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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
VG
426
DELISTED
Vonage Holdings Corporation
VG
$2.32M 0.04%
218,200
-221,200
-50% -$2.36M
JKHY icon
427
Jack Henry & Associates
JKHY
$11B
$2.32M 0.04%
19,200
-27,400
-59% -$3.33M
AEO icon
428
American Eagle Outfitters
AEO
$2.9B
$2.31M 0.04%
+116,100
New +$2.18M
GWRE icon
429
Guidewire Software
GWRE
$12.8B
$2.31M 0.04%
+28,600
New +$2.3M
VIV icon
430
Telefônica Brasil
VIV
$20.6B
$2.21M 0.04%
144,200
+47,800
+50% +$757K
DVAX
431
DELISTED
Dynavax Technologies
DVAX
$2.21M 0.04%
+111,500
New +$1.93M
LM
432
DELISTED
Legg Mason, Inc.
LM
$2.21M 0.04%
54,400
-16,100
-23% -$665K
FLO icon
433
Flowers Foods
FLO
$1.51B
$2.21M 0.04%
101,100
+47,200
+88% +$953K
SUPN icon
434
Supernus Pharmaceuticals
SUPN
$2.65B
$2.21M 0.04%
+48,200
New +$2.01M
MDR
435
DELISTED
McDermott International
MDR
$2.2M 0.04%
120,667
+68,534
+131% +$1.57M
SIX
436
DELISTED
Six Flags Entertainment Corp.
SIX
$2.15M 0.04%
+34,500
New +$2.25M
JD icon
437
JD.com
JD
$43.6B
$2.13M 0.04%
52,500
-889,300
-94% -$40.3M
SRCI
438
DELISTED
SRC Energy Inc
SRCI
$2.13M 0.04%
225,400
-82,400
-27% -$752K
JCP
439
DELISTED
J.C. Penney Company, Inc.
JCP
$2.12M 0.04%
702,800
-1,126,500
-62% -$4.06M
SUM
440
DELISTED
Summit Materials, Inc. Class A Common Stock
SUM
$2.12M 0.04%
71,190
-153,567
-68% -$4.74M
WBD icon
441
Warner Bros
WBD
$63.9B
$2.11M 0.04%
+98,600
New +$2.34M
LVS icon
442
Las Vegas Sands
LVS
$32.3B
$2.11M 0.04%
29,300
-201,700
-87% -$14.8M
BRZU icon
443
Direxion Daily MSCI Brazil Bull 2X ETF
BRZU
$104M
$2.1M 0.04%
+1,174
New +$2.16M
EQNR icon
444
Equinor
EQNR
$96.8B
$2.1M 0.04%
89,000
-79,900
-47% -$1.84M
ALLY icon
445
Ally Financial
ALLY
$13.2B
$2.1M 0.04%
+77,200
New +$2.21M
IDTI
446
DELISTED
Integrated Device Technology I
IDTI
$2.09M 0.04%
68,500
-139,900
-67% -$4.35M
GERN icon
447
Geron
GERN
$860M
$2.07M 0.04%
+487,700
New +$1.32M
TER icon
448
Teradyne
TER
$57.2B
$2.07M 0.04%
45,300
+1,300
+3% +$59.5K
GG
449
DELISTED
Goldcorp Inc
GG
$2.07M 0.04%
+149,800
New +$2.02M
ATHN
450
DELISTED
Athenahealth, Inc.
ATHN
$2.06M 0.04%
+14,400
New +$1.97M
16 17
18
19 20

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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.