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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 | |
|---|---|---|---|---|---|---|
876
NVIDIA
NVDA
$5.01T
| – | – |
-724,000
| Closed | -$4.19M |
|
877
NXP Semiconductors
NXPI
$56.5B
| – | – |
-138,500
| Closed | -$16.2M |
|
878
Nexstar Media Group
NXST
$5.88B
| – | – |
-21,500
| Closed | -$1.43M |
|
879
Universal Display
OLED
$3.67B
| – | – |
-88,900
| Closed | -$8.98M |
|
880
ON Semiconductor
ON
$31.3B
| – | – |
-187,300
| Closed | -$4.58M |
|
881
O'Reilly Automotive
ORLY
$73.3B
| – | – |
-276,000
| Closed | -$4.55M |
|
882
OSI Systems
OSIS
$3.72B
| – | – |
-8,500
| Closed | -$554K |
|
883
Penske Automotive Group
PAG
$14.3B
| – | – |
-21,500
| Closed | -$953K |
|
884
Paycom
PAYC
$7.86B
| – | – |
-32,400
| Closed | -$3.48M |
|
885
Petrobras
PBR
$123B
| – | – |
-1,324,700
| Closed | -$18.7M |
|
|
886
Petrobras Class A
PBR.A
$109B
| – | – |
-1,045,100
| Closed | -$13.6M |
|
887
PACCAR
PCAR
$69.5B
| – | – |
-347,850
| Closed | -$15.3M |
|
888
PG&E
PCG
$38.4B
| – | – |
-158,400
| Closed | -$6.96M |
|
|
PDS
889
Precision Drilling
PDS
$996M
| – | – |
-8,885
| Closed | -$492K |
|
890
Parker-Hannifin
PH
$126B
| – | – |
-28,100
| Closed | -$4.8M |
|
891
Pultegroup
PHM
$24.6B
| – | – |
-214,900
| Closed | -$6.34M |
|
892
Pentair
PNR
$10.7B
| – | – |
-223,350
| Closed | -$10.2M |
|
893
PPG Industries
PPG
$25.3B
| – | – |
-47,300
| Closed | -$5.28M |
|
894
PTC
PTC
$15.2B
| – | – |
-95,200
| Closed | -$7.43M |
|
895
PVH
PVH
$4.09B
| – | – |
-52,100
| Closed | -$7.89M |
|
896
Ryder
R
$10.1B
| – | – |
-18,500
| Closed | -$1.35M |
|
897
LiveRamp
RAMP
$2.3B
| – | – |
-25,900
| Closed | -$588K |
|
898
Rio Tinto
RIO
$156B
| – | – |
-110,900
| Closed | -$5.71M |
|
899
Rambus
RMBS
$10B
| – | – |
-10,300
| Closed | -$138K |
|
900
Range Resources
RRC
$9.43B
| – | – |
-61,700
| Closed | -$897K |
|
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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.