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QIM

Quantitative Investment Management Portfolio holdings

AUM $917M
1-Year Est. Return 3.96%
This Fund
S&P 500
This Quarter Est. Return
+4.14%
1 Year Est. Return
-3.96%
3 Year Est. Return
+24.59%
5 Year Est. Return
+12.41%
10 Year Est. Return
+164.05%
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 Miscellaneous 25.81%
2 Technology 15.79%
3 Consumer Discretionary 14.95%
4 Industrials 10.04%
5 Communication Services 6.15%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
SOHU
601
Sohu.com
SOHU
$355M
$794K 0.01%
25,700
-10,900
-30% -$416K
BVN icon
602
Compañía de Minas Buenaventura
BVN
$8.53B
$788K 0.01%
+51,800
New +$785K
MOS icon
603
The Mosaic Company
MOS
$7.96B
$772K 0.01%
+31,800
New +$837K
AFL icon
604
Aflac
AFL
$58.8B
$770K 0.01%
17,600
-40,800
-70% -$1.81M
DNB
605
DELISTED
Dun & Bradstreet
DNB
$760K 0.01%
+6,500
New +$791K
DLX icon
606
Deluxe
DLX
$1.09B
$747K 0.01%
+10,100
New +$747K
VMI icon
607
Valmont Industries
VMI
$9.19B
$746K 0.01%
5,100
-11,500
-69% -$1.8M
DAR icon
608
Darling Ingredients
DAR
$10.5B
$740K 0.01%
42,800
-20,500
-32% -$372K
BID
609
DELISTED
Sotheby's
BID
$738K 0.01%
+14,400
New +$734K
BRKR icon
610
Bruker
BRKR
$9.19B
$736K 0.01%
24,600
-40,300
-62% -$1.31M
CAMP
611
DELISTED
CalAmp Corp.
CAMP
$732K 0.01%
1,391
-800
-37% -$434K
NYT icon
612
New York Times
NYT
$11.7B
$708K 0.01%
+29,400
New +$675K
LFUS icon
613
Littelfuse
LFUS
$10.3B
$707K 0.01%
+3,400
New +$713K
SFUN
614
DELISTED
Fang Holdings Limited American Depositary Shares (each representing ten Class A Ordinary Shares)
SFUN
$704K 0.01%
2,740
+1,292
+89% +$323K
INDA icon
615
iShares MSCI India ETF
INDA
$6.48B
$699K 0.01%
20,500
-522,400
-96% -$18.5M
HRB icon
616
H&R Block
HRB
$5.58B
$691K 0.01%
27,200
-3,800
-12% -$100K
TVTX icon
617
Travere Therapeutics
TVTX
$6B
$690K 0.01%
30,900
-15,300
-33% -$364K
GBX icon
618
The Greenbrier Companies
GBX
$1.34B
$683K 0.01%
13,600
-21,300
-61% -$1.08M
STMP
619
DELISTED
Stamps.com, Inc.
STMP
$683K 0.01%
+3,400
New +$665K
CASY icon
620
Casey's General Stores
CASY
$22B
$680K 0.01%
+6,200
New +$717K
VRTS icon
621
Virtus Investment Partners
VRTS
$897M
$680K 0.01%
5,500
+600
+12% +$75.9K
GFI icon
622
Gold Fields
GFI
$37.8B
$660K 0.01%
164,200
+134,100
+446% +$547K
FTI icon
623
TechnipFMC
FTI
$29.2B
$653K 0.01%
+29,837
New +$691K
CVA
624
DELISTED
Covanta Holding Corporation
CVA
$651K 0.01%
44,900
+10,500
+31% +$165K
EPAM icon
625
EPAM Systems
EPAM
$6.07B
$629K 0.01%
5,500
-33,200
-86% -$3.8M
23 24
25
26 27

Similar funds

HIC
Harvey Investment Company Louisville, Kentucky $918M AUM 14.93% 1-Year Est. Return
AGAM
Avalon Global Asset Management San Francisco, California $917M AUM 87.67% 1-Year Est. Return
RFA
RTD Financial Advisors Philadelphia, Pennsylvania $917M AUM 19.69% 1-Year Est. Return
SPG
Strategic Planning Group Bountiful, Utah $918M AUM 37.38% 1-Year Est. Return
TCM
Twin Capital Management Mcmurray, Pennsylvania $916M AUM 43.28% 1-Year Est. Return
DLP
De Lisle Partners Poole, United Kingdom $916M AUM 54.05% 1-Year Est. Return
SIC
SJS Investment Consulting Sylvania, Ohio $919M AUM 23.4% 1-Year Est. Return
GC
Greenvale Capital London, United Kingdom $916M AUM 32.73% 1-Year Est. Return

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 Miscellaneous at 26% of assets, down from 38% a quarter earlier, followed by Technology and Consumer Discretionary.

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.