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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 | |
|---|---|---|---|---|---|---|
901
Republic Services
RSG
$64.5B
| – | – |
-81,200
| Closed | -$5.38M |
|
902
RTX Corp
RTX
$292B
| – | – |
-599,371
| Closed | -$47.5M |
|
903
Rayonier Advanced Materials
RYAM
$608M
| – | – |
-121,700
| Closed | -$2.61M |
|
904
Rayonier
RYN
$6.48B
| – | – |
-73,298
| Closed | -$2.34M |
|
905
Boston Beer
SAM
$1.94B
| – | – |
-5,800
| Closed | -$1.1M |
|
906
Sinclair Inc
SBGI
$1B
| – | – |
-8,300
| Closed | -$259K |
|
907
Starbucks
SBUX
$118B
| – | – |
-289,500
| Closed | -$16.8M |
|
908
Southern Copper
SCCO
$155B
| – | – |
-113,588
| Closed | -$5.71M |
|
909
Service Corp International
SCI
$11.7B
| – | – |
-42,400
| Closed | -$1.6M |
|
910
SolarEdge
SEDG
$2.74B
| – | – |
-79,100
| Closed | -$4.16M |
|
911
Shake Shack
SHAK
$2.61B
| – | – |
-124,200
| Closed | -$5.17M |
|
|
SKX
912
DELISTED
Skechers
SKX
| – | – |
-145,300
| Closed | -$5.65M |
|
913
Snap-on
SNA
$21.2B
| – | – |
-53,200
| Closed | -$7.85M |
|
|
SOHU
914
Sohu.com
SOHU
$364M
| – | – |
-25,700
| Closed | -$794K |
|
915
Sarepta Therapeutics
SRPT
$1.68B
| – | – |
-144,500
| Closed | -$10.7M |
|
916
Sensata Technologies
ST
$6.81B
| – | – |
-5,400
| Closed | -$279K |
|
917
Seagate
STX
$189B
| – | – |
-40,700
| Closed | -$2.38M |
|
918
Stanley Black & Decker
SWK
$14.8B
| – | – |
-25,400
| Closed | -$3.89M |
|
919
Skyworks Solutions
SWKS
$9.22B
| – | – |
-70,500
| Closed | -$7.07M |
|
920
Synchrony
SYF
$25.3B
| – | – |
-313,200
| Closed | -$10.5M |
|
921
Stryker
SYK
$131B
| – | – |
-15,300
| Closed | -$2.46M |
|
922
TAL Education Group
TAL
$6.7B
| – | – |
-94,600
| Closed | -$3.51M |
|
923
Teck Resources
TECK
$29.5B
| – | – |
-622,100
| Closed | -$16M |
|
924
Teradyne
TER
$57.2B
| – | – |
-45,300
| Closed | -$2.07M |
|
925
Teva Pharmaceuticals
TEVA
$40.2B
| – | – |
-810,700
| Closed | -$13.9M |
|
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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.