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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 | |
|---|---|---|---|---|---|---|
|
AMTD
351
DELISTED
TD Ameritrade Holding Corp
AMTD
| $3.4M | 0.06% |
57,500
-45,400
| -44% | -$2.57M |
|
|
OPLN
352
Openlane
OPLN
$4.28B
| $3.35M | 0.06% |
163,276
+1,057
| +0.7% | +$21.3K |
|
|
KLXI
353
DELISTED
KLX Inc.
KLXI
| $3.35M | 0.06% |
55,861
-18,857
| -25% | -$1.1M |
|
354
Chipotle Mexican Grill
CMG
$43.9B
| $3.29M | 0.06% |
+510,000
| New | +$3.21M |
|
355
Philips
PHG
$25.5B
| $3.29M | 0.06% |
113,166
-24,241
| -18% | -$720K |
|
356
Direxion Daily Energy Bull 2X ETF
ERX
$231M
| $3.27M | 0.06% |
+11,900
| New | +$3.87M |
|
357
Sony
SONY
$137B
| $3.27M | 0.06% |
338,500
+4,500
| +1% | +$44.3K |
|
|
WDR
358
DELISTED
Waddell & Reed Financial, Inc.
WDR
| $3.27M | 0.06% |
161,600
-33,900
| -17% | -$716K |
|
359
Amdocs
DOX
$6.03B
| $3.22M | 0.06% |
+48,300
| New | +$3.25M |
|
360
Boyd Gaming
BYD
$6.75B
| $3.21M | 0.06% |
100,800
-33,200
| -25% | -$1.19M |
|
|
CXO
361
DELISTED
CONCHO RESOURCES INC.
CXO
| $3.19M | 0.06% |
21,200
-8,800
| -29% | -$1.34M |
|
362
AMC Entertainment Holdings
AMC
$2.45B
| $3.17M | 0.05% |
22,540
-31,140
| -58% | -$4.43M |
|
363
Unilever
UL
$142B
| $3.16M | 0.05% |
+50,578
| New | +$3.08M |
|
364
Air Products & Chemicals
APD
$65.5B
| $3.15M | 0.05% |
19,800
-45,000
| -69% | -$7.42M |
|
|
CRC
365
DELISTED
California Resources Corporation
CRC
| $3.13M | 0.05% |
182,700
-51,400
| -22% | -$965K |
|
366
Sabesp
SBS
$18.4B
| $3.13M | 0.05% |
+1,522,205
| New | +$3.27M |
|
367
Cencora
COR
$62B
| $3.12M | 0.05% |
36,200
-31,400
| -46% | -$3.02M |
|
|
GTLS
368
DELISTED
Chart Industries
GTLS
| $3.08M | 0.05% |
52,200
+8,400
| +19% | +$452K |
|
|
WRK
369
DELISTED
WestRock Company
WRK
| $3.05M | 0.05% |
47,500
-96,200
| -67% | -$6.35M |
|
370
Armstrong World Industries
AWI
$7.37B
| $3.02M | 0.05% |
53,700
-33,500
| -38% | -$2.03M |
|
|
BECN
371
DELISTED
Beacon Roofing Supply, Inc.
BECN
| $3.01M | 0.05% |
+56,800
| New | +$3.27M |
|
372
Federated Hermes
FHI
$4.56B
| $3M | 0.05% |
89,900
+68,200
| +314% | +$2.32M |
|
373
Zillow
ZG
$7.85B
| $3M | 0.05% |
+55,500
| New | +$2.68M |
|
|
EMBJ
374
Embraer S.A. ADS
EMBJ
$12B
| $2.98M | 0.05% |
+114,500
| New | +$2.98M |
|
375
Wabash National
WNC
$504M
| $2.98M | 0.05% |
+143,000
| New | +$3.22M |
|
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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.