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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 | |
|---|---|---|---|---|---|---|
826
Intel
INTC
$413B
| – | – |
-1,239,000
| Closed | -$57.2M |
|
827
IQVIA
IQV
$40.7B
| – | – |
-67,700
| Closed | -$6.63M |
|
|
IRBT
828
DELISTED
iRobot
IRBT
| – | – |
-63,200
| Closed | -$4.85M |
|
829
Iron Mountain
IRM
$35.9B
| – | – |
-15,100
| Closed | -$569K |
|
830
Intuitive Surgical
ISRG
$127B
| – | – |
-119,400
| Closed | -$14.5M |
|
831
Invesco
IVZ
$12.4B
| – | – |
-227,400
| Closed | -$8.31M |
|
832
iShares Russell 1000 ETF
IWB
$47.1B
| – | – |
-199,500
| Closed | -$29.6M |
|
|
833
iShares Russell 2000 ETF
IWM
$79.1B
| – | – |
-1,663,100
| Closed | -$254M |
|
834
iShares Russell 2000 Value ETF
IWN
$14.3B
| – | – |
-263,900
| Closed | -$33.2M |
|
835
iShares US Financials ETF
IYF
$4.65B
| – | – |
-229,600
| Closed | -$13.7M |
|
836
Johnson & Johnson
JNJ
$640B
| – | – |
-8,000
| Closed | -$1.12M |
|
|
JNPR
837
DELISTED
Juniper Networks
JNPR
| – | – |
-239,400
| Closed | -$6.82M |
|
838
JPMorgan Chase
JPM
$916B
| – | – |
-260,400
| Closed | -$27.8M |
|
839
State Street SPDR S&P Bank ETF
KBE
$1.64B
| – | – |
-434,300
| Closed | -$20.6M |
|
840
KBR
KBR
$4.56B
| – | – |
-111,500
| Closed | -$2.21M |
|
841
KeyCorp
KEY
$23.8B
| – | – |
-375,600
| Closed | -$7.58M |
|
842
Knight Transportation
KNX
$11.5B
| – | – |
-134,200
| Closed | -$5.87M |
|
843
Coca-Cola
KO
$383B
| – | – |
-178,800
| Closed | -$8.2M |
|
844
State Street SPDR S&P Regional Banking ETF
KRE
$4.51B
| – | – |
-692,300
| Closed | -$40.7M |
|
845
Lithia Motors
LAD
$9.75B
| – | – |
-15,400
| Closed | -$1.75M |
|
846
Liberty Broadband Class C
LBRDK
$4.89B
| – | – |
-8,600
| Closed | -$732K |
|
847
LivaNova
LIVN
$4.47B
| – | – |
-25,900
| Closed | -$2.07M |
|
848
Eli Lilly
LLY
$1.08T
| – | – |
-124,800
| Closed | -$10.5M |
|
849
Alliant Energy
LNT
$18.6B
| – | – |
-119,400
| Closed | -$5.09M |
|
850
Southwest Airlines
LUV
$21.7B
| – | – |
-371,400
| Closed | -$24.3M |
|
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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.