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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 | |
|---|---|---|---|---|---|---|
101
Nektar Therapeutics
NKTR
$2.38B
| $10.3M | 0.21% |
+14,080
| New | +$16.2M |
|
102
Burlington
BURL
$23.2B
| $10.1M | 0.21% |
67,200
-28,200
| -30% | -$4.01M |
|
103
Warner Bros
WBD
$65.4B
| $10.1M | 0.21% |
365,900
+267,300
| +271% | +$6.37M |
|
104
Public Service Enterprise Group
PEG
$38.2B
| $10M | 0.21% |
184,800
+72,400
| +64% | +$3.72M |
|
105
Edwards Lifesciences
EW
$51.1B
| $9.96M | 0.21% |
205,200
+48,900
| +31% | +$2.28M |
|
106
Itaú Unibanco
ITUB
$93.6B
| $9.89M | 0.2% |
1,963,573
-623,189
| -24% | -$3.87M |
|
|
FISV
107
Fiserv Inc
FISV
$29B
| $9.81M | 0.2% |
132,400
-14,000
| -10% | -$1.02M |
|
108
Deckers Outdoor
DECK
$13.6B
| $9.75M | 0.2% |
518,400
-280,800
| -35% | -$4.86M |
|
109
State Street SPDR S&P Metals & Mining ETF
XME
$3.94B
| $9.74M | 0.2% |
274,700
-574,100
| -68% | -$20.9M |
|
|
MRO
110
DELISTED
Marathon Oil Corporation
MRO
| $9.54M | 0.2% |
+457,400
| New | +$9.02M |
|
|
PARA
111
DELISTED
Paramount Global Class B
PARA
| $9.34M | 0.19% |
+166,200
| New | +$8.68M |
|
112
CSX Corp
CSX
$92.3B
| $9.04M | 0.19% |
+425,400
| New | +$8.76M |
|
|
AABA
113
DELISTED
Altaba Inc
AABA
| $9.03M | 0.19% |
+123,300
| New | +$9.23M |
|
114
American Tower
AMT
$80.6B
| $9.01M | 0.19% |
62,500
-11,600
| -16% | -$1.61M |
|
115
Newell Brands
NWL
$2.7B
| $8.97M | 0.19% |
347,700
-215,500
| -38% | -$5.61M |
|
116
Williams-Sonoma
WSM
$28.2B
| $8.85M | 0.18% |
+288,400
| New | +$7.72M |
|
117
iShares Biotechnology ETF
IBB
$9.18B
| $8.81M | 0.18% |
+80,200
| New | +$8.58M |
|
118
Suncor Energy
SU
$77.9B
| $8.64M | 0.18% |
+212,300
| New | +$8.27M |
|
|
SCG
119
DELISTED
Scana
SCG
| $8.64M | 0.18% |
224,200
-138,300
| -38% | -$5.03M |
|
120
Humana
HUM
$45B
| $8.54M | 0.18% |
28,700
+14,900
| +108% | +$4.36M |
|
121
Baker Hughes
BKR
$60.4B
| $8.52M | 0.18% |
+258,000
| New | +$8.76M |
|
122
Merck
MRK
$316B
| $8.41M | 0.17% |
+145,253
| New | +$8.19M |
|
|
HES
123
DELISTED
Hess
HES
| $8.39M | 0.17% |
+125,400
| New | +$7.49M |
|
124
Transocean
RIG
$5.7B
| $8.29M | 0.17% |
+617,000
| New | +$7.59M |
|
125
Ralph Lauren
RL
$22.6B
| $8.28M | 0.17% |
+65,900
| New | +$8M |
|
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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.