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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 | |
|---|---|---|---|---|---|---|
326
Brixmor Property Group
BRX
$9.61B
| $2.5M | 0.05% |
+143,300
| New | +$2.23M |
|
327
Evercore
EVR
$12.5B
| $2.49M | 0.05% |
23,600
+600
| +3% | +$61.9K |
|
|
HZNP
328
DELISTED
Horizon Therapeutics Public Limited Company Ordinary Shares
HZNP
| $2.49M | 0.05% |
+150,300
| New | +$2.29M |
|
329
Zillow
ZG
$8.41B
| $2.47M | 0.05% |
41,400
-14,100
| -25% | -$779K |
|
|
MBT
330
DELISTED
Mobile TeleSystems Public Joint Stock Company American Depositary Shares (Each representing 2 Shares
MBT
| $2.46M | 0.05% |
278,400
-208,400
| -43% | -$2.07M |
|
331
Steven Madden
SHOO
$3.57B
| $2.44M | 0.05% |
68,850
+31,650
| +85% | +$1.06M |
|
332
VanEck Gold Miners ETF
GDX
$23.8B
| $2.41M | 0.05% |
+108,100
| New | +$2.42M |
|
333
AMN Healthcare
AMN
$1.3B
| $2.4M | 0.05% |
41,000
-75,700
| -65% | -$4.52M |
|
334
Bio-Rad Laboratories Class A
BIO
$8.9B
| $2.39M | 0.05% |
+8,300
| New | +$2.29M |
|
335
Myriad Genetics
MYGN
$305M
| $2.38M | 0.05% |
+63,800
| New | +$2.15M |
|
336
BHP
BHP
$222B
| $2.34M | 0.05% |
52,463
-225,657
| -81% | -$9.77M |
|
|
GRMN
337
Garmin
GRMN
$59.5B
| $2.34M | 0.05% |
38,300
-74,800
| -66% | -$4.49M |
|
338
Verisk Analytics
VRSK
$25B
| $2.29M | 0.05% |
21,300
-3,500
| -14% | -$373K |
|
|
EGN
339
DELISTED
Energen
EGN
| $2.27M | 0.05% |
+31,200
| New | +$2.05M |
|
340
Unum
UNM
$14.4B
| $2.24M | 0.05% |
+60,500
| New | +$2.52M |
|
341
Credit Acceptance
CACC
$6.13B
| $2.23M | 0.05% |
+6,300
| New | +$2.16M |
|
|
KYNB
342
Kyntra Bio
KYNB
$28.3M
| $2.2M | 0.05% |
1,404
-256
| -15% | -$334K |
|
343
Ares Capital
ARCC
$14.2B
| $2.19M | 0.05% |
+133,100
| New | +$2.19M |
|
344
TE Connectivity
TEL
$62.9B
| $2.19M | 0.05% |
+24,300
| New | +$2.33M |
|
|
BID
345
DELISTED
Sotheby's
BID
| $2.18M | 0.05% |
40,200
+25,800
| +179% | +$1.43M |
|
346
iShares US Transportation ETF
IYT
$2.31B
| $2.18M | 0.05% |
46,800
-308,000
| -87% | -$14.7M |
|
347
Wheaton Precious Metals
WPM
$52.6B
| $2.17M | 0.04% |
+98,600
| New | +$2.12M |
|
348
Ericsson
ERIC
$33.8B
| $2.17M | 0.04% |
+283,500
| New | +$2.07M |
|
349
Dana Inc
DAN
$2.98B
| $2.17M | 0.04% |
+107,600
| New | +$2.56M |
|
350
Magna International
MGA
$18.7B
| $2.15M | 0.04% |
37,000
+31,500
| +573% | +$1.96M |
|
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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.