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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 | |
|---|---|---|---|---|---|---|
551
Boston Beer
SAM
$1.95B
| $1.1M | 0.02% |
+5,800
| New | +$1.07M |
|
552
FTI Consulting
FCN
$5.14B
| $1.09M | 0.02% |
+22,600
| New | +$1.02M |
|
553
ServiceNow
NOW
$120B
| $1.09M | 0.02% |
33,000
-79,000
| -71% | -$2.44M |
|
554
Steven Madden
SHOO
$3.17B
| $1.09M | 0.02% |
37,200
-12,450
| -25% | -$376K |
|
|
HDS
555
DELISTED
HD Supply Holdings, Inc.
HDS
| $1.08M | 0.02% |
+28,500
| New | +$1.07M |
|
556
Innoviva
INVA
$1.6B
| $1.07M | 0.02% |
+64,100
| New | +$989K |
|
|
DBD
557
DELISTED
Diebold Nixdorf Incorporated
DBD
| $1.05M | 0.02% |
+68,200
| New | +$1.14M |
|
558
TIM SA
TIMB
$9.1B
| $1.04M | 0.02% |
48,200
-53,300
| -53% | -$1.12M |
|
|
VAR
559
DELISTED
Varian Medical Systems, Inc.
VAR
| $1.04M | 0.02% |
8,500
-17,100
| -67% | -$2.04M |
|
560
State Street Energy Select Sector SPDR ETF
XLE
$39B
| $1.04M | 0.02% |
30,800
-370,600
| -92% | -$13.1M |
|
|
AMED
561
DELISTED
Amedisys
AMED
| $1.04M | 0.02% |
+17,200
| New | +$980K |
|
|
ZNGA
562
DELISTED
ZYNGA INC. CL A COMMON
ZNGA
| $1.04M | 0.02% |
283,600
-449,700
| -61% | -$1.66M |
|
563
Trinity Industries
TRN
$2.92B
| $1.02M | 0.02% |
43,337
-154,873
| -78% | -$3.81M |
|
564
Under Armour
UAA
$3.01B
| $1.01M | 0.02% |
+61,900
| New | +$969K |
|
|
KSU
565
DELISTED
Kansas City Southern
KSU
| $1.01M | 0.02% |
9,200
-62,500
| -87% | -$6.77M |
|
566
Pool Corp
POOL
$7.05B
| $1.01M | 0.02% |
+6,900
| New | +$950K |
|
567
Brinker International
EAT
$8.82B
| $992K | 0.02% |
+27,500
| New | +$999K |
|
568
Oil States International
OIS
$466M
| $990K | 0.02% |
+37,800
| New | +$1.08M |
|
|
HTZ
569
DELISTED
Hertz Global Holdings, Inc.
HTZ
| $988K | 0.02% |
+57,320
| New | +$1.05M |
|
|
MTOR
570
DELISTED
MERITOR, Inc.
MTOR
| $978K | 0.02% |
47,600
-19,200
| -29% | -$465K |
|
571
Asbury Automotive
ABG
$4.62B
| $958K | 0.02% |
14,200
+7,600
| +115% | +$525K |
|
|
FOLD
572
DELISTED
Amicus Therapeutics
FOLD
| $958K | 0.02% |
63,700
-88,300
| -58% | -$1.34M |
|
573
Penske Automotive Group
PAG
$14.7B
| $953K | 0.02% |
+21,500
| New | +$1.04M |
|
574
Halozyme
HALO
$9.88B
| $946K | 0.02% |
48,300
-89,800
| -65% | -$1.74M |
|
|
BITA
575
DELISTED
Bitauto Holdings Limited
BITA
| $936K | 0.02% |
44,300
-33,400
| -43% | -$1.04M |
|
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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.