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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 | |
|---|---|---|---|---|---|---|
|
SEE
901
DELISTED
Sealed Air
SEE
| – | – |
-217,900
| Closed | -$10.7M |
|
902
SEI Investments
SEIC
$12.3B
| – | – |
-44,200
| Closed | -$3.18M |
|
|
SF
903
Stifel
SF
$12.4B
| – | – |
-64,800
| Closed | -$1.72M |
|
904
Sunstone Hotel Investors
SHO
$2.19B
| – | – |
-37,000
| Closed | -$611K |
|
905
SITE Centers
SITC
$236M
| – | – |
-180,288
| Closed | -$2.08M |
|
906
SK Telecom
SKM
$11.4B
| – | – |
-15,114
| Closed | -$694K |
|
907
Silicon Laboratories
SLAB
$7.14B
| – | – |
-13,800
| Closed | -$1.22M |
|
908
ScottsMiracle-Gro
SMG
$4.09B
| – | – |
-5,400
| Closed | -$577K |
|
|
SNBR
909
DELISTED
Sleep Number
SNBR
| – | – |
-66,500
| Closed | -$2.5M |
|
910
Synopsys
SNPS
$71.6B
| – | – |
-2,900
| Closed | -$247K |
|
|
SNV
911
DELISTED
Synovus
SNV
| – | – |
-79,900
| Closed | -$3.83M |
|
912
TD Synnex
SNX
$19.9B
| – | – |
-30,800
| Closed | -$2.09M |
|
913
Southern Company
SO
$108B
| – | – |
-542,300
| Closed | -$26.1M |
|
914
Simon Property Group
SPG
$76.4B
| – | – |
-43,800
| Closed | -$7.52M |
|
915
S&P Global
SPGI
$124B
| – | – |
-11,000
| Closed | -$1.86M |
|
916
Sempra
SRE
$58.1B
| – | – |
-130,800
| Closed | -$6.99M |
|
917
Stellantis
STLA
$17.4B
| – | – |
-240,200
| Closed | -$4.29M |
|
918
Suncor Energy
SU
$77.7B
| – | – |
-268,500
| Closed | -$9.86M |
|
|
SVC
919
Service Properties Trust
SVC
$1.05B
| – | – |
-2,760
| Closed | -$411K |
|
920
Sysco
SYY
$40.8B
| – | – |
-376,500
| Closed | -$22.9M |
|
921
Texas Capital Bancshares
TCBI
$4.28B
| – | – |
-26,300
| Closed | -$2.34M |
|
922
TE Connectivity
TEL
$60B
| – | – |
-137,800
| Closed | -$13.1M |
|
923
Terex
TEX
$7.37B
| – | – |
-35,200
| Closed | -$1.7M |
|
924
Truist Financial
TFC
$63.9B
| – | – |
-126,600
| Closed | -$6.29M |
|
925
Timken Company
TKR
$9.19B
| – | – |
-14,900
| Closed | -$732K |
|
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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.