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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 | |
|---|---|---|---|---|---|---|
601
Microsoft
MSFT
$3.66T
| $512K | 0.01% |
+5,200
| New | +$504K |
|
602
SiriusXM
SIRI
$10.4B
| $511K | 0.01% |
7,550
-272,770
| -97% | -$18.4M |
|
|
RDS.B
603
DELISTED
Royal Dutch Shell PLC ADS Class B
RDS.B
| $508K | 0.01% |
+7,000
| New | +$504K |
|
|
FRGI
604
DELISTED
Fiesta Restaurant Group, Inc.
FRGI
| $505K | 0.01% |
+17,600
| New | +$410K |
|
|
GWR
605
DELISTED
Genesee & Wyoming Inc.
GWR
| $504K | 0.01% |
6,200
-9,400
| -60% | -$713K |
|
|
FTR
606
DELISTED
Frontier Communications Corp.
FTR
| $490K | 0.01% |
91,500
-483,100
| -84% | -$3.94M |
|
|
BFYT
607
DELISTED
Benefytt Technologies, Inc. Class A Common Stock
BFYT
| $488K | 0.01% |
+15,100
| New | +$460K |
|
|
RDC
608
DELISTED
Rowan Companies Plc
RDC
| $486K | 0.01% |
+30,000
| New | +$451K |
|
|
BEAT
609
DELISTED
BioTelemetry, Inc.
BEAT
| $481K | 0.01% |
+10,700
| New | +$427K |
|
610
HSBC
HSBC
$364B
| $480K | 0.01% |
+10,826
| New | +$496K |
|
|
STOR
611
DELISTED
STORE Capital Corporation
STOR
| $479K | 0.01% |
+17,500
| New | +$454K |
|
612
Ametek
AME
$58.2B
| $469K | 0.01% |
+6,500
| New | +$482K |
|
|
ICPT
613
DELISTED
Intercept Pharmaceuticals, Inc.
ICPT
| $469K | 0.01% |
5,600
-36,100
| -87% | -$2.64M |
|
614
Newmont
NEM
$103B
| $467K | 0.01% |
12,400
-319,400
| -96% | -$12.6M |
|
615
iShares US Aerospace & Defense ETF
ITA
$14.7B
| $461K | 0.01% |
4,800
-104,200
| -96% | -$10.3M |
|
|
BPT
616
DELISTED
BP Prudhoe Bay Royalty Trust
BPT
| $460K | 0.01% |
15,400
+3,300
| +27% | +$85.3K |
|
617
Children's Place
PLCE
$59.2M
| $459K | 0.01% |
3,800
-16,200
| -81% | -$2.1M |
|
618
Tractor Supply
TSCO
$17.4B
| $451K | 0.01% |
29,500
-1,362,500
| -98% | -$18.9M |
|
619
DNOW Inc
DNOW
$2.63B
| $445K | 0.01% |
+33,400
| New | +$440K |
|
620
Insmed
INSM
$21.4B
| $439K | 0.01% |
+18,600
| New | +$479K |
|
621
POSCO
PKX
$16.5B
| $437K | 0.01% |
5,900
-25,300
| -81% | -$2.05M |
|
|
GREK
622
Global X MSCI Greece ETF
GREK
$320M
| $431K | 0.01% |
15,767
-177,500
| -92% | -$5.2M |
|
|
IRBT
623
DELISTED
iRobot
IRBT
| $431K | 0.01% |
+5,700
| New | +$379K |
|
624
BioCryst Pharmaceuticals
BCRX
$2.29B
| $428K | 0.01% |
+74,800
| New | +$412K |
|
|
CPE
625
DELISTED
Callon Petroleum Company
CPE
| $426K | 0.01% |
+3,970
| New | +$492K |
|
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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.