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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 | |
|---|---|---|---|---|---|---|
751
Cummins
CMI
$87.8B
| – | – |
-57,400
| Closed | -$9.3M |
|
752
Cinemark Holdings
CNK
$4.41B
| – | – |
-32,400
| Closed | -$1.22M |
|
753
CNO Financial Group
CNO
$5.14B
| – | – |
-9,700
| Closed | -$210K |
|
754
CNX Resources
CNX
$5.27B
| – | – |
-56,200
| Closed | -$867K |
|
|
VISN
755
Vistance Networks Inc
VISN
$2.82B
| – | – |
-87,600
| Closed | -$3.5M |
|
756
Coty
COTY
$2.56B
| – | – |
-361,700
| Closed | -$6.62M |
|
757
Corbus Pharmaceuticals
CRBP
$174M
| – | – |
-1,203
| Closed | -$220K |
|
758
Cisco
CSCO
$480B
| – | – |
-696,200
| Closed | -$29.9M |
|
759
CoStar Group
CSGP
$12.1B
| – | – |
-145,000
| Closed | -$5.26M |
|
760
Canadian Solar
CSIQ
$1.11B
| – | – |
-15,500
| Closed | -$252K |
|
761
Direxion Daily Healthcare Bull 3X ETF
CURE
$170M
| – | – |
-58,600
| Closed | -$2.52M |
|
762
Crane NXT
CXT
$3.15B
| – | – |
-172,164
| Closed | -$5.54M |
|
763
Delta Air Lines
DAL
$61B
| – | – |
-282,200
| Closed | -$15.5M |
|
764
Deere & Co
DE
$167B
| – | – |
-96,300
| Closed | -$15M |
|
|
765
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
$46.5B
| – | – |
-434,300
| Closed | -$105M |
|
766
Delek US
DK
$4.06B
| – | – |
-22,300
| Closed | -$907K |
|
767
Dolby
DLB
$5.73B
| – | – |
-12,800
| Closed | -$813K |
|
768
Deluxe
DLX
$1.24B
| – | – |
-10,100
| Closed | -$747K |
|
769
Healthpeak Properties
DOC
$14.9B
| – | – |
-73,900
| Closed | -$1.72M |
|
770
Dover
DOV
$28.3B
| – | – |
-53,605
| Closed | -$4.25M |
|
771
Domino's
DPZ
$12.2B
| – | – |
-8,300
| Closed | -$1.94M |
|
772
DaVita
DVA
$14.6B
| – | – |
-206,100
| Closed | -$13.6M |
|
|
DVAX
773
DELISTED
Dynavax Technologies
DVAX
| – | – |
-111,500
| Closed | -$2.21M |
|
774
WisdomTree Japan Hedged Equity Fund
DXJ
$7.2B
| – | – |
-361,000
| Closed | -$20.2M |
|
775
Dycom Industries
DY
$12.5B
| – | – |
-53,500
| Closed | -$5.76M |
|
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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.