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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 | |
|---|---|---|---|---|---|---|
|
1
State Street Industrial Select Sector SPDR ETF
XLI
$32.2B
| $210M | 3.64% |
2,820,800
+1,137,400
| +68% | +$87.6M |
|
|
2
Netflix
NFLX
$307B
| $168M | 2.91% |
+5,679,000
| New | +$155M |
|
|
3
Micron Technology
MU
$835B
| $146M | 2.53% |
2,794,300
+2,306,200
| +472% | +$110M |
|
4
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
$21.7B
| $128M | 2.23% |
2,532,000
-476,800
| -16% | -$24.9M |
|
5
Amazon
AMZN
$2.44T
| $127M | 2.21% |
1,758,000
+132,000
| +8% | +$9.44M |
|
|
6
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
$45B
| $105M | 1.82% |
434,300
+417,800
| +2,532% | +$105M |
|
7
iShares MSCI EAFE ETF
EFA
$76.4B
| $101M | 1.75% |
1,444,300
-627,200
| -30% | -$44.7M |
|
|
8
iShares MSCI Brazil ETF
EWZ
$8.98B
| $87.9M | 1.53% |
1,958,300
+1,688,900
| +627% | +$75.5M |
|
9
SPDR Gold Trust
GLD
$131B
| $86.8M | 1.51% |
690,000
-175,000
| -20% | -$22.1M |
|
10
Vanguard FTSE Developed Markets ETF
VEA
$223B
| $76.3M | 1.32% |
1,723,500
+819,200
| +91% | +$37.2M |
|
11
iShares MSCI Japan ETF
EWJ
$21.2B
| $66.8M | 1.16% |
1,100,300
+844,900
| +331% | +$51.8M |
|
12
Walmart Inc
WMT
$909B
| $65.6M | 1.14% |
+2,210,400
| New | +$71.1M |
|
13
Booking.com
BKNG
$156B
| $64.3M | 1.12% |
+772,500
| New | +$60.7M |
|
14
Home Depot
HD
$337B
| $61.6M | 1.07% |
345,800
+206,800
| +149% | +$38.8M |
|
15
Wells Fargo
WFC
$254B
| $51.3M | 0.89% |
978,900
+405,600
| +71% | +$24.1M |
|
16
iShares Russell 1000 Value ETF
IWD
$81.4B
| $50.2M | 0.87% |
418,500
-293,700
| -41% | -$36.6M |
|
17
Vanguard FTSE Europe ETF
VGK
$30.1B
| $50M | 0.87% |
859,500
+361,300
| +73% | +$21.7M |
|
18
ExxonMobil
XOM
$650B
| $49.1M | 0.85% |
658,600
+464,500
| +239% | +$37.1M |
|
19
RTX Corp
RTX
$290B
| $47.5M | 0.82% |
599,371
+90,255
| +18% | +$7.45M |
|
20
GE Aerospace
GE
$364B
| $46M | 0.8% |
711,642
+275,058
| +63% | +$20.4M |
|
21
iShares Core MSCI EAFE ETF
IEFA
$186B
| $44M | 0.76% |
668,500
+311,300
| +87% | +$20.9M |
|
22
State Street Materials Select Sector SPDR ETF
XLB
$8.72B
| $42.4M | 0.74% |
1,489,200
+940,600
| +171% | +$28.5M |
|
23
Lowe's Companies
LOW
$121B
| $35.5M | 0.62% |
404,300
+96,000
| +31% | +$9.09M |
|
24
Verizon
VZ
$197B
| $31.7M | 0.55% |
662,500
+115,900
| +21% | +$5.82M |
|
25
State Street SPDR S&P MIDCAP 400 ETF Trust
MDY
$26.4B
| $31.5M | 0.55% |
92,200
-28,900
| -24% | -$10.1M |
|
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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.