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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 | |
|---|---|---|---|---|---|---|
126
Pfizer
PFE
$143B
| $10.9M | 0.19% |
324,632
-77,785
| -19% | -$2.67M |
|
127
Infosys
INFY
$51B
| $10.8M | 0.19% |
1,209,000
+473,600
| +64% | +$4.19M |
|
128
iShares US Aerospace & Defense ETF
ITA
$14B
| $10.8M | 0.19% |
109,000
-69,400
| -39% | -$6.88M |
|
129
American Tower
AMT
$83.5B
| $10.8M | 0.19% |
74,100
+26,200
| +55% | +$3.69M |
|
130
ArcelorMittal
MT
$49.5B
| $10.7M | 0.19% |
337,600
+143,900
| +74% | +$4.93M |
|
131
Sarepta Therapeutics
SRPT
$1.64B
| $10.7M | 0.19% |
144,500
+77,100
| +114% | +$5.14M |
|
132
Sprouts Farmers Market
SFM
$7.44B
| $10.6M | 0.18% |
+453,400
| New | +$11.6M |
|
133
Vanguard Small-Cap ETF
VB
$78.9B
| $10.6M | 0.18% |
72,300
-135,600
| -65% | -$20.2M |
|
134
Synchrony
SYF
$24.4B
| $10.5M | 0.18% |
+313,200
| New | +$11.6M |
|
135
International Paper
IP
$22.6B
| $10.5M | 0.18% |
206,976
+53,011
| +34% | +$2.95M |
|
|
FISV
136
Fiserv Inc
FISV
$29.7B
| $10.4M | 0.18% |
146,400
+131,200
| +863% | +$9.23M |
|
137
Steel Dynamics
STLD
$36.4B
| $10.3M | 0.18% |
234,000
-12,000
| -5% | -$553K |
|
138
iShares MSCI Australia ETF
EWA
$1.38B
| $10.3M | 0.18% |
467,100
+50,300
| +12% | +$1.16M |
|
139
Motorola Solutions
MSI
$72.1B
| $10.3M | 0.18% |
97,500
+14,500
| +17% | +$1.48M |
|
140
Pentair
PNR
$10.8B
| $10.2M | 0.18% |
223,350
+45,266
| +25% | +$2.16M |
|
141
Freeport-McMoran
FCX
$86.2B
| $10.2M | 0.18% |
580,600
-893,500
| -61% | -$16.8M |
|
142
Darden Restaurants
DRI
$24.3B
| $10.1M | 0.18% |
118,300
-31,700
| -21% | -$3M |
|
143
Constellation Brands
STZ
$22.5B
| $10.1M | 0.17% |
+44,200
| New | +$9.73M |
|
144
United Airlines
UAL
$38.8B
| $10M | 0.17% |
+144,500
| New | +$9.98M |
|
145
Emerson Electric
EMR
$81.6B
| $9.98M | 0.17% |
146,200
-89,000
| -38% | -$6.34M |
|
146
Vanguard FTSE All-World ex-US ETF
VEU
$64.8B
| $9.86M | 0.17% |
181,400
+90,500
| +100% | +$5.04M |
|
|
JWN
147
DELISTED
Nordstrom
JWN
| $9.86M | 0.17% |
+203,600
| New | +$10.1M |
|
148
Genuine Parts
GPC
$17.9B
| $9.74M | 0.17% |
+108,400
| New | +$10.5M |
|
149
Bunge Global
BG
$20.9B
| $9.69M | 0.17% |
+131,000
| New | +$9.9M |
|
150
Vale
VALE
$62.3B
| $9.63M | 0.17% |
757,400
-811,600
| -52% | -$10.7M |
|
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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.