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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 | |
|---|---|---|---|---|---|---|
626
ACI Worldwide
ACIW
$5.82B
| $421K | 0.01% |
17,100
-2,700
| -14% | -$65.8K |
|
|
TMX
627
DELISTED
Terminix Global Holdings, Inc.
TMX
| $416K | 0.01% |
+10,451
| New | +$388K |
|
628
IAMGOLD
IAG
$8.55B
| $413K | 0.01% |
+71,200
| New | +$409K |
|
|
UCTT
629
Ultra Clean Holdings
UCTT
$3.79B
| $413K | 0.01% |
+24,900
| New | +$437K |
|
630
ING
ING
$101B
| $409K | 0.01% |
28,600
-60,500
| -68% | -$962K |
|
631
Cullen/Frost Bankers
CFR
$10.5B
| $400K | 0.01% |
3,700
-8,300
| -69% | -$937K |
|
632
Ryman Hospitality Properties
RHP
$8.09B
| $399K | 0.01% |
4,800
-26,700
| -85% | -$2.16M |
|
633
Equinor
EQNR
$93.1B
| $398K | 0.01% |
15,100
-73,900
| -83% | -$1.92M |
|
634
Northern Oil and Gas
NOG
$2.22B
| $394K | 0.01% |
12,510
+3,940
| +46% | +$88.7K |
|
|
NVRO
635
DELISTED
NEVRO CORP.
NVRO
| $391K | 0.01% |
+4,900
| New | +$406K |
|
636
Methanex
MEOH
$4.14B
| $388K | 0.01% |
5,500
-15,600
| -74% | -$1.05M |
|
|
HTZ
637
DELISTED
Hertz Global Holdings, Inc.
HTZ
| $385K | 0.01% |
28,890
-28,430
| -50% | -$460K |
|
638
First Majestic Silver
AG
$8.13B
| $384K | 0.01% |
+50,400
| New | +$353K |
|
639
Virtus Investment Partners
VRTS
$1.11B
| $383K | 0.01% |
3,000
-2,500
| -45% | -$310K |
|
640
Avnet
AVT
$7.59B
| $377K | 0.01% |
8,800
-26,900
| -75% | -$1.09M |
|
641
Ultragenyx Pharmaceutical
RARE
$2.54B
| $376K | 0.01% |
+4,900
| New | +$316K |
|
642
Travel + Leisure Co
TNL
$4.78B
| $376K | 0.01% |
+8,500
| New | +$420K |
|
643
Quanta Services
PWR
$104B
| $364K | 0.01% |
+10,900
| New | +$382K |
|
644
LPL Financial
LPLA
$27.9B
| $360K | 0.01% |
+5,500
| New | +$361K |
|
645
Santander
BSBR
$42.5B
| $354K | 0.01% |
49,381
+12,632
| +34% | +$118K |
|
646
Edgewell Personal Care
EPC
$1.31B
| $353K | 0.01% |
+7,000
| New | +$322K |
|
647
Wabash National
WNC
$507M
| $348K | 0.01% |
18,700
-124,300
| -87% | -$2.52M |
|
|
SPWR
648
DELISTED
SunPower Corporation Common Stock
SPWR
| $348K | 0.01% |
+69,326
| New | +$380K |
|
649
Worthington Enterprises
WOR
$2.89B
| $339K | 0.01% |
+13,138
| New | +$372K |
|
650
Landstar System
LSTR
$6.16B
| $327K | 0.01% |
3,000
-1,600
| -35% | -$176K |
|
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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.