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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
LPT
976
DELISTED
Liberty Property Trust
LPT
– –
-27,800
Closed -$1.2M
WCG
977
DELISTED
Wellcare Health Plans, Inc.
WCG
– –
-18,300
Closed -$3.68M
HOS
978
DELISTED
Hornbeck Offshore Services, Inc.
HOS
– –
-47,900
Closed -$148K
ONCE
979
DELISTED
Spark Therapeutics, Inc. Common Stock
ONCE
– –
-83,400
Closed -$4.29M
STI
980
DELISTED
SunTrust Banks, Inc.
STI
– –
-205,900
Closed -$13.3M
ZOES
981
DELISTED
Zoe's Kitchen, Inc.
ZOES
– –
-16,500
Closed -$275K
KS
982
DELISTED
KapStone Paper and Pack Corp.
KS
– –
-26,500
Closed -$601K
EVHC
983
DELISTED
Envision Healthcare Holdings Inc
EVHC
– –
-103,100
Closed -$3.56M
CVG
984
DELISTED
Convergys
CVG
– –
-22,800
Closed -$535K
ANDV
985
DELISTED
Andeavor
ANDV
– –
-124,600
Closed -$14.2M
FMI
986
DELISTED
Foundation Medicine, Inc.
FMI
– –
-6,900
Closed -$470K
NSM
987
DELISTED
Nationstar Mortgage Holdings
NSM
– –
-57,700
Closed -$1.07M
JUNO
988
DELISTED
Juno Therapeutics, Inc.
JUNO
– –
-30,400
Closed -$1.39M
CAA
989
DELISTED
CalAtlantic Group, Inc.
CAA
– –
-195,000
Closed -$11M
WPG
990
DELISTED
Washington Prime Group Inc.
WPG
– –
-13,978
Closed -$895K
FMSA
991
DELISTED
Fairmount Santrol Holdings Inc.
FMSA
– –
-226,300
Closed -$1.18M
ZGNX
992
DELISTED
Zogenix, Inc.
ZGNX
– –
-15,300
Closed -$612K
TVIX
993
DELISTED
VelocityShares Daily 2x VIX Short Term ETN
TVIX
– –
-2,766
Closed -$1.53M
XL
994
DELISTED
XL Group Ltd.
XL
– –
-86,400
Closed -$3.04M
ESV
995
DELISTED
Ensco Rowan plc
ESV
– –
-29,650
Closed -$700K
ATVI
996
DELISTED
Activision Blizzard
ATVI
– –
-69,100
Closed -$4.38M
HIBB
997
DELISTED
Hibbett, Inc. Common Stock
HIBB
– –
-89,800
Closed -$1.83M
WLL
998
DELISTED
Whiting Petroleum Corporation
WLL
– –
-239
Closed -$473K
TSS
999
DELISTED
Total System Services, Inc.
TSS
– –
-5,100
Closed -$403K
GOLD
1000
DELISTED
Randgold Resources Ltd
GOLD
– –
-2,500
Closed -$247K
37 38 39
40
41

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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.