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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 | |
|---|---|---|---|---|---|---|
426
Tyler Technologies
TYL
$12.8B
| $1.44M | 0.03% |
6,500
-33,800
| -84% | -$7.6M |
|
427
Littelfuse
LFUS
$11.8B
| $1.44M | 0.03% |
6,300
+2,900
| +85% | +$622K |
|
428
CubeSmart
CUBE
$9.48B
| $1.43M | 0.03% |
+44,500
| New | +$1.33M |
|
429
Blackbaud
BLKB
$2.07B
| $1.42M | 0.03% |
13,900
-12,800
| -48% | -$1.32M |
|
430
LendingTree
TREE
$474M
| $1.41M | 0.03% |
+6,600
| New | +$1.83M |
|
431
Tenaris
TS
$29.3B
| $1.41M | 0.03% |
38,800
-31,900
| -45% | -$1.18M |
|
432
Fidelity National Financial
FNF
$13.9B
| $1.41M | 0.03% |
+39,000
| New | +$1.42M |
|
433
Jones Lang LaSalle
JLL
$16.9B
| $1.41M | 0.03% |
8,500
-19,700
| -70% | -$3.35M |
|
434
Webster Financial
WBS
$12.6B
| $1.41M | 0.03% |
+22,100
| New | +$1.38M |
|
|
SODA
435
DELISTED
SodaStream International Ltd
SODA
| $1.39M | 0.03% |
16,300
+700
| +4% | +$63.2K |
|
|
DBD
436
DELISTED
Diebold Nixdorf Incorporated
DBD
| $1.39M | 0.03% |
116,000
+47,800
| +70% | +$640K |
|
|
PDCO
437
DELISTED
Patterson Companies, Inc.
PDCO
| $1.38M | 0.03% |
+60,800
| New | +$1.37M |
|
|
PACW
438
DELISTED
PacWest Bancorp
PACW
| $1.37M | 0.03% |
+27,800
| New | +$1.45M |
|
439
Watsco Inc
WSO
$13.8B
| $1.35M | 0.03% |
7,600
-16,600
| -69% | -$3.02M |
|
440
Thor Industries
THO
$4.16B
| $1.35M | 0.03% |
13,900
-8,700
| -38% | -$888K |
|
|
BIG
441
DELISTED
Big Lots, Inc.
BIG
| $1.35M | 0.03% |
+32,400
| New | +$1.36M |
|
442
Labcorp
LH
$25.3B
| $1.35M | 0.03% |
8,730
-3,608
| -29% | -$545K |
|
443
Raymond James Financial
RJF
$34.3B
| $1.33M | 0.03% |
+22,350
| New | +$1.39M |
|
|
MPT
444
Medical Properties Trust
MPT
$2.78B
| $1.32M | 0.03% |
+94,000
| New | +$1.25M |
|
|
DPLO
445
DELISTED
DIPLOMAT PHARMACY, INC.
DPLO
| $1.31M | 0.03% |
51,400
+6,900
| +16% | +$161K |
|
|
OPLN
446
Openlane
OPLN
$4.24B
| $1.31M | 0.03% |
63,144
-100,132
| -61% | -$2.04M |
|
|
DO
447
DELISTED
Diamond Offshore Drilling
DO
| $1.31M | 0.03% |
+62,700
| New | +$1.17M |
|
448
AutoZone
AZO
$49.4B
| $1.27M | 0.03% |
1,900
-44,800
| -96% | -$28.9M |
|
449
La-Z-Boy
LZB
$1.67B
| $1.26M | 0.03% |
41,300
+25,400
| +160% | +$780K |
|
450
Brink's
BCO
$4.86B
| $1.24M | 0.03% |
+15,500
| New | +$1.17M |
|
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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.