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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 | |
|---|---|---|---|---|---|---|
551
Archrock
AROC
$6.26B
| $706K | 0.01% |
+58,900
| New | +$651K |
|
552
Carter's
CRI
$1.46B
| $704K | 0.01% |
6,500
-58,300
| -90% | -$6.27M |
|
|
MDC
553
DELISTED
M.D.C. Holdings, Inc.
MDC
| $692K | 0.01% |
26,244
-52,955
| -67% | -$1.38M |
|
|
ZGNX
554
DELISTED
Zogenix, Inc.
ZGNX
| $689K | 0.01% |
+15,600
| New | +$643K |
|
|
SFUN
555
DELISTED
Fang Holdings Limited American Depositary Shares (each representing ten Class A Ordinary Shares)
SFUN
| $685K | 0.01% |
3,532
+792
| +29% | +$194K |
|
556
News Corp Class A
NWSA
$15.5B
| $682K | 0.01% |
+44,000
| New | +$695K |
|
557
Western Alliance Bancorporation
WAL
$9.2B
| $673K | 0.01% |
+11,900
| New | +$713K |
|
|
JOYY
558
JOYY Inc
JOYY
$3.77B
| $673K | 0.01% |
+6,700
| New | +$699K |
|
559
Boyd Gaming
BYD
$6.27B
| $672K | 0.01% |
19,400
-81,400
| -81% | -$2.86M |
|
560
BlackBerry
BB
$5.2B
| $670K | 0.01% |
69,500
-263,000
| -79% | -$2.93M |
|
561
SPX Corp
SPXC
$10.8B
| $669K | 0.01% |
+19,100
| New | +$648K |
|
562
Sociedad Química y Minera de Chile
SQM
$19.6B
| $667K | 0.01% |
+13,900
| New | +$729K |
|
|
SPPI
563
DELISTED
Spectrum Pharmaceuticals Inc
SPPI
| $664K | 0.01% |
+31,700
| New | +$587K |
|
564
Travere Therapeutics
TVTX
$5.21B
| $662K | 0.01% |
24,300
-6,600
| -21% | -$176K |
|
565
Silicon Motion
SIMO
$9.1B
| $661K | 0.01% |
+12,500
| New | +$613K |
|
|
FRAN
566
DELISTED
Francesca's Holdings Corporation
FRAN
| $659K | 0.01% |
7,283
-7,317
| -50% | -$502K |
|
|
UFS
567
DELISTED
DOMTAR CORPORATION (New)
UFS
| $658K | 0.01% |
13,800
+7,300
| +112% | +$338K |
|
|
WCC
568
WESCO International
WCC
$18.2B
| $656K | 0.01% |
11,500
-9,500
| -45% | -$576K |
|
569
Wayfair
W
$15.3B
| $653K | 0.01% |
5,500
-125,800
| -96% | -$10.9M |
|
570
Hormel Foods
HRL
$13.9B
| $636K | 0.01% |
+17,100
| New | +$614K |
|
571
Genworth Financial
GNW
$3.76B
| $632K | 0.01% |
+140,500
| New | +$484K |
|
572
Credicorp
BAP
$31.2B
| $630K | 0.01% |
2,800
-900
| -24% | -$205K |
|
573
Avis
CAR
$4.99B
| $620K | 0.01% |
19,100
-38,800
| -67% | -$1.69M |
|
|
PGNX
574
DELISTED
Progenics Pharmaceuticals Inc
PGNX
| $615K | 0.01% |
+76,500
| New | +$584K |
|
575
Regal Rexnord
RRX
$14.6B
| $613K | 0.01% |
+7,500
| New | +$581K |
|
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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.