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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 | |
|---|---|---|---|---|---|---|
201
SAP
SAP
$219B
| $4.95M | 0.1% |
+42,800
| New | +$4.83M |
|
202
Factset
FDS
$9.59B
| $4.91M | 0.1% |
24,800
+11,700
| +89% | +$2.34M |
|
203
Darden Restaurants
DRI
$23.6B
| $4.89M | 0.1% |
45,700
-72,600
| -61% | -$6.65M |
|
|
WPX
204
DELISTED
WPX Energy, Inc.
WPX
| $4.87M | 0.1% |
+270,000
| New | +$4.62M |
|
|
APC
205
DELISTED
Anadarko Petroleum
APC
| $4.84M | 0.1% |
+66,100
| New | +$4.48M |
|
|
EXAS
206
DELISTED
Exact Sciences
EXAS
| $4.79M | 0.1% |
80,200
-15,800
| -16% | -$850K |
|
207
Autoliv
ALV
$9.07B
| $4.77M | 0.1% |
46,220
-3,054
| -6% | -$326K |
|
208
Palo Alto Networks
PANW
$283B
| $4.77M | 0.1% |
139,200
-777,600
| -85% | -$25.9M |
|
|
ZNGA
209
DELISTED
ZYNGA INC. CL A COMMON
ZNGA
| $4.72M | 0.1% |
1,160,300
+876,700
| +309% | +$3.44M |
|
210
AerCap
AER
$24.2B
| $4.71M | 0.1% |
+86,900
| New | +$4.68M |
|
211
New York Times
NYT
$12.2B
| $4.68M | 0.1% |
180,900
+151,500
| +515% | +$3.57M |
|
212
Rithm Capital
RITM
$5.62B
| $4.67M | 0.1% |
+267,200
| New | +$4.69M |
|
213
HF Sinclair
DINO
$15.8B
| $4.63M | 0.1% |
67,700
-40,200
| -37% | -$2.68M |
|
214
Norfolk Southern
NSC
$75.6B
| $4.62M | 0.1% |
+30,600
| New | +$4.47M |
|
215
TransDigm Group
TDG
$71.9B
| $4.59M | 0.09% |
13,300
-16,000
| -55% | -$5.26M |
|
216
Cognex
CGNX
$11.2B
| $4.55M | 0.09% |
+102,000
| New | +$4.83M |
|
217
Philips
PHG
$25.6B
| $4.53M | 0.09% |
137,978
+24,812
| +22% | +$793K |
|
|
MASI
218
DELISTED
Masimo
MASI
| $4.52M | 0.09% |
+46,300
| New | +$4.4M |
|
219
Cimpress
CMPR
$2.4B
| $4.46M | 0.09% |
30,800
-6,700
| -18% | -$970K |
|
|
SIVB
220
DELISTED
SVB Financial Group
SIVB
| $4.39M | 0.09% |
+15,200
| New | +$4.47M |
|
221
The Mosaic Company
MOS
$6.93B
| $4.32M | 0.09% |
154,000
+122,200
| +384% | +$3.32M |
|
|
IDTI
222
DELISTED
Integrated Device Technology I
IDTI
| $4.25M | 0.09% |
133,400
+64,900
| +95% | +$2.06M |
|
223
Centene
CNC
$31.5B
| $4.21M | 0.09% |
+68,400
| New | +$3.94M |
|
224
CF Industries
CF
$18.2B
| $4.2M | 0.09% |
+94,600
| New | +$3.86M |
|
225
Cencora
COR
$60B
| $4.17M | 0.09% |
48,900
+12,700
| +35% | +$1.12M |
|
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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.