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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
SCG
101
DELISTED
Scana
SCG
$13.6M 0.24%
362,500
+87,600
+32% +$3.51M
DVA icon
102
DaVita
DVA
$15.5B
$13.6M 0.24%
+206,100
New +$15.1M
ALB icon
103
Albemarle
ALB
$13.4B
$13.6M 0.24%
+146,500
New +$16.1M
PBR.A icon
104
Petrobras Class A
PBR.A
$106B
$13.6M 0.24%
1,045,100
+812,700
+350% +$9.99M
HLF icon
105
Herbalife
HLF
$1.3B
$13.3M 0.23%
272,200
+249,400
+1,094% +$10.6M
TFCFA
106
DELISTED
Twenty-First Century Fox, Inc. Class A
TFCFA
$13.1M 0.23%
+357,900
New +$13.2M
CY
107
DELISTED
Cypress Semiconductor
CY
$13.1M 0.23%
773,500
+595,300
+334% +$10.2M
EPP icon
108
iShares MSCI Pacific ex Japan ETF
EPP
$2.21B
$13.1M 0.23%
281,800
+130,300
+86% +$6.27M
NEM icon
109
Newmont
NEM
$96.2B
$13M 0.22%
331,800
+284,600
+603% +$11M
WP
110
DELISTED
Worldpay, Inc.
WP
$12.7M 0.22%
154,500
+22,700
+17% +$1.8M
BURL icon
111
Burlington
BURL
$23.4B
$12.7M 0.22%
95,400
-22,500
-19% -$2.78M
XLNX
112
DELISTED
Xilinx Inc
XLNX
$12.7M 0.22%
175,700
+143,500
+446% +$10.3M
MCHP icon
113
Microchip Technology
MCHP
$38.8B
$12.5M 0.22%
+273,600
New +$12.6M
AET
114
DELISTED
Aetna Inc
AET
$12.3M 0.21%
+73,000
New +$13.1M
PFPT
115
DELISTED
Proofpoint, Inc.
PFPT
$12.2M 0.21%
+107,000
New +$11.4M
ITB icon
116
iShares US Home Construction ETF
ITB
$2.32B
$12.1M 0.21%
306,900
-39,900
-12% -$1.66M
V icon
117
Visa
V
$701B
$12.1M 0.21%
100,900
+22,200
+28% +$2.69M
FDX icon
118
FedEx
FDX
$73B
$12M 0.21%
50,000
-80,800
-62% -$20.4M
DECK icon
119
Deckers Outdoor
DECK
$14.1B
$12M 0.21%
799,200
+193,800
+32% +$2.91M
RSX
120
DELISTED
VanEck Russia ETF
RSX
$11.8M 0.2%
519,100
-173,000
-25% -$3.97M
TSN icon
121
Tyson Foods
TSN
$21.5B
$11.8M 0.2%
161,200
-32,300
-17% -$2.47M
BBY icon
122
Best Buy
BBY
$19B
$11.5M 0.2%
164,000
-287,300
-64% -$20.7M
KEYS icon
123
Keysight
KEYS
$50.7B
$11.1M 0.19%
212,800
+23,500
+12% +$1.12M
HPQ icon
124
HP
HPQ
$26B
$11M 0.19%
503,600
+356,700
+243% +$8.06M
BHP icon
125
BHP
BHP
$211B
$11M 0.19%
278,120
+127,570
+85% +$5.37M
3 4
5
6 7

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FWM
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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.