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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
HHH icon
376
Howard Hughes
HHH
$3.87B
$2.96M 0.05%
22,344
+6,399
+40% +$785K
LNC icon
377
Lincoln National
LNC
$8.8B
$2.94M 0.05%
40,300
-54,000
-57% -$4.24M
GL icon
378
Globe Life
GL
$14.2B
$2.93M 0.05%
34,800
-25,600
-42% -$2.24M
SC
379
DELISTED
SANTANDER CONSUMER USA HOLDINGS INC
SC
$2.92M 0.05%
179,400
-280,800
-61% -$4.85M
IBN icon
380
ICICI Bank
IBN
$109B
$2.91M 0.05%
+328,900
New +$3.25M
AMH icon
381
American Homes 4 Rent
AMH
$11.9B
$2.91M 0.05%
144,800
+48,800
+51% +$971K
FL
382
DELISTED
Foot Locker
FL
$2.88M 0.05%
+63,200
New +$2.94M
SHW icon
383
Sherwin-Williams
SHW
$83.7B
$2.86M 0.05%
21,900
-16,500
-43% -$2.25M
BMO icon
384
Bank of Montreal
BMO
$125B
$2.86M 0.05%
37,800
+18,800
+99% +$1.48M
DDS icon
385
Dillards
DDS
$9.41B
$2.8M 0.05%
+34,900
New +$2.52M
LPX icon
386
Louisiana-Pacific
LPX
$5.02B
$2.77M 0.05%
96,400
-71,000
-42% -$2.03M
RHI icon
387
Robert Half
RHI
$3.81B
$2.73M 0.05%
47,100
-39,600
-46% -$2.26M
BLKB icon
388
Blackbaud
BLKB
$1.84B
$2.72M 0.05%
26,700
+10,500
+65% +$1.05M
CAR icon
389
Avis
CAR
$5.37B
$2.71M 0.05%
57,900
-36,300
-39% -$1.64M
PLCE icon
390
Children's Place
PLCE
$54.3M
$2.71M 0.05%
20,000
-16,500
-45% -$2.4M
WYNN icon
391
Wynn Resorts
WYNN
$10.5B
$2.68M 0.05%
14,700
-20,000
-58% -$3.46M
BLDR icon
392
Builders FirstSource
BLDR
$7.1B
$2.68M 0.05%
135,000
-64,600
-32% -$1.37M
BP icon
393
BP
BP
$114B
$2.65M 0.05%
+70,385
New +$2.65M
AKS
394
DELISTED
AK Steel Holding Corp
AKS
$2.65M 0.05%
+584,500
New +$3.21M
FDS icon
395
Factset
FDS
$9.35B
$2.61M 0.05%
13,100
+2,400
+22% +$485K
FOSL icon
396
Fossil Group
FOSL
$288M
$2.61M 0.05%
205,700
-132,700
-39% -$1.47M
RYAM icon
397
Rayonier Advanced Materials
RYAM
$604M
$2.61M 0.05%
121,700
-42,300
-26% -$828K
PX
398
DELISTED
Praxair Inc
PX
$2.61M 0.05%
+18,100
New +$2.82M
FANG icon
399
Diamondback Energy
FANG
$56.2B
$2.61M 0.05%
20,600
-17,800
-46% -$2.24M
THO icon
400
Thor Industries
THO
$3.95B
$2.6M 0.05%
+22,600
New +$3.02M
14 15
16
17 18

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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.