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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 | |
|---|---|---|---|---|---|---|
|
QVCGA
351
DELISTED
QVC Group Inc Series A
QVCGA
| $2.14M | 0.04% |
2,081
+462
| +29% | +$511K |
|
|
GLUU
352
DELISTED
Glu Mobile Inc.
GLUU
| $2.14M | 0.04% |
334,200
+316,300
| +1,767% | +$1.65M |
|
|
PPL
353
PPL Corp
PPL
$26.6B
| $2.13M | 0.04% |
74,800
-410,300
| -85% | -$11.4M |
|
|
GPOR
354
DELISTED
Gulfport Energy Corp.
GPOR
| $2.13M | 0.04% |
+169,700
| New | +$1.75M |
|
|
NLSN
355
DELISTED
Nielsen Holdings plc
NLSN
| $2.1M | 0.04% |
+67,800
| New | +$2.12M |
|
356
Vertex Pharmaceuticals
VRTX
$121B
| $2.09M | 0.04% |
12,300
+1,500
| +14% | +$233K |
|
|
FOLD
357
DELISTED
Amicus Therapeutics
FOLD
| $2.07M | 0.04% |
132,400
+68,700
| +108% | +$1.04M |
|
|
BNY
358
Bank of New York Mellon
BNY
$107B
| $2.06M | 0.04% |
+38,200
| New | +$2.11M |
|
|
DNB
359
DELISTED
Dun & Bradstreet
DNB
| $2.04M | 0.04% |
16,600
+10,100
| +155% | +$1.23M |
|
360
D.R. Horton
DHI
$42B
| $2.01M | 0.04% |
49,000
-362,900
| -88% | -$15.7M |
|
|
MXIM
361
DELISTED
Maxim Integrated Products
MXIM
| $2.01M | 0.04% |
34,200
+4,700
| +16% | +$274K |
|
362
Eagle Materials
EXP
$6.62B
| $1.97M | 0.04% |
18,800
+2,000
| +12% | +$211K |
|
363
Lennar Class A
LEN
$21B
| $1.97M | 0.04% |
38,738
+12,706
| +49% | +$665K |
|
364
Carpenter Technology
CRS
$28.6B
| $1.97M | 0.04% |
37,400
+5,900
| +19% | +$319K |
|
365
Applied Optoelectronics
AAOI
$10.6B
| $1.95M | 0.04% |
43,500
-142,100
| -77% | -$5.05M |
|
366
TG Therapeutics
TGTX
$7.38B
| $1.95M | 0.04% |
148,100
+32,500
| +28% | +$447K |
|
367
SITE Centers
SITC
$167M
| $1.94M | 0.04% |
+168,414
| New | +$1.68M |
|
|
EMBJ
368
Embraer S.A. ADS
EMBJ
$12.6B
| $1.94M | 0.04% |
77,900
-36,600
| -32% | -$930K |
|
369
ManpowerGroup
MAN
$2.53B
| $1.94M | 0.04% |
+22,500
| New | +$2.21M |
|
370
Celanese
CE
$4.92B
| $1.93M | 0.04% |
+17,400
| New | +$1.92M |
|
371
Azenta
AZTA
$1.38B
| $1.91M | 0.04% |
+58,500
| New | +$1.74M |
|
|
ACOR
372
DELISTED
Acorda Therapeutics
ACOR
| $1.9M | 0.04% |
+552
| New | +$1.69M |
|
373
Generac Holdings
GNRC
$12.9B
| $1.9M | 0.04% |
36,700
-17,700
| -33% | -$859K |
|
374
OneMain Financial
OMF
$7.53B
| $1.89M | 0.04% |
56,800
-22,900
| -29% | -$741K |
|
375
Carlisle Companies
CSL
$15.2B
| $1.87M | 0.04% |
17,300
-29,800
| -63% | -$3.16M |
|
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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.