400
+22,100
+36% +$942K
12 13
14
15 16

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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.