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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 | |
|---|---|---|---|---|---|---|
176
Oneok
OKE
$56.7B
| $8.42M | 0.15% |
+148,000
| New | +$8.49M |
|
177
LyondellBasell Industries
LYB
$19.5B
| $8.33M | 0.14% |
+78,800
| New | +$8.81M |
|
178
UBS Group
UBS
$170B
| $8.23M | 0.14% |
466,100
+179,400
| +63% | +$3.41M |
|
|
VMW
179
DELISTED
VMware, Inc
VMW
| $8.2M | 0.14% |
67,600
-6,900
| -9% | -$869K |
|
|
IPG
180
DELISTED
Interpublic Group of Companies
IPG
| $8.17M | 0.14% |
+354,600
| New | +$7.96M |
|
181
Helmerich & Payne
HP
$3.34B
| $8.14M | 0.14% |
+122,300
| New | +$8.25M |
|
182
AstraZeneca
AZN
$269B
| $8.1M | 0.14% |
115,750
-64,550
| -36% | -$4.47M |
|
183
Gartner
IT
$11.1B
| $8.04M | 0.14% |
+68,400
| New | +$8.54M |
|
|
LOGM
184
DELISTED
LogMein, Inc.
LOGM
| $7.93M | 0.14% |
68,600
+45,200
| +193% | +$5.5M |
|
185
FirstEnergy
FE
$28.4B
| $7.92M | 0.14% |
232,900
+177,200
| +318% | +$5.69M |
|
186
EOG Resources
EOG
$77.7B
| $7.89M | 0.14% |
75,000
+44,200
| +144% | +$4.77M |
|
187
PVH
PVH
$4.07B
| $7.89M | 0.14% |
52,100
+17,300
| +50% | +$2.52M |
|
|
PXD
188
DELISTED
Pioneer Natural Resource Co.
PXD
| $7.88M | 0.14% |
+45,900
| New | +$8.09M |
|
189
Workday
WDAY
$41.5B
| $7.86M | 0.14% |
+61,800
| New | +$7.56M |
|
190
Snap-on
SNA
$21.5B
| $7.85M | 0.14% |
+53,200
| New | +$8.74M |
|
191
F5
FFIV
$22B
| $7.71M | 0.13% |
53,300
+11,500
| +28% | +$1.65M |
|
192
VeriSign
VRSN
$26.3B
| $7.71M | 0.13% |
65,000
+55,200
| +563% | +$6.39M |
|
193
Allison Transmission
ALSN
$9.51B
| $7.56M | 0.13% |
193,600
+36,000
| +23% | +$1.49M |
|
194
PTC
PTC
$15.3B
| $7.43M | 0.13% |
95,200
-53,100
| -36% | -$3.87M |
|
|
AGN
195
DELISTED
Allergan plc
AGN
| $7.3M | 0.13% |
+43,400
| New | +$7.28M |
|
196
ConocoPhillips
COP
$144B
| $7.27M | 0.13% |
+122,600
| New | +$6.93M |
|
197
Edwards Lifesciences
EW
$49.4B
| $7.27M | 0.13% |
156,300
+43,800
| +39% | +$1.9M |
|
198
Antero Resources
AR
$10.9B
| $7.26M | 0.13% |
+366,000
| New | +$7.09M |
|
199
Reliance Steel & Aluminium
RS
$20.6B
| $7.25M | 0.13% |
84,500
+37,200
| +79% | +$3.32M |
|
200
Vipshop
VIPS
$7.26B
| $7.19M | 0.12% |
+432,800
| New | +$7.15M |
|
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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.