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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 | |
|---|---|---|---|---|---|---|
576
Sherwin-Williams
SHW
$87.8B
| $611K | 0.01% |
4,500
-17,400
| -79% | -$2.25M |
|
|
FLIR
577
DELISTED
FLIR Systems, Inc. (DE) Common Stock
FLIR
| $608K | 0.01% |
11,700
-58,600
| -83% | -$3.13M |
|
578
Eldorado Gold
EGO
$8.3B
| $603K | 0.01% |
121,580
+9,820
| +9% | +$50.5K |
|
|
EXK
579
Endeavour Silver
EXK
$2.47B
| $603K | 0.01% |
+193,300
| New | +$562K |
|
580
Opko Health
OPK
$978M
| $597K | 0.01% |
+127,100
| New | +$482K |
|
|
CBL
581
DELISTED
CBL& Associates Properties, Inc.
CBL
| $597K | 0.01% |
+107,200
| New | +$514K |
|
582
Jabil
JBL
$35.6B
| $591K | 0.01% |
21,400
-138,300
| -87% | -$3.89M |
|
583
Lindsay Corp
LNN
$1.2B
| $591K | 0.01% |
+6,100
| New | +$574K |
|
584
MasTec
MTZ
$21.8B
| $588K | 0.01% |
11,600
-75,400
| -87% | -$3.64M |
|
585
Silicon Laboratories
SLAB
$7.2B
| $587K | 0.01% |
+5,900
| New | +$590K |
|
586
Baytex Energy
BTE
$3B
| $586K | 0.01% |
+176,200
| New | +$691K |
|
|
GRFS
587
Grifois
GRFS
$5.49B
| $584K | 0.01% |
27,200
-37,600
| -58% | -$821K |
|
588
Asbury Automotive
ABG
$4B
| $582K | 0.01% |
8,500
-5,700
| -40% | -$399K |
|
589
Fabrinet
FN
$19B
| $568K | 0.01% |
+15,400
| New | +$527K |
|
590
AutoNation
AN
$7.13B
| $563K | 0.01% |
11,600
-23,800
| -67% | -$1.13M |
|
591
Ironwood Pharmaceuticals
IRWD
$709M
| $556K | 0.01% |
+34,745
| New | +$514K |
|
592
NetEase
NTES
$83.6B
| $555K | 0.01% |
+11,000
| New | +$562K |
|
593
Kratos Defense & Security Solutions
KTOS
$9.73B
| $547K | 0.01% |
+47,600
| New | +$525K |
|
594
Caesarstone
CSTE
$79.9M
| $539K | 0.01% |
+35,700
| New | +$612K |
|
595
Cal-Maine
CALM
$3.98B
| $536K | 0.01% |
+11,700
| New | +$565K |
|
|
CRAY
596
DELISTED
Cray, Inc.
CRAY
| $533K | 0.01% |
21,700
+7,100
| +49% | +$177K |
|
597
Allison Transmission
ALSN
$10.2B
| $530K | 0.01% |
13,100
-180,500
| -93% | -$7.43M |
|
598
Principal Financial Group
PFG
$24.7B
| $524K | 0.01% |
+9,900
| New | +$575K |
|
599
Omega Healthcare
OHI
$14.6B
| $520K | 0.01% |
+16,800
| New | +$480K |
|
|
ATCO
600
DELISTED
Atlas Corp.
ATCO
| $514K | 0.01% |
+50,500
| New | +$419K |
|
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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.