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QIM
Quantitative Investment Management Portfolio holdings
AUM
$917M
1-Year Est. Return
3.96%
This Fund
S&P 500
This Quarter
Est. Return
+9.4%
1 Year Est. Return
-3.96%
3 Year Est. Return
+24.59%
5 Year Est. Return
+12.41%
10 Year Est. Return
+164.05%
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 | Miscellaneous | 37.54% |
| 2 | Consumer Discretionary | 12.71% |
| 3 | Technology | 9.3% |
| 4 | Healthcare | 8.74% |
| 5 | Communication Services | 7.77% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
851
Lloyds Banking Group
LYG
$84.2B
| – | – |
-238,900
| Closed | -$888K |
|
852
Macy's
M
$5.74B
| – | – |
-241,000
| Closed | -$7.17M |
|
853
Mastercard
MA
$494B
| – | – |
-27,200
| Closed | -$4.76M |
|
854
Manhattan Associates
MANH
$12.3B
| – | – |
-44,400
| Closed | -$1.86M |
|
855
Masco
MAS
$13.4B
| – | – |
-358,400
| Closed | -$14.5M |
|
856
McDonald's
MCD
$176B
| – | – |
-114,400
| Closed | -$17.9M |
|
857
MiMedx Group
MDXG
$693M
| – | – |
-294,200
| Closed | -$2.05M |
|
858
Mercado Libre
MELI
$90.6B
| – | – |
-11,800
| Closed | -$4.21M |
|
859
MGM Resorts International
MGM
$9.51B
| – | – |
-126,000
| Closed | -$4.41M |
|
860
McCormick & Company Non-Voting
MKC
$13.1B
| – | – |
-20,800
| Closed | -$1.11M |
|
861
MKS Inc
MKSI
$17.1B
| – | – |
-16,100
| Closed | -$1.86M |
|
862
Maximus
MMS
$2.92B
| – | – |
-26,900
| Closed | -$1.79M |
|
863
MannKind Corp
MNKD
$1.14B
| – | – |
-11,900
| Closed | -$27K |
|
864
Monster Beverage
MNST
$87.6B
| – | – |
-402,800
| Closed | -$5.76M |
|
865
Marathon Petroleum
MPC
$119B
| – | – |
-50,300
| Closed | -$3.68M |
|
866
Marvell Technology
MRVL
$220B
| – | – |
-26,500
| Closed | -$556K |
|
867
ArcelorMittal
MT
$54.5B
| – | – |
-337,600
| Closed | -$10.7M |
|
868
Meritage Homes
MTH
$4.12B
| – | – |
-68,200
| Closed | -$1.54M |
|
869
MACOM Technology Solutions
MTSI
$21.1B
| – | – |
-108,500
| Closed | -$1.8M |
|
870
Murphy USA
MUSA
$9.68B
| – | – |
-48,300
| Closed | -$3.52M |
|
871
Norwegian Cruise Line
NCLH
$6.48B
| – | – |
-6,600
| Closed | -$349K |
|
872
Nasdaq
NDAQ
$52.3B
| – | – |
-125,400
| Closed | -$3.6M |
|
873
Nordson
NDSN
$17.4B
| – | – |
-11,400
| Closed | -$1.55M |
|
874
ServiceNow
NOW
$140B
| – | – |
-33,000
| Closed | -$1.09M |
|
875
NRG Energy
NRG
$21.8B
| – | – |
-124,200
| Closed | -$3.79M |
|
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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 Miscellaneous at 38% of assets, up from 26% a quarter earlier, followed by Consumer Discretionary and Technology.
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.