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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 | |
|---|---|---|---|---|---|---|
26
Western Digital
WDC
$159B
| $30.8M | 0.54% |
+442,279
| New | +$29.8M |
|
27
Caterpillar
CAT
$361B
| $30.7M | 0.53% |
+208,500
| New | +$32.9M |
|
28
AutoZone
AZO
$51.3B
| $30.3M | 0.53% |
+46,700
| New | +$33.4M |
|
29
IBM
IBM
$213B
| $29.9M | 0.52% |
+204,179
| New | +$30.9M |
|
30
Cisco
CSCO
$443B
| $29.9M | 0.52% |
696,200
+288,000
| +71% | +$12.2M |
|
31
State Street SPDR S&P Metals & Mining ETF
XME
$3.75B
| $28.9M | 0.5% |
848,800
+40,400
| +5% | +$1.49M |
|
32
Autodesk
ADSK
$51.8B
| $28.8M | 0.5% |
+229,400
| New | +$27.3M |
|
33
Salesforce
CRM
$154B
| $28.7M | 0.5% |
246,600
+24,100
| +11% | +$2.77M |
|
34
iShares Latin America 40 ETF
ILF
$3.73B
| $28.2M | 0.49% |
+750,800
| New | +$28.1M |
|
35
General Motors
GM
$80.9B
| $27.9M | 0.48% |
766,400
+475,400
| +163% | +$19.3M |
|
36
Target
TGT
$66.3B
| $27.8M | 0.48% |
+400,500
| New | +$29.2M |
|
37
iShare MSCI Eurozone ETF
EZU
$9.38B
| $27.8M | 0.48% |
+640,500
| New | +$28.5M |
|
38
Palo Alto Networks
PANW
$256B
| $27.7M | 0.48% |
916,800
+768,600
| +519% | +$21.4M |
|
39
Nike
NKE
$64.1B
| $27.6M | 0.48% |
415,200
-386,500
| -48% | -$25.5M |
|
40
State Street SPDR S&P Homebuilders ETF
XHB
$1.61B
| $27.4M | 0.48% |
671,800
-172,800
| -20% | -$7.44M |
|
41
Cognizant
CTSH
$26.5B
| $27M | 0.47% |
335,100
+162,500
| +94% | +$12.8M |
|
42
iShares Core S&P Mid-Cap ETF
IJH
$121B
| $26.3M | 0.46% |
702,000
-466,500
| -40% | -$17.8M |
|
43
Lam Research
LRCX
$316B
| $25.7M | 0.45% |
+1,265,000
| New | +$25.1M |
|
44
Costco
COST
$432B
| $25.1M | 0.44% |
133,100
-161,900
| -55% | -$30.5M |
|
45
Kroger
KR
$36.7B
| $24.8M | 0.43% |
+1,036,500
| New | +$28.2M |
|
46
iShares China Large-Cap ETF
FXI
$4.32B
| $24.8M | 0.43% |
524,800
+440,300
| +521% | +$21.6M |
|
47
Elevance Health
ELV
$81.5B
| $24.5M | 0.43% |
111,600
+107,800
| +2,837% | +$25.3M |
|
48
General Dynamics
GD
$103B
| $22.9M | 0.4% |
+103,500
| New | +$22.5M |
|
49
Adobe
ADBE
$105B
| $21.9M | 0.38% |
+101,400
| New | +$20.6M |
|
50
Dollar Tree
DLTR
$24.8B
| $21.9M | 0.38% |
+230,300
| New | +$24.1M |
|
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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.