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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 | |
|---|---|---|---|---|---|---|
501
Invesco Solar ETF
TAN
$1.51B
| $949K | 0.02% |
41,100
-117,800
| -74% | -$2.91M |
|
|
CLGX
502
DELISTED
Corelogic, Inc.
CLGX
| $944K | 0.02% |
+18,200
| New | +$914K |
|
|
MDP
503
DELISTED
Meredith Corporation
MDP
| $943K | 0.02% |
+18,500
| New | +$948K |
|
504
Cracker Barrel
CBRL
$1.28B
| $937K | 0.02% |
6,000
+4,500
| +300% | +$726K |
|
505
SM Energy
SM
$7.44B
| $935K | 0.02% |
+36,400
| New | +$851K |
|
|
CSOD
506
DELISTED
Cornerstone OnDemand, Inc.
CSOD
| $934K | 0.02% |
+19,700
| New | +$920K |
|
507
Geron
GERN
$860M
| $932K | 0.02% |
272,000
-215,700
| -44% | -$823K |
|
508
Canadian Imperial Bank of Commerce
CM
$108B
| $930K | 0.02% |
21,400
-124,400
| -85% | -$5.48M |
|
509
AstraZeneca
AZN
$241B
| $916K | 0.02% |
13,050
-102,700
| -89% | -$7.39M |
|
510
Element Solutions
ESI
$9.48B
| $903K | 0.02% |
+77,900
| New | +$849K |
|
511
FMC
FMC
$1.32B
| $892K | 0.02% |
+11,530
| New | +$856K |
|
|
HAPN
512
Happen Inc
HAPN
$2.41B
| $891K | 0.02% |
+47,020
| New | +$797K |
|
513
NVR
NVR
$16.8B
| $891K | 0.02% |
300
+200
| +200% | +$612K |
|
|
GLIBA
514
DELISTED
GCI Liberty, Inc. Class A Common Stock (DE)
GLIBA
| $888K | 0.02% |
+19,700
| New | +$908K |
|
515
ITT
ITT
$18.3B
| $883K | 0.02% |
16,900
-21,500
| -56% | -$1.12M |
|
516
Oceaneering
OII
$5.02B
| $875K | 0.02% |
+34,400
| New | +$770K |
|
517
Entergy
ETR
$50.8B
| $872K | 0.02% |
+21,600
| New | +$855K |
|
|
ACH
518
Accendra Health
ACH
$225M
| $872K | 0.02% |
+52,200
| New | +$845K |
|
519
Trinity Industries
TRN
$2.55B
| $863K | 0.02% |
35,003
-8,334
| -19% | -$201K |
|
520
Open Text
OTEX
$6.41B
| $858K | 0.02% |
24,400
-46,200
| -65% | -$1.62M |
|
521
Pan American Silver
PAAS
$18.9B
| $857K | 0.02% |
+47,900
| New | +$826K |
|
|
ALDR
522
DELISTED
Alder Biopharmaceuticals
ALDR
| $853K | 0.02% |
+54,000
| New | +$821K |
|
523
World Acceptance Corp
WRLD
$902M
| $843K | 0.02% |
7,600
-4,700
| -38% | -$513K |
|
|
ARRY
524
DELISTED
Array Biopharma Inc
ARRY
| $823K | 0.02% |
+49,100
| New | +$781K |
|
525
Old Republic International
ORI
$10.5B
| $822K | 0.02% |
41,300
-67,900
| -62% | -$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.