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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 | |
|---|---|---|---|---|---|---|
|
CVSA
726
Covista Inc
CVSA
$4.42B
| – | – |
-40,900
| Closed | -$1.94M |
|
727
Axos Financial
AX
$5.96B
| – | – |
-7,700
| Closed | -$312K |
|
|
AXON
728
Axon Enterprise
AXON
$48.9B
| – | – |
-139,500
| Closed | -$5.48M |
|
729
AXIS Capital
AXS
$7.57B
| – | – |
-6,800
| Closed | -$391K |
|
730
Boeing
BA
$187B
| – | – |
-19,000
| Closed | -$6.23M |
|
731
Banco Bilbao Vizcaya Argentaria
BBVA
$155B
| – | – |
-50,900
| Closed | -$402K |
|
732
Bath & Body Works
BBWI
$4.24B
| – | – |
-578,792
| Closed | -$17.9M |
|
733
Bread Financial
BFH
$4.54B
| – | – |
-30,072
| Closed | -$5.11M |
|
734
Bunge Global
BG
$20.5B
| – | – |
-131,000
| Closed | -$9.69M |
|
735
Biogen
BIIB
$30.8B
| – | – |
-34,800
| Closed | -$9.53M |
|
736
Booking.com
BKNG
$151B
| – | – |
-772,500
| Closed | -$64.3M |
|
|
BLDP
737
Ballard Power Systems
BLDP
$826M
| – | – |
-46,700
| Closed | -$165K |
|
738
Builders FirstSource
BLDR
$8.11B
| – | – |
-135,000
| Closed | -$2.68M |
|
739
Bloomin' Brands
BLMN
$764M
| – | – |
-66,500
| Closed | -$1.61M |
|
740
Bruker
BRKR
$7.66B
| – | – |
-24,600
| Closed | -$736K |
|
741
B2Gold
BTG
$5.18B
| – | – |
-216,900
| Closed | -$592K |
|
742
Compañía de Minas Buenaventura
BVN
$8.19B
| – | – |
-51,800
| Closed | -$788K |
|
743
Casey's General Stores
CASY
$31.5B
| – | – |
-6,200
| Closed | -$680K |
|
744
Caterpillar
CAT
$404B
| – | – |
-208,500
| Closed | -$30.7M |
|
745
Century Aluminum
CENX
$4.66B
| – | – |
-241,100
| Closed | -$3.99M |
|
746
Chegg
CHGG
$115M
| – | – |
-99,600
| Closed | -$2.06M |
|
747
Check Point Software Technologies
CHKP
$12.7B
| – | – |
-9,200
| Closed | -$913K |
|
748
Cigna
CI
$72.4B
| – | – |
-26,000
| Closed | -$4.36M |
|
749
Comcast
CMCSA
$88.5B
| – | – |
-265,900
| Closed | -$9.09M |
|
750
Chipotle Mexican Grill
CMG
$42.8B
| – | – |
-510,000
| Closed | -$3.29M |
|
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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.