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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
M icon
201
Macy's
M
$6.51B
$7.17M 0.12%
241,000
+220,600
+1,081% +$5.96M
LMT icon
202
Lockheed Martin
LMT
$131B
$7.16M 0.12%
+21,200
New +$7.22M
RY icon
203
Royal Bank of Canada
RY
$287B
$7.14M 0.12%
92,400
+22,100
+31% +$1.79M
ABB
204
DELISTED
ABB Ltd
ABB
$7.13M 0.12%
300,500
+133,800
+80% +$3.44M
CLR
205
DELISTED
CONTINENTAL RESOURCES INC.
CLR
$7.13M 0.12%
+121,000
New +$6.53M
GNTX icon
206
Gentex
GNTX
$5.1B
$7.08M 0.12%
307,800
+144,900
+89% +$3.3M
SWKS icon
207
Skyworks Solutions
SWKS
$9.21B
$7.07M 0.12%
+70,500
New +$7.33M
GPK icon
208
Graphic Packaging
GPK
$3.35B
$7.06M 0.12%
459,700
-106,700
-19% -$1.66M
HWM icon
209
Howmet Aerospace
HWM
$109B
$7.04M 0.12%
+398,372
New +$8.1M
CMC icon
210
Commercial Metals
CMC
$7.53B
$7.03M 0.12%
343,800
+255,200
+288% +$6.19M
PCG icon
211
PG&E
PCG
$39B
$6.96M 0.12%
158,400
-304,700
-66% -$12.9M
AOS icon
212
A.O. Smith
AOS
$8.55B
$6.94M 0.12%
109,200
+11,700
+12% +$755K
LOXO
213
DELISTED
Loxo Oncology, Inc
LOXO
$6.91M 0.12%
59,900
+45,700
+322% +$4.86M
ALNY icon
214
Alnylam Pharmaceuticals
ALNY
$38.3B
$6.88M 0.12%
57,800
+53,900
+1,382% +$6.95M
PKG icon
215
Packaging Corp of America
PKG
$22.2B
$6.83M 0.12%
60,600
+32,900
+119% +$3.97M
CRI icon
216
Carter's
CRI
$1.43B
$6.75M 0.12%
+64,800
New +$7.54M
DNKN
217
DELISTED
Dunkin' Brands Group, Inc.
DNKN
$6.68M 0.12%
111,900
-42,800
-28% -$2.65M
GRMN
218
Garmin
GRMN
$56.9B
$6.66M 0.12%
113,100
-141,700
-56% -$8.68M
CIEN icon
219
Ciena
CIEN
$46.8B
$6.64M 0.12%
+256,600
New +$6.04M
AMN icon
220
AMN Healthcare
AMN
$1.35B
$6.62M 0.11%
116,700
-5,300
-4% -$288K
COTY icon
221
Coty
COTY
$2.4B
$6.62M 0.11%
+361,700
New +$7.1M
TXN icon
222
Texas Instruments
TXN
$248B
$6.62M 0.11%
63,700
-60,300
-49% -$6.53M
ADI icon
223
Analog Devices
ADI
$172B
$6.55M 0.11%
71,900
+22,600
+46% +$2.06M
WIX icon
224
WIX.com
WIX
$2.56B
$6.45M 0.11%
+81,100
New +$5.69M
NBIS
225
Nebius Group N.V.
NBIS
$37.6B
$6.45M 0.11%
+163,400
New +$6.41M
7 8
9
10 11

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UWPG
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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.