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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 | |
|---|---|---|---|---|---|---|
151
Ecolab
ECL
$78.6B
| $6.82M | 0.14% |
48,600
+35,500
| +271% | +$5.12M |
|
152
Martin Marietta Materials
MLM
$32.6B
| $6.81M | 0.14% |
30,500
+21,500
| +239% | +$4.59M |
|
153
Ashland
ASH
$3.29B
| $6.71M | 0.14% |
85,800
+62,800
| +273% | +$4.68M |
|
154
British American Tobacco
BTI
$128B
| $6.56M | 0.14% |
+130,000
| New | +$6.85M |
|
155
Qualcomm
QCOM
$159B
| $6.5M | 0.13% |
+115,900
| New | +$6.47M |
|
|
COHR
156
DELISTED
Coherent Inc
COHR
| $6.49M | 0.13% |
+41,500
| New | +$7.03M |
|
157
Ovintiv
OVV
$17.1B
| $6.4M | 0.13% |
+98,080
| New | +$6.15M |
|
158
Expeditors International
EXPD
$22.3B
| $6.36M | 0.13% |
87,000
+46,300
| +114% | +$3.24M |
|
|
DISH
159
DELISTED
DISH Network Corp.
DISH
| $6.35M | 0.13% |
189,000
+73,500
| +64% | +$2.51M |
|
|
PE
160
DELISTED
PARSLEY ENERGY INC
PE
| $6.31M | 0.13% |
+208,400
| New | +$6.14M |
|
161
Huazhu Hotels Group
HTHT
$13.1B
| $6.28M | 0.13% |
+149,600
| New | +$5.97M |
|
162
Box
BOX
$4.39B
| $6.26M | 0.13% |
+250,600
| New | +$6.21M |
|
|
ESRX
163
DELISTED
Express Scripts Holding Company
ESRX
| $6.23M | 0.13% |
80,700
-144,400
| -64% | -$10.8M |
|
164
Designer Brands
DBI
$331M
| $6.2M | 0.13% |
+240,200
| New | +$5.74M |
|
165
Diageo
DEO
$49.2B
| $6.18M | 0.13% |
42,900
+36,400
| +560% | +$5.21M |
|
166
Dentsply Sirona
XRAY
$2.83B
| $6.17M | 0.13% |
+141,100
| New | +$6.63M |
|
167
Commault Systems
CVLT
$5.18B
| $6.14M | 0.13% |
+93,300
| New | +$6.42M |
|
168
SBA Communications
SBAC
$19B
| $6.08M | 0.13% |
36,800
-50,100
| -58% | -$8.08M |
|
169
General Dynamics
GD
$103B
| $5.95M | 0.12% |
31,900
-71,600
| -69% | -$14.7M |
|
170
Qorvo
QRVO
$7.89B
| $5.9M | 0.12% |
73,600
+4,200
| +6% | +$325K |
|
|
USG
171
DELISTED
Usg
USG
| $5.82M | 0.12% |
135,000
+28,800
| +27% | +$1.2M |
|
172
Supernus Pharmaceuticals
SUPN
$2.67B
| $5.81M | 0.12% |
97,100
+48,900
| +101% | +$2.53M |
|
173
Cheniere Energy
LNG
$54.1B
| $5.79M | 0.12% |
88,800
-85,200
| -49% | -$5.24M |
|
174
Banco Bradesco
BBD
$39.4B
| $5.77M | 0.12% |
1,343,724
-770,554
| -36% | -$4.18M |
|
|
GWPH
175
DELISTED
GW Pharmaceuticals Plc American Depositary Shares
GWPH
| $5.76M | 0.12% |
+41,300
| New | +$5.87M |
|
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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.