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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 | |
|---|---|---|---|---|---|---|
576
W&T Offshore
WTI
$525M
| $931K | 0.02% |
210,200
-7,300
| -3% | -$30.9K |
|
577
Toronto Dominion Bank
TD
$193B
| $920K | 0.02% |
16,200
-21,700
| -57% | -$1.27M |
|
578
Check Point Software Technologies
CHKP
$14.3B
| $913K | 0.02% |
+9,200
| New | +$948K |
|
579
Delek US
DK
$3.98B
| $907K | 0.02% |
22,300
-40,900
| -65% | -$1.47M |
|
580
Range Resources
RRC
$9.33B
| $897K | 0.02% |
+61,700
| New | +$922K |
|
|
DPLO
581
DELISTED
DIPLOMAT PHARMACY, INC.
DPLO
| $896K | 0.02% |
+44,500
| New | +$1.04M |
|
582
HealthEquity
HQY
$8.71B
| $895K | 0.02% |
+14,800
| New | +$801K |
|
|
EBIX
583
DELISTED
Ebix Inc
EBIX
| $894K | 0.02% |
12,000
-5,700
| -32% | -$463K |
|
|
WIN
584
DELISTED
Windstream Holdings Inc
WIN
| $891K | 0.02% |
126,480
-60,220
| -32% | -$491K |
|
585
Lloyds Banking Group
LYG
$85.2B
| $888K | 0.02% |
+238,900
| New | +$926K |
|
586
American Financial Group
AFG
$11.9B
| $886K | 0.02% |
+7,900
| New | +$884K |
|
587
Nordic American Tanker
NAT
$1.36B
| $886K | 0.02% |
457,100
+221,900
| +94% | +$508K |
|
588
Diageo
DEO
$49.6B
| $880K | 0.02% |
+6,500
| New | +$904K |
|
589
Novavax
NVAX
$1.21B
| $872K | 0.02% |
+20,775
| New | +$835K |
|
590
Flowserve
FLS
$8.94B
| $870K | 0.02% |
+20,100
| New | +$875K |
|
591
CNX Resources
CNX
$4.91B
| $867K | 0.02% |
+56,200
| New | +$839K |
|
592
Wintrust Financial
WTFC
$10.7B
| $860K | 0.01% |
10,000
-20,800
| -68% | -$1.79M |
|
|
AVP
593
DELISTED
Avon Products, Inc.
AVP
| $857K | 0.01% |
301,900
-42,700
| -12% | -$108K |
|
594
Ford
F
$60.9B
| $846K | 0.01% |
76,400
-1,566,800
| -95% | -$17.7M |
|
595
Credicorp
BAP
$30.5B
| $840K | 0.01% |
+3,700
| New | +$821K |
|
|
FRAN
596
DELISTED
Francesca's Holdings Corporation
FRAN
| $840K | 0.01% |
14,600
-12,008
| -45% | -$797K |
|
597
Fidelity National Information Services
FIS
$24.2B
| $828K | 0.01% |
8,600
-37,300
| -81% | -$3.66M |
|
598
Dolby
DLB
$4.97B
| $813K | 0.01% |
12,800
-26,100
| -67% | -$1.68M |
|
|
EXPR
599
DELISTED
Express, Inc.
EXPR
| $805K | 0.01% |
5,625
-2,010
| -26% | -$296K |
|
600
Inogen
INGN
$174M
| $798K | 0.01% |
6,500
-6,300
| -49% | -$769K |
|
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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.