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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
Cap. Flow
-$1.01B
Cap. Flow %
-17.45%
Top 10 Hldgs %
21.43%
Holding
1,004
New
270
Increased
192
Reduced
253
Closed
289

Top Buys

Rank Stock Value
1
NFLX icon
Netflix
NFLX
+$155M
2
MU icon
Micron Technology
MU
+$110M
3
DIA icon
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
+$105M
4
XLI icon
State Street Industrial Select Sector SPDR ETF
XLI
+$87.6M
5
EWZ icon
iShares MSCI Brazil ETF
EWZ
+$75.5M

Top Sells

Rank Stock Value
1
XLF icon
State Street Financial Select Sector SPDR ETF
XLF
+$334M
2
IWM icon
iShares Russell 2000 ETF
IWM
+$254M
3
XLP icon
State Street Consumer Staples Select Sector SPDR ETF
XLP
+$159M
4
AAPL icon
Apple
AAPL
+$108M
5
EEM icon
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
CTRA
776
DELISTED
Coterra Energy
CTRA
– –
-153,000
Closed -$4.38M
CW icon
777
Curtiss-Wright
CW
$25.1B
– –
-5,600
Closed -$682K
D icon
778
Dominion Energy
D
$62.1B
– –
-353,900
Closed -$28.7M
DB icon
779
Deutsche Bank
DB
$66.6B
– –
-483,700
Closed -$9.2M
DHR icon
780
Danaher
DHR
$138B
– –
-210,034
Closed -$17.3M
DIS icon
781
Walt Disney
DIS
$171B
– –
-117,900
Closed -$12.7M
DTE icon
782
DTE Energy
DTE
$29.9B
– –
-40,420
Closed -$3.77M
DUK icon
783
Duke Energy
DUK
$101B
– –
-170,100
Closed -$14.3M
EBS icon
784
Emergent Biosolutions
EBS
$379M
– –
-18,000
Closed -$836K
ED icon
785
Consolidated Edison
ED
$41.4B
– –
-49,800
Closed -$4.23M
EEM icon
786
iShares MSCI Emerging Markets ETF
EEM
$27.5B
– –
-2,163,200
Closed -$102M
EG icon
787
Everest Group
EG
$15.6B
– –
-32,200
Closed -$7.12M
EME icon
788
Emcor
EME
$29.9B
– –
-4,000
Closed -$327K
ES icon
789
Eversource Energy
ES
$28.1B
– –
-141,600
Closed -$8.95M
ESPR
790
DELISTED
Esperion Therapeutics
ESPR
– –
-17,000
Closed -$1.12M
ETR icon
791
Entergy
ETR
$50.3B
– –
-310,200
Closed -$12.6M
EWBC icon
792
East-West Bancorp
EWBC
$17.8B
– –
-28,600
Closed -$1.74M
EWC icon
793
iShares MSCI Canada ETF
EWC
$6.12B
– –
-641,100
Closed -$19M
EWY icon
794
iShares MSCI South Korea ETF
EWY
$20.1B
– –
-46,600
Closed -$3.49M
EXC icon
795
Exelon
EXC
$48.1B
– –
-856,482
Closed -$24.1M
EXEL icon
796
Exelixis
EXEL
$13.9B
– –
-53,000
Closed -$1.61M
FDN icon
797
First Trust Dow Jones Internet Index Fund ETF
FDN
$4.99B
– –
-20,800
Closed -$2.29M
FHN icon
798
First Horizon
FHN
$12.2B
– –
-21,700
Closed -$433K
FITB
799
Fifth Third Bancorp
FITB
$51.3B
– –
-185,000
Closed -$5.61M
FNV icon
800
Franco-Nevada
FNV
$41.3B
– –
-18,700
Closed -$1.5M
30 31
32
33 34

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GHC
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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.