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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 | |
|---|---|---|---|---|---|---|
751
Brookfield
BN
$102B
| – | – |
-350,902
| Closed | -$5.45M |
|
752
Box
BOX
$4.49B
| – | – |
-262,700
| Closed | -$5.55M |
|
753
Broadridge
BR
$18.4B
| – | – |
-3,200
| Closed | -$289K |
|
754
Berkshire Hathaway Class B
BRK.B
$1.1T
| – | – |
-181,800
| Closed | -$36M |
|
755
Brixmor Property Group
BRX
$9.72B
| – | – |
-216,400
| Closed | -$4.04M |
|
756
AB InBev
BUD
$164B
| – | – |
-16,100
| Closed | -$1.8M |
|
757
BorgWarner
BWA
$12.8B
| – | – |
-65,320
| Closed | -$2.94M |
|
758
Citigroup
C
$213B
| – | – |
-206,300
| Closed | -$15.3M |
|
759
Chubb
CB
$140B
| – | – |
-56,500
| Closed | -$8.26M |
|
760
Crown Holdings
CCK
$13B
| – | – |
-31,000
| Closed | -$1.74M |
|
761
Celanese
CE
$4.82B
| – | – |
-46,100
| Closed | -$4.94M |
|
762
CF Industries
CF
$19.6B
| – | – |
-5,700
| Closed | -$242K |
|
763
Citizens Financial Group
CFG
$30.1B
| – | – |
-292,600
| Closed | -$12.3M |
|
764
C.H. Robinson
CHRW
$20.5B
| – | – |
-31,400
| Closed | -$2.8M |
|
765
Charter Communications
CHTR
$17.3B
| – | – |
-4,700
| Closed | -$1.58M |
|
766
Colgate-Palmolive
CL
$74.8B
| – | – |
-92,600
| Closed | -$6.99M |
|
|
CMA
767
DELISTED
Comerica
CMA
| – | – |
-63,800
| Closed | -$5.54M |
|
768
CME Group
CME
$95.4B
| – | – |
-86,900
| Closed | -$12.7M |
|
769
CMS Energy
CMS
$23.3B
| – | – |
-169,500
| Closed | -$8.02M |
|
770
Centene
CNC
$30.5B
| – | – |
-52,200
| Closed | -$2.63M |
|
771
Canadian Natural Resources
CNQ
$96.9B
| – | – |
-254,842
| Closed | -$4.46M |
|
772
Cooper Companies
COO
$14.2B
| – | – |
-28,400
| Closed | -$1.55M |
|
773
Charles River Laboratories
CRL
$11.3B
| – | – |
-13,600
| Closed | -$1.49M |
|
774
Cintas
CTAS
$86.6B
| – | – |
-11,600
| Closed | -$451K |
|
775
CSX Corp
CSX
$94B
| – | – |
-147,900
| Closed | -$2.71M |
|
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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.