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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
(-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 | 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 | |
|---|---|---|---|---|---|---|
726
Allstate
ALL
$64.8B
| – | – |
-14,900
| Closed | -$1.56M |
|
727
Affiliated Managers Group
AMG
$9.01B
| – | – |
-42,800
| Closed | -$8.78M |
|
728
Amkor Technology
AMKR
$11.7B
| – | – |
-52,300
| Closed | -$525K |
|
729
Anika Therapeutics
ANIK
$281M
| – | – |
-10,000
| Closed | -$539K |
|
|
ANSS
730
DELISTED
Ansys
ANSS
| – | – |
-53,100
| Closed | -$7.84M |
|
731
Amphenol
APH
$193B
| – | – |
-333,600
| Closed | -$3.66M |
|
732
Ares Capital
ARCC
$14B
| – | – |
-113,300
| Closed | -$1.78M |
|
733
Alexandria Real Estate Equities
ARE
$9.13B
| – | – |
-23,700
| Closed | -$3.09M |
|
734
Arrowhead Research
ARWR
$9.55B
| – | – |
-55,300
| Closed | -$203K |
|
735
Arrow Electronics
ARW
$11B
| – | – |
-6,300
| Closed | -$506K |
|
736
Xtrackers Harvest CSI 300 China A-Shares ETF
ASHR
$1.51B
| – | – |
-194,600
| Closed | -$6.04M |
|
737
American Water Works
AWK
$27.4B
| – | – |
-55,100
| Closed | -$5.04M |
|
|
DCH
738
Dauch Corp
DCH
$1.45B
| – | – |
-169,200
| Closed | -$2.88M |
|
739
Axalta
AXTA
$7.15B
| – | – |
-217,300
| Closed | -$7.03M |
|
740
Alibaba
BABA
$268B
| – | – |
-278,200
| Closed | -$48M |
|
741
Bank of America
BAC
$410B
| – | – |
-194,500
| Closed | -$5.74M |
|
742
BCE
BCE
$20.9B
| – | – |
-65,200
| Closed | -$3.13M |
|
743
Belden
BDC
$4.46B
| – | – |
-17,700
| Closed | -$1.36M |
|
|
BDN
744
Brandywine Realty Trust
BDN
$510M
| – | – |
-61,300
| Closed | -$1.11M |
|
745
Becton Dickinson
BDX
$50.5B
| – | – |
-102,500
| Closed | -$21.4M |
|
746
BGC Group
BGC
$5.78B
| – | – |
-43,696
| Closed | -$424K |
|
|
BNY
747
Bank of New York Mellon
BNY
$105B
| – | – |
-173,300
| Closed | -$9.33M |
|
748
Blackrock
BLK
$164B
| – | – |
-53,900
| Closed | -$27.7M |
|
|
BLUE
749
DELISTED
bluebird bio
BLUE
| – | – |
-3,868
| Closed | -$8.92M |
|
750
Banco Macro
BMA
$4.89B
| – | – |
-8,900
| Closed | -$1.03M |
|
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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 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.