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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 | |
|---|---|---|---|---|---|---|
|
TPH
676
DELISTED
Tri Pointe Homes
TPH
| $328K | 0.01% |
20,000
-148,300
| -88% | -$2.55M |
|
|
ASNA
677
DELISTED
Ascena Retail Group, Inc.
ASNA
| $325K | 0.01% |
8,090
-12,140
| -60% | -$514K |
|
678
Axos Financial
AX
$5.58B
| $312K | 0.01% |
+7,700
| New | +$281K |
|
679
Magna International
MGA
$18.8B
| $309K | 0.01% |
5,500
-102,400
| -95% | -$5.72M |
|
680
AES
AES
$10.6B
| $308K | 0.01% |
+27,100
| New | +$295K |
|
|
GXP
681
DELISTED
Great Plains Energy Incorporated
GXP
| $308K | 0.01% |
9,700
-38,900
| -80% | -$1.18M |
|
682
Icon
ICLR
$13.7B
| $307K | 0.01% |
+2,600
| New | +$298K |
|
683
Grupo Cibest SA
CIB
$21.2B
| $306K | 0.01% |
+7,300
| New | +$318K |
|
684
Booz Allen Hamilton
BAH
$8.44B
| $305K | 0.01% |
+7,900
| New | +$305K |
|
685
NVR
NVR
$17.1B
| $302K | 0.01% |
+100
| New | +$318K |
|
|
CRAY
686
DELISTED
Cray, Inc.
CRAY
| $302K | 0.01% |
14,600
-2,900
| -17% | -$67.2K |
|
|
BPT
687
DELISTED
BP Prudhoe Bay Royalty Trust
BPT
| $289K | 0.01% |
+12,100
| New | +$265K |
|
688
Sensata Technologies
ST
$6.69B
| $279K | ﹤0.01% |
5,400
-80,000
| -94% | -$4.26M |
|
|
UFS
689
DELISTED
DOMTAR CORPORATION (New)
UFS
| $276K | ﹤0.01% |
6,500
-77,500
| -92% | -$3.65M |
|
|
ASRT
690
DELISTED
Assertio
ASRT
| $275K | ﹤0.01% |
697
-121
| -15% | -$53K |
|
|
GAP
691
The Gap Inc
GAP
$7.3B
| $274K | ﹤0.01% |
8,800
-250,500
| -97% | -$8.2M |
|
692
Axcelis
ACLS
$3.44B
| $268K | ﹤0.01% |
10,900
-17,200
| -61% | -$452K |
|
|
RRD
693
DELISTED
RR Donnelley & Sons Co.
RRD
| $265K | ﹤0.01% |
30,400
-17,700
| -37% | -$147K |
|
|
KRA
694
DELISTED
Kraton Corporation
KRA
| $262K | ﹤0.01% |
5,500
-39,900
| -88% | -$1.93M |
|
695
Sinclair Inc
SBGI
$1.02B
| $259K | ﹤0.01% |
8,300
-11,200
| -57% | -$398K |
|
696
Heartland Express
HTLD
$1.01B
| $257K | ﹤0.01% |
14,300
-6,600
| -32% | -$139K |
|
697
Canadian Solar
CSIQ
$932M
| $252K | ﹤0.01% |
15,500
-155,800
| -91% | -$2.51M |
|
|
ONIT
698
Onity Group
ONIT
$342M
| $243K | ﹤0.01% |
+3,940
| New | +$212K |
|
699
Cracker Barrel
CBRL
$1.26B
| $238K | ﹤0.01% |
+1,500
| New | +$249K |
|
700
Corbus Pharmaceuticals
CRBP
$165M
| $220K | ﹤0.01% |
1,203
+796
| +196% | +$179K |
|
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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.