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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 | |
|---|---|---|---|---|---|---|
151
iShares Core S&P Small-Cap ETF
IJR
$109B
| $9.56M | 0.17% |
124,200
-388,300
| -76% | -$30.2M |
|
152
United Parcel Service
UPS
$88.9B
| $9.53M | 0.17% |
91,100
-58,300
| -39% | -$6.74M |
|
153
Biogen
BIIB
$30.9B
| $9.53M | 0.17% |
+34,800
| New | +$10.8M |
|
154
lululemon athletica
LULU
$13.5B
| $9.53M | 0.17% |
+106,900
| New | +$8.55M |
|
|
MNDT
155
DELISTED
Mandiant, Inc. Common Stock
MNDT
| $9.52M | 0.17% |
+562,500
| New | +$9.07M |
|
156
iShares MSCI Germany ETF
EWG
$1.56B
| $9.41M | 0.16% |
+293,600
| New | +$9.78M |
|
157
Capri Holdings
CPRI
$1.82B
| $9.36M | 0.16% |
+150,700
| New | +$9.59M |
|
158
Electronic Arts
EA
$52.4B
| $9.32M | 0.16% |
76,900
+27,700
| +56% | +$3.36M |
|
159
Cummins
CMI
$83.6B
| $9.3M | 0.16% |
57,400
-4,700
| -8% | -$808K |
|
160
Cheniere Energy
LNG
$54.2B
| $9.3M | 0.16% |
174,000
+67,300
| +63% | +$3.71M |
|
|
ULTI
161
DELISTED
Ultimate Software Group Inc
ULTI
| $9.26M | 0.16% |
+38,000
| New | +$8.97M |
|
|
MIK
162
DELISTED
Michaels Stores, Inc
MIK
| $9.1M | 0.16% |
+461,800
| New | +$11.1M |
|
163
Comcast
CMCSA
$87.3B
| $9.09M | 0.16% |
265,900
+101,500
| +62% | +$3.94M |
|
164
TransDigm Group
TDG
$70.7B
| $8.99M | 0.16% |
+29,300
| New | +$8.63M |
|
165
Universal Display
OLED
$3.75B
| $8.98M | 0.16% |
+88,900
| New | +$13.4M |
|
|
CA
166
DELISTED
CA, Inc.
CA
| $8.93M | 0.15% |
263,400
+189,600
| +257% | +$6.59M |
|
167
Wayfair
W
$11.8B
| $8.87M | 0.15% |
+131,300
| New | +$11M |
|
168
Thermo Fisher Scientific
TMO
$214B
| $8.86M | 0.15% |
42,900
-23,600
| -35% | -$4.95M |
|
169
Corpay
CPAY
$25.7B
| $8.79M | 0.15% |
43,400
+4,600
| +12% | +$933K |
|
170
Fortinet
FTNT
$112B
| $8.77M | 0.15% |
818,500
-443,500
| -35% | -$4.32M |
|
|
MNK
171
DELISTED
MALLINCKRODT PUBLIC LIMITED COMPANY
MNK
| $8.66M | 0.15% |
+598,100
| New | +$10.8M |
|
172
Vanguard Total Stock Market ETF
VTI
$646B
| $8.55M | 0.15% |
63,000
-292,500
| -82% | -$41M |
|
|
SPLK
173
DELISTED
Splunk Inc
SPLK
| $8.53M | 0.15% |
86,700
-125,400
| -59% | -$12M |
|
174
Tyler Technologies
TYL
$13.7B
| $8.5M | 0.15% |
40,300
+32,400
| +410% | +$6.48M |
|
175
Wolfspeed
WOLF
$1.04B
| $8.48M | 0.15% |
210,300
-24,100
| -10% | -$908K |
|
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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.