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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 | |
|---|---|---|---|---|---|---|
|
TFCF
526
DELISTED
Twenty-First Century Fox, Inc. Class B
TFCF
| $1.34M | 0.02% |
+37,000
| New | +$1.35M |
|
|
TWOU
527
DELISTED
2U Inc
TWOU
| $1.34M | 0.02% |
533
-537
| -50% | -$1.24M |
|
|
SNP
528
DELISTED
CHINA PETROLEUM & CHEMICAL CORPORATION ADS (REP 100 ORDINARY H SHARES)
SNP
| $1.33M | 0.02% |
+15,000
| New | +$1.24M |
|
|
WCC
529
WESCO International
WCC
$16.7B
| $1.3M | 0.02% |
+21,000
| New | +$1.35M |
|
530
World Acceptance Corp
WRLD
$840M
| $1.29M | 0.02% |
+12,300
| New | +$1.27M |
|
531
Methanex
MEOH
$4.27B
| $1.28M | 0.02% |
21,100
-35,900
| -63% | -$2.11M |
|
532
Cullen/Frost Bankers
CFR
$10.3B
| $1.27M | 0.02% |
12,000
+8,900
| +287% | +$930K |
|
533
Toll Brothers
TOL
$14B
| $1.27M | 0.02% |
29,400
-157,500
| -84% | -$7.4M |
|
534
Tenet Healthcare
THC
$21.8B
| $1.27M | 0.02% |
+52,400
| New | +$1.04M |
|
|
GNC
535
DELISTED
GNC Holdings, Inc.
GNC
| $1.26M | 0.02% |
325,400
+46,400
| +17% | +$193K |
|
536
Navient
NAVI
$794M
| $1.25M | 0.02% |
+95,500
| New | +$1.3M |
|
|
MINI
537
DELISTED
Mobile Mini Inc
MINI
| $1.24M | 0.02% |
28,500
+14,700
| +107% | +$599K |
|
538
Cinemark Holdings
CNK
$4.22B
| $1.22M | 0.02% |
+32,400
| New | +$1.23M |
|
539
WisdomTree
WT
$2.88B
| $1.22M | 0.02% |
132,900
-90,700
| -41% | -$980K |
|
|
PBCT
540
DELISTED
People's United Financial Inc
PBCT
| $1.22M | 0.02% |
65,200
-171,800
| -72% | -$3.34M |
|
|
AKAO
541
DELISTED
Achaogen Inc
AKAO
| $1.21M | 0.02% |
93,700
-39,800
| -30% | -$452K |
|
542
CACI
CACI
$10.5B
| $1.17M | 0.02% |
+7,700
| New | +$1.13M |
|
543
Akamai
AKAM
$16.5B
| $1.16M | 0.02% |
+16,400
| New | +$1.12M |
|
544
Grand Canyon Education
LOPE
$3.98B
| $1.15M | 0.02% |
+11,000
| New | +$1.06M |
|
545
HCA Healthcare
HCA
$85.7B
| $1.14M | 0.02% |
+11,800
| New | +$1.14M |
|
|
SHLD
546
DELISTED
Sears Holding Corporation
SHLD
| $1.14M | 0.02% |
426,100
+401,200
| +1,611% | +$1.08M |
|
547
Genpact
G
$5.99B
| $1.13M | 0.02% |
35,200
-43,900
| -55% | -$1.43M |
|
548
Williams Companies
WMB
$86.7B
| $1.12M | 0.02% |
+45,100
| New | +$1.33M |
|
549
McCormick & Company Non-Voting
MKC
$13.7B
| $1.11M | 0.02% |
20,800
+7,600
| +58% | +$400K |
|
|
GWR
550
DELISTED
Genesee & Wyoming Inc.
GWR
| $1.1M | 0.02% |
15,600
-8,400
| -35% | -$633K |
|
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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.