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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 | |
|---|---|---|---|---|---|---|
|
MON
51
DELISTED
Monsanto Co
MON
| $21.6M | 0.37% |
184,800
+178,200
| +2,700% | +$21.4M |
|
52
Vanguard Value ETF
VTV
$188B
| $21.5M | 0.37% |
208,400
-350,300
| -63% | -$37.6M |
|
53
Occidental Petroleum
OXY
$55.7B
| $21.3M | 0.37% |
+328,600
| New | +$23M |
|
|
X
54
DELISTED
US Steel
X
| $21M | 0.36% |
+596,200
| New | +$23.5M |
|
55
NextEra Energy
NEE
$184B
| $20.8M | 0.36% |
+508,400
| New | +$19.6M |
|
56
Vanguard FTSE Emerging Markets ETF
VWO
$117B
| $20.5M | 0.36% |
436,600
-958,400
| -69% | -$46M |
|
57
WisdomTree Japan Hedged Equity Fund
DXJ
$7.07B
| $20.2M | 0.35% |
361,000
+319,600
| +772% | +$18.6M |
|
58
Itaú Unibanco
ITUB
$89.8B
| $19.6M | 0.34% |
+2,586,762
| New | +$19.4M |
|
59
Gilead Sciences
GILD
$165B
| $18.8M | 0.33% |
+248,900
| New | +$19.8M |
|
60
Petrobras
PBR
$120B
| $18.7M | 0.33% |
1,324,700
+854,300
| +182% | +$11.2M |
|
61
D.R. Horton
DHI
$41.2B
| $18.1M | 0.31% |
411,900
+218,800
| +113% | +$10.2M |
|
62
Nucor
NUE
$58.3B
| $17.9M | 0.31% |
293,200
+123,400
| +73% | +$8.17M |
|
63
McDonald's
MCD
$193B
| $17.9M | 0.31% |
114,400
+93,000
| +435% | +$15.3M |
|
64
Ambev
ABEV
$47.9B
| $17.9M | 0.31% |
2,459,700
+1,734,500
| +239% | +$11.9M |
|
65
Bath & Body Works
BBWI
$3.97B
| $17.9M | 0.31% |
+578,792
| New | +$21.9M |
|
66
iShares Russell 2000 Growth ETF
IWO
$14.1B
| $17.9M | 0.31% |
93,800
+1,300
| +1% | +$250K |
|
67
Tractor Supply
TSCO
$16.3B
| $17.5M | 0.3% |
+1,392,000
| New | +$19.4M |
|
68
SiriusXM
SIRI
$11B
| $17.5M | 0.3% |
+280,320
| New | +$16.8M |
|
69
eBay
EBAY
$51.2B
| $17.4M | 0.3% |
433,600
+265,700
| +158% | +$11M |
|
70
Halliburton
HAL
$26.1B
| $17.1M | 0.3% |
+364,100
| New | +$18M |
|
71
Amgen
AMGN
$209B
| $17M | 0.29% |
99,500
+93,100
| +1,455% | +$17.1M |
|
72
Starbucks
SBUX
$119B
| $16.8M | 0.29% |
+289,500
| New | +$16.7M |
|
|
CTXS
73
DELISTED
Citrix Systems Inc
CTXS
| $16.7M | 0.29% |
180,400
-13,300
| -7% | -$1.22M |
|
74
State Street SPDR S&P Retail ETF
XRT
$457M
| $16.7M | 0.29% |
377,700
+96,200
| +34% | +$4.41M |
|
75
iShares US Transportation ETF
IYT
$2.28B
| $16.6M | 0.29% |
354,800
-51,600
| -13% | -$2.49M |
|
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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.