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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
+9.4%
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
$4.84B
AUM Growth
-$923M
(-16%)
Cap. Flow
-$1.16B
Cap. Flow
% of AUM
-23.96%
Top 10 Holdings %
Top 10 Hldgs %
28.8%
Holding
1,028
New
313
Increased
147
Reduced
241
Closed
326
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
iShares Russell 2000 ETF
IWM
|
+$333M |
| 2 |
State Street Energy Select Sector SPDR ETF
XLE
|
+$216M |
| 3 |
State Street Utilities Select Sector SPDR ETF
XLU
|
+$175M |
| 4 |
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
|
+$104M |
| 5 |
State Street SPDR S&P Oil & Gas Exploration & Production ETF
XOP
|
+$92.2M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
State Street Industrial Select Sector SPDR ETF
XLI
|
+$210M |
| 2 |
Netflix
NFLX
|
+$149M |
| 3 |
Micron Technology
MU
|
+$144M |
| 4 |
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
|
+$105M |
| 5 |
iShares MSCI EAFE ETF
EFA
|
+$101M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Consumer Discretionary | 12.3% |
| 2 | Technology | 8.89% |
| 3 | Healthcare | 8.5% |
| 4 | Communication Services | 7.65% |
| 5 | Energy | 7.03% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
276
Amphenol
APH
$211B
| $3.26M | 0.07% |
+149,600
| New | +$3.26M |
|
|
ANSS
277
DELISTED
Ansys
ANSS
| $3.24M | 0.07% |
+18,600
| New | +$3.1M |
|
278
Federated Hermes
FHI
$4.79B
| $3.23M | 0.07% |
138,700
+48,800
| +54% | +$1.3M |
|
279
Las Vegas Sands
LVS
$29.7B
| $3.21M | 0.07% |
42,100
+12,800
| +44% | +$978K |
|
280
Murphy Oil
MUR
$5.49B
| $3.2M | 0.07% |
+94,800
| New | +$2.92M |
|
281
Fluor
FLR
$7.21B
| $3.19M | 0.07% |
+65,500
| New | +$3.43M |
|
282
Wabtec
WAB
$50.7B
| $3.13M | 0.06% |
31,800
-34,200
| -52% | -$3.18M |
|
283
SS&C Technologies
SSNC
$18.8B
| $3.12M | 0.06% |
60,200
-49,900
| -45% | -$2.53M |
|
284
Neurocrine Biosciences
NBIX
$17.1B
| $3.11M | 0.06% |
+31,700
| New | +$2.84M |
|
|
MDSO
285
DELISTED
Medidata Solutions, Inc.
MDSO
| $3.1M | 0.06% |
+38,500
| New | +$2.89M |
|
286
Direxion Daily MSCI Brazil Bull 2X ETF
BRZU
$104M
| $3.09M | 0.06% |
4,960
+3,786
| +322% | +$4.34M |
|
287
Gentex
GNTX
$5.1B
| $3.09M | 0.06% |
134,200
-173,600
| -56% | -$4.12M |
|
288
iShares MSCI Pacific ex Japan ETF
EPP
$2.26B
| $3.06M | 0.06% |
66,400
-215,400
| -76% | -$10.2M |
|
289
AMC Global Media
AMCX
$487M
| $3.05M | 0.06% |
+49,000
| New | +$2.8M |
|
290
Dick's Sporting Goods
DKS
$18B
| $3.02M | 0.06% |
+85,700
| New | +$2.91M |
|
291
Canadian Natural Resources
CNQ
$96.3B
| $3.02M | 0.06% |
+170,915
| New | +$2.89M |
|
292
Amdocs
DOX
$5.97B
| $3.02M | 0.06% |
45,600
-2,700
| -6% | -$182K |
|
293
Moody's
MCO
$83.6B
| $3.02M | 0.06% |
+17,700
| New | +$3M |
|
294
Pilgrim's Pride
PPC
$6.41B
| $3.02M | 0.06% |
149,900
-9,400
| -6% | -$202K |
|
295
JD.com
JD
$44.4B
| $2.97M | 0.06% |
76,300
+23,800
| +45% | +$918K |
|
296
Jacobs Solutions
J
$16.8B
| $2.96M | 0.06% |
56,459
-60,932
| -52% | -$3.13M |
|
297
Robert Half
RHI
$4.07B
| $2.94M | 0.06% |
45,100
-2,000
| -4% | -$127K |
|
298
KraneShares CSI China Internet ETF
KWEB
$5.7B
| $2.9M | 0.06% |
+48,600
| New | +$2.97M |
|
299
Inogen
INGN
$186M
| $2.89M | 0.06% |
15,500
+9,000
| +138% | +$1.5M |
|
300
Teradata
TDC
$3.17B
| $2.87M | 0.06% |
71,600
-62,700
| -47% | -$2.52M |
|
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Quantitative Investment Management's Q2 2018 Portfolio in Review
As of Q2 2018, Quantitative Investment Management held 1,028 positions worth $4.84B, down 16% from $5.76B the previous quarter. Its ten largest holdings account for 29% of the portfolio.
Quantitative Investment Management withdrew a net $1.16B in Q2 2018, closing 326 positions and reducing 241 holdings. Its most notable exit was State Street Industrial Select Sector SPDR ETF, an estimated $210M position sold in full.
By sector, the portfolio is most concentrated in Consumer Discretionary at 12% of assets, down from 15% a quarter earlier, followed by Technology and Healthcare.
Against the trend, Quantitative Investment Management opened a new position in iShares Russell 2000 ETF worth $340M.
- Quantitative Investment Management's largest Q2 2018 buy was iShares Russell 2000 ETF: 2,078,800 shares worth $340M.
- Quantitative Investment Management added most to State Street Energy Select Sector SPDR ETF in Q2 2018, an estimated $216M increase.
- Quantitative Investment Management's biggest Q2 2018 reduction was Netflix, cutting an estimated $149M.
- Quantitative Investment Management fully exited State Street Industrial Select Sector SPDR ETF in Q2 2018, selling an estimated $210M.
- Quantitative Investment Management's ten largest holdings make up 29% of its $4.84B portfolio in Q2 2018.
- Quantitative Investment Management opened 313 new positions and closed 326 in Q2 2018.
- Quantitative Investment Management's portfolio value fell 16% quarter-over-quarter to $4.84B.
Based on Quantitative Investment Management's 13F filing for Q2 2018, filed 10 Aug 2018.