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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 | |
|---|---|---|---|---|---|---|
801
Gold Fields
GFI
$30.8B
| – | – |
-164,200
| Closed | -$660K |
|
802
Gerdau
GGB
$9.97B
| – | – |
-1,482,390
| Closed | -$5.48M |
|
803
Gilead Sciences
GILD
$166B
| – | – |
-248,900
| Closed | -$18.8M |
|
804
Globe Life
GL
$14.3B
| – | – |
-34,800
| Closed | -$2.93M |
|
805
SPDR Gold Trust
GLD
$132B
| – | – |
-690,000
| Closed | -$86.8M |
|
806
Golar LNG
GLNG
$5.03B
| – | – |
-51,600
| Closed | -$1.41M |
|
807
Graphic Packaging
GPK
$3.51B
| – | – |
-459,700
| Closed | -$7.06M |
|
808
Global Payments
GPN
$24B
| – | – |
-39,000
| Closed | -$4.35M |
|
809
Halozyme
HALO
$9.84B
| – | – |
-48,300
| Closed | -$946K |
|
810
HCA Healthcare
HCA
$86.5B
| – | – |
-11,800
| Closed | -$1.14M |
|
811
Huntington Ingalls Industries
HII
$12.7B
| – | – |
-6,200
| Closed | -$1.6M |
|
812
Herbalife
HLF
$1.33B
| – | – |
-272,200
| Closed | -$13.3M |
|
813
Harmony Gold Mining
HMY
$10.6B
| – | – |
-225,600
| Closed | -$539K |
|
814
Honeywell
HON
$79.2B
| – | – |
-107,932
| Closed | -$14.1M |
|
815
Helmerich & Payne
HP
$3.44B
| – | – |
-122,300
| Closed | -$8.14M |
|
816
HealthEquity
HQY
$8.76B
| – | – |
-14,800
| Closed | -$895K |
|
817
Herc Holdings
HRI
$5.72B
| – | – |
-28,100
| Closed | -$1.82M |
|
818
H&R Block
HRB
$5.82B
| – | – |
-27,200
| Closed | -$691K |
|
819
Heron Therapeutics
HRTX
$99.4M
| – | – |
-143,600
| Closed | -$3.96M |
|
820
Heartland Express
HTLD
$984M
| – | – |
-14,300
| Closed | -$257K |
|
821
Hubbell
HUBB
$26.5B
| – | – |
-50,900
| Closed | -$6.2M |
|
822
Howmet Aerospace
HWM
$116B
| – | – |
-398,372
| Closed | -$7.04M |
|
823
Integra LifeSciences
IART
$1.38B
| – | – |
-11,000
| Closed | -$608K |
|
824
IBM
IBM
$220B
| – | – |
-204,179
| Closed | -$29.9M |
|
825
ICICI Bank
IBN
$109B
| – | – |
-328,900
| Closed | -$2.91M |
|
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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.