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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
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 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
NETI
626
DELISTED
Eneti Inc.
NETI
$612K 0.01%
9,350
-5,499
-37% -$394K
RGLD icon
627
Royal Gold
RGLD
$16.6B
$609K 0.01%
+7,100
New +$599K
IART icon
628
Integra LifeSciences
IART
$1.28B
$608K 0.01%
+11,000
New +$577K
ITRI icon
629
Itron
ITRI
$4.48B
$593K 0.01%
8,300
+3,700
+80% +$265K
IMPV
630
DELISTED
Imperva, Inc.
IMPV
$593K 0.01%
+13,700
New +$615K
BTG icon
631
B2Gold
BTG
$4.98B
$592K 0.01%
+216,900
New +$639K
TCO
632
DELISTED
Taubman Centers Inc.
TCO
$591K 0.01%
+10,400
New +$623K
NTGR icon
633
NETGEAR
NTGR
$612M
$589K 0.01%
+10,300
New +$634K
RAMP icon
634
LiveRamp
RAMP
$2.29B
$588K 0.01%
+25,900
New +$740K
AXE
635
DELISTED
Anixter International Inc
AXE
$568K 0.01%
+7,500
New +$584K
BSMX
636
DELISTED
Banco Santander México, S, A., Institución de Banca Múltiple, Grupo Financiero Santander México
BSMX
$566K 0.01%
79,000
-248,900
-76% -$1.84M
XOP icon
637
State Street SPDR S&P Oil & Gas Exploration & Production ETF
XOP
$3.54B
$563K 0.01%
4,000
-52,025
-93% -$7.45M
MNRO icon
638
Monro
MNRO
$415M
$557K 0.01%
+10,400
New +$577K
MRVL icon
639
Marvell Technology
MRVL
$147B
$556K 0.01%
26,500
-786,800
-97% -$18M
WAT icon
640
Waters Corp
WAT
$37.3B
$556K 0.01%
+2,800
New +$579K
HIMX
641
Himax Technologies
HIMX
$2.03B
$555K 0.01%
+90,200
New +$758K
OSIS icon
642
OSI Systems
OSIS
$3.53B
$554K 0.01%
8,500
-20,300
-70% -$1.32M
SABR icon
643
Sabre
SABR
$716M
$551K 0.01%
+25,700
New +$550K
ITCI
644
DELISTED
Intra-Cellular Therapies Inc.
ITCI
$547K 0.01%
+26,000
New +$506K
HMY icon
645
Harmony Gold Mining
HMY
$9.7B
$539K 0.01%
+225,600
New +$449K
XLRN
646
DELISTED
Acceleron Pharma
XLRN
$535K 0.01%
13,700
+8,600
+169% +$366K
ICON
647
DELISTED
Iconix Brand Group, Inc.
ICON
$534K 0.01%
+48,190
New +$648K
GLOG
648
DELISTED
GASLOG LTD
GLOG
$524K 0.01%
31,900
-19,600
-38% -$371K
TEN
649
DELISTED
Tenneco Inc. Class A Voting Common Stock
TEN
$521K 0.01%
9,500
-29,600
-76% -$1.69M
JBHT icon
650
JB Hunt Transport Services
JBHT
$25.9B
$515K 0.01%
4,400
-84,000
-95% -$10M
24 25
26
27 28

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FWM
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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.