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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 | |
|---|---|---|---|---|---|---|
851
Mattel
MAT
$4.47B
| – | – |
-525,500
| Closed | -$8.08M |
|
852
Mativ Holdings
MATV
$479M
| – | – |
-7,200
| Closed | -$326K |
|
853
McKesson
MCK
$104B
| – | – |
-53,300
| Closed | -$8.31M |
|
854
Moody's
MCO
$83.7B
| – | – |
-45,500
| Closed | -$6.72M |
|
855
Methode Electronics
MEI
$458M
| – | – |
-25,200
| Closed | -$1.01M |
|
856
MetLife
MET
$62.4B
| – | – |
-261,200
| Closed | -$13.2M |
|
857
Manulife Financial
MFC
$73B
| – | – |
-148,300
| Closed | -$3.09M |
|
858
Magnite
MGNI
$2.83B
| – | – |
-118,000
| Closed | -$220K |
|
859
Mohawk Industries
MHK
$6.91B
| – | – |
-48,200
| Closed | -$13.3M |
|
860
Melco Resorts & Entertainment
MLCO
$2.21B
| – | – |
-254,200
| Closed | -$7.38M |
|
861
Molina Healthcare
MOH
$10.4B
| – | – |
-79,100
| Closed | -$6.07M |
|
|
MPT
862
Medical Properties Trust
MPT
$2.84B
| – | – |
-302,600
| Closed | -$4.17M |
|
863
Morgan Stanley
MS
$319B
| – | – |
-457,700
| Closed | -$24M |
|
864
M&T Bank
MTB
$36.3B
| – | – |
-40,500
| Closed | -$6.92M |
|
865
Matador Resources
MTDR
$6.04B
| – | – |
-98,900
| Closed | -$3.08M |
|
866
MGIC Investment
MTG
$6.47B
| – | – |
-238,700
| Closed | -$3.37M |
|
867
Neurocrine Biosciences
NBIX
$18.2B
| – | – |
-41,700
| Closed | -$3.23M |
|
868
Nabors Industries
NBR
$1.17B
| – | – |
-1,474
| Closed | -$503K |
|
869
Nokia
NOK
$46.9B
| – | – |
-80,800
| Closed | -$376K |
|
870
Norfolk Southern
NSC
$75.4B
| – | – |
-34,900
| Closed | -$5.06M |
|
871
Northern Trust
NTRS
$21.8B
| – | – |
-75,300
| Closed | -$7.52M |
|
872
O-I Glass
OI
$1.18B
| – | – |
-36,500
| Closed | -$809K |
|
873
Oshkosh
OSK
$8.91B
| – | – |
-15,800
| Closed | -$1.44M |
|
874
Outfront Media
OUT
$5.75B
| – | – |
-17,475
| Closed | -$399K |
|
875
Ovintiv
OVV
$17B
| – | – |
-6,460
| Closed | -$430K |
|
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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.