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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 | |
|---|---|---|---|---|---|---|
|
SRCI
301
DELISTED
SRC Energy Inc
SRCI
| $2.87M | 0.06% |
260,800
+35,400
| +16% | +$395K |
|
302
Ameriprise Financial
AMP
$48.9B
| $2.87M | 0.06% |
20,500
+11,400
| +125% | +$1.62M |
|
303
Capri Holdings
CPRI
$1.87B
| $2.86M | 0.06% |
42,900
-107,800
| -72% | -$7.04M |
|
|
WFT
304
DELISTED
Weatherford International plc
WFT
| $2.83M | 0.06% |
+859,000
| New | +$2.68M |
|
|
DFS
305
DELISTED
Discover Financial Services
DFS
| $2.82M | 0.06% |
40,100
+17,100
| +74% | +$1.25M |
|
306
Booz Allen Hamilton
BAH
$8.73B
| $2.81M | 0.06% |
64,300
+56,400
| +714% | +$2.36M |
|
307
Tapestry
TPR
$31.7B
| $2.8M | 0.06% |
60,000
-227,600
| -79% | -$11M |
|
308
T. Rowe Price
TROW
$24.1B
| $2.76M | 0.06% |
+23,800
| New | +$2.77M |
|
309
Commercial Metals
CMC
$8.05B
| $2.75M | 0.06% |
130,200
-213,600
| -62% | -$4.76M |
|
310
UBS Group
UBS
$176B
| $2.74M | 0.06% |
178,700
-287,400
| -62% | -$4.67M |
|
311
Extra Space Storage
EXR
$31.4B
| $2.73M | 0.06% |
+27,400
| New | +$2.55M |
|
312
Omnicom Group
OMC
$21.9B
| $2.72M | 0.06% |
+35,700
| New | +$2.64M |
|
|
CA
313
DELISTED
CA, Inc.
CA
| $2.72M | 0.06% |
76,300
-187,100
| -71% | -$6.59M |
|
314
G-III Apparel Group
GIII
$1.54B
| $2.72M | 0.06% |
61,200
+22,100
| +57% | +$898K |
|
315
Armstrong World Industries
AWI
$7.7B
| $2.71M | 0.06% |
42,900
-10,800
| -20% | -$643K |
|
316
Toyota
TM
$225B
| $2.71M | 0.06% |
21,000
-16,800
| -44% | -$2.21M |
|
317
Vishay Intertechnology
VSH
$5.98B
| $2.67M | 0.06% |
115,100
+90,500
| +368% | +$1.89M |
|
318
PTC Therapeutics
PTCT
$5.81B
| $2.65M | 0.05% |
78,500
-89,400
| -53% | -$2.79M |
|
319
iShares MSCI Canada ETF
EWC
$6.19B
| $2.65M | 0.05% |
+92,800
| New | +$2.64M |
|
320
Semtech
SMTC
$12.1B
| $2.57M | 0.05% |
+54,700
| New | +$2.45M |
|
321
Reliance Steel & Aluminium
RS
$21.2B
| $2.56M | 0.05% |
29,200
-55,300
| -65% | -$5.03M |
|
322
Icon
ICLR
$12.1B
| $2.54M | 0.05% |
19,200
+16,600
| +638% | +$2.07M |
|
|
PDCE
323
DELISTED
PDC Energy, Inc.
PDCE
| $2.53M | 0.05% |
+41,800
| New | +$2.41M |
|
324
AES
AES
$10.5B
| $2.5M | 0.05% |
186,700
+159,600
| +589% | +$1.96M |
|
|
SGEN
325
DELISTED
Seagen Inc. Common Stock
SGEN
| $2.5M | 0.05% |
+37,700
| New | +$2.16M |
|
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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.