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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 | |
|---|---|---|---|---|---|---|
401
Oil States International
OIS
$507M
| $1.64M | 0.03% |
51,100
+13,300
| +35% | +$447K |
|
402
United Airlines
UAL
$43B
| $1.63M | 0.03% |
23,400
-121,100
| -84% | -$8.42M |
|
403
Ubiquiti
UI
$33.9B
| $1.62M | 0.03% |
19,100
-3,300
| -15% | -$259K |
|
|
BBL
404
DELISTED
BHP Group Plc American Depositary Shares (Each representing two Ordinary Shares)
BBL
| $1.62M | 0.03% |
36,000
-115,600
| -76% | -$5.08M |
|
405
Ligand Pharmaceuticals
LGND
$6.03B
| $1.61M | 0.03% |
12,503
-47,289
| -79% | -$5.28M |
|
406
Bank of Montreal
BMO
$126B
| $1.61M | 0.03% |
20,900
-16,900
| -45% | -$1.3M |
|
407
Sabre
SABR
$838M
| $1.58M | 0.03% |
64,100
+38,400
| +149% | +$890K |
|
408
Packaging Corp of America
PKG
$22.8B
| $1.58M | 0.03% |
14,100
-46,500
| -77% | -$5.43M |
|
409
Agios Pharmaceuticals
AGIO
$1.89B
| $1.57M | 0.03% |
18,700
-1,300
| -7% | -$113K |
|
410
Estee Lauder
EL
$31.5B
| $1.57M | 0.03% |
+11,000
| New | +$1.63M |
|
411
Pebblebrook Hotel Trust
PEB
$2.15B
| $1.56M | 0.03% |
+40,300
| New | +$1.52M |
|
412
Qiagen
QGEN
$8.73B
| $1.56M | 0.03% |
+40,740
| New | +$1.5M |
|
413
Lear
LEA
$6.21B
| $1.56M | 0.03% |
8,400
| – | – |
|
414
Old Dominion Freight Line
ODFL
$45.6B
| $1.55M | 0.03% |
+31,200
| New | +$1.55M |
|
415
Deutsche Bank
DB
$70.4B
| $1.54M | 0.03% |
+145,200
| New | +$1.85M |
|
|
VG
416
DELISTED
Vonage Holdings Corporation
VG
| $1.52M | 0.03% |
117,900
-100,300
| -46% | -$1.15M |
|
|
GTLS
417
DELISTED
Chart Industries
GTLS
| $1.51M | 0.03% |
24,500
-27,700
| -53% | -$1.74M |
|
|
VMW
418
DELISTED
VMware, Inc
VMW
| $1.5M | 0.03% |
10,200
-57,400
| -85% | -$7.91M |
|
419
GameStop
GME
$8.62B
| $1.49M | 0.03% |
+410,000
| New | +$1.4M |
|
|
NE
420
DELISTED
Noble Corporation
NE
| $1.48M | 0.03% |
+234,000
| New | +$1.2M |
|
421
Flowers Foods
FLO
$1.55B
| $1.47M | 0.03% |
70,800
-30,300
| -30% | -$647K |
|
422
Core Laboratories
CLB
$515M
| $1.46M | 0.03% |
11,600
-21,300
| -65% | -$2.59M |
|
|
CEO
423
DELISTED
CNOOC Limited
CEO
| $1.46M | 0.03% |
8,500
-4,000
| -32% | -$665K |
|
424
Kimco Realty
KIM
$16.9B
| $1.44M | 0.03% |
85,000
-91,300
| -52% | -$1.38M |
|
425
Primerica
PRI
$9.92B
| $1.44M | 0.03% |
+14,500
| New | +$1.42M |
|
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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.