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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 | |
|---|---|---|---|---|---|---|
651
Landstar System
LSTR
$6.04B
| $504K | 0.01% |
4,600
-29,000
| -86% | -$3.18M |
|
652
Zumiez
ZUMZ
$330M
| $504K | 0.01% |
+21,100
| New | +$451K |
|
|
WMGI
653
DELISTED
Wright Medical Group Inc
WMGI
| $497K | 0.01% |
+25,100
| New | +$538K |
|
|
NVO
654
Novo Nordisk
NVO
$228B
| $492K | 0.01% |
+20,000
| New | +$525K |
|
|
PDS
655
Precision Drilling
PDS
$940M
| $492K | 0.01% |
8,885
-2,090
| -19% | -$137K |
|
|
JKS
656
JinkoSolar
JKS
$764M
| $487K | 0.01% |
26,700
-66,300
| -71% | -$1.35M |
|
|
TGNA
657
DELISTED
TEGNA Inc
TGNA
| $487K | 0.01% |
+42,800
| New | +$585K |
|
658
La-Z-Boy
LZB
$1.64B
| $476K | 0.01% |
+15,900
| New | +$488K |
|
|
MNTA
659
DELISTED
Momenta Pharmaceuticals, Inc.
MNTA
| $471K | 0.01% |
+26,000
| New | +$433K |
|
660
ACI Worldwide
ACIW
$6.12B
| $469K | 0.01% |
+19,800
| New | +$468K |
|
661
Eldorado Gold
EGO
$8.33B
| $469K | 0.01% |
+111,760
| New | +$655K |
|
662
Vishay Intertechnology
VSH
$4.6B
| $457K | 0.01% |
24,600
-153,800
| -86% | -$3.08M |
|
|
NUAN
663
DELISTED
Nuance Communications, Inc.
NUAN
| $434K | 0.01% |
+31,878
| New | +$466K |
|
|
QIWI
664
DELISTED
QIWI PLC
QIWI
| $428K | 0.01% |
22,400
-18,000
| -45% | -$307K |
|
665
Santander
BSBR
$38.2B
| $423K | 0.01% |
36,749
+21,611
| +143% | +$227K |
|
666
Banco Bilbao Vizcaya Argentaria
BBVA
$142B
| $402K | 0.01% |
+50,900
| New | +$438K |
|
667
TTM Technologies
TTMI
$10.6B
| $402K | 0.01% |
+26,300
| New | +$428K |
|
668
Vanda Pharmaceuticals
VNDA
$304M
| $402K | 0.01% |
+23,900
| New | +$400K |
|
|
IBKC
669
DELISTED
IBERIABANK Corp
IBKC
| $397K | 0.01% |
+5,100
| New | +$418K |
|
670
AXIS Capital
AXS
$7.73B
| $391K | 0.01% |
+6,800
| New | +$351K |
|
671
United Natural Foods
UNFI
$3.04B
| $364K | 0.01% |
+8,500
| New | +$384K |
|
672
Fastenal
FAST
$54.8B
| $360K | 0.01% |
26,400
-77,200
| -75% | -$1.06M |
|
|
VSI
673
DELISTED
Vitamin Shoppe Inc.
VSI
| $354K | 0.01% |
81,600
-85,700
| -51% | -$374K |
|
674
Norwegian Cruise Line
NCLH
$9.53B
| $349K | 0.01% |
6,600
-14,500
| -69% | -$824K |
|
|
PRAH
675
DELISTED
PRA Health Sciences, Inc.
PRAH
| $348K | 0.01% |
4,200
-51,700
| -92% | -$4.59M |
|
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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.