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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 | |
|---|---|---|---|---|---|---|
|
CY
526
DELISTED
Cypress Semiconductor
CY
| $819K | 0.02% |
52,600
-720,900
| -93% | -$11.9M |
|
|
ENDP
527
DELISTED
Endo International plc
ENDP
| $818K | 0.02% |
+86,800
| New | +$583K |
|
528
Revvity
RVTY
$12.4B
| $812K | 0.02% |
11,100
-21,800
| -66% | -$1.64M |
|
529
Sprouts Farmers Market
SFM
$8.03B
| $809K | 0.02% |
36,700
-416,700
| -92% | -$9.43M |
|
|
CONN
530
DELISTED
Conn's Inc.
CONN
| $808K | 0.02% |
+24,500
| New | +$703K |
|
531
A.O. Smith
AOS
$8.61B
| $798K | 0.02% |
13,500
-95,700
| -88% | -$6.03M |
|
532
Associated Banc-Corp
ASB
$5.99B
| $797K | 0.02% |
+29,200
| New | +$783K |
|
533
Green Plains
GPRE
$1.19B
| $794K | 0.02% |
+43,400
| New | +$833K |
|
534
EnerSys
ENS
$7.06B
| $791K | 0.02% |
+10,600
| New | +$792K |
|
535
CME Group
CME
$94.4B
| $786K | 0.02% |
+4,800
| New | +$784K |
|
536
First American
FAF
$7.76B
| $786K | 0.02% |
+15,200
| New | +$810K |
|
537
Nordic American Tanker
NAT
$1.33B
| $771K | 0.02% |
288,000
-169,100
| -37% | -$373K |
|
538
Canadian National Railway
CNI
$77B
| $760K | 0.02% |
+9,300
| New | +$739K |
|
539
Royal Bank of Canada
RY
$290B
| $760K | 0.02% |
10,100
-82,300
| -89% | -$6.3M |
|
540
Shutterstock
SSTK
$221M
| $754K | 0.02% |
+15,900
| New | +$756K |
|
541
Westlake Corp
WLK
$10.3B
| $753K | 0.02% |
+7,000
| New | +$785K |
|
542
Salesforce
CRM
$156B
| $750K | 0.02% |
5,500
-241,100
| -98% | -$30.8M |
|
|
MRC
543
DELISTED
MRC Global
MRC
| $749K | 0.02% |
+34,600
| New | +$683K |
|
544
Motorola Solutions
MSI
$73.5B
| $744K | 0.02% |
6,400
-91,100
| -93% | -$10M |
|
545
Zumiez
ZUMZ
$336M
| $741K | 0.02% |
29,600
+8,500
| +40% | +$212K |
|
546
MakeMyTrip
MMYT
$5.95B
| $733K | 0.02% |
+20,300
| New | +$730K |
|
|
PFPT
547
DELISTED
Proofpoint, Inc.
PFPT
| $726K | 0.02% |
6,300
-100,700
| -94% | -$12.2M |
|
548
Power Integrations
POWI
$3.6B
| $715K | 0.01% |
+19,600
| New | +$710K |
|
|
TVRD
549
Tvardi Therapeutics
TVRD
$19M
| $712K | 0.01% |
+1,033
| New | +$525K |
|
|
EGRX
550
DELISTED
Eagle Pharmaceuticals, Inc.
EGRX
| $711K | 0.01% |
+9,400
| New | +$591K |
|
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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.