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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 | |
|---|---|---|---|---|---|---|
|
1
iShares Russell 2000 ETF
IWM
$81.5B
| $340M | 7.03% |
+2,078,800
| New | +$333M |
|
|
2
State Street Energy Select Sector SPDR ETF
XLE
$38.5B
| $222M | 4.59% |
5,846,200
+5,815,400
| +18,881% | +$216M |
|
|
3
State Street Utilities Select Sector SPDR ETF
XLU
$22.9B
| $181M | 3.74% |
+6,964,800
| New | +$175M |
|
4
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
$22.9B
| $116M | 2.39% |
2,118,600
-413,400
| -16% | -$21.8M |
|
5
Amazon
AMZN
$3.06T
| $112M | 2.31% |
1,318,000
-440,000
| -25% | -$34.9M |
|
|
6
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$16.6B
| $103M | 2.14% |
+1,215,900
| New | +$104M |
|
|
7
State Street SPDR S&P Oil & Gas Exploration & Production ETF
XOP
$3.68B
| $99.3M | 2.05% |
576,300
+572,300
| +14,308% | +$92.2M |
|
8
Meta Platforms (Facebook)
META
$1.5T
| $83.5M | 1.72% |
+429,600
| New | +$77.6M |
|
9
State Street SPDR Bloomberg High Yield Bond ETF
JNK
$6.9B
| $68.5M | 1.42% |
+643,500
| New | +$69.1M |
|
10
Invesco QQQ Trust
QQQ
$469B
| $68.2M | 1.41% |
+397,500
| New | +$66.7M |
|
11
iShares MSCI Brazil ETF
EWZ
$9.22B
| $64M | 1.32% |
1,996,900
+38,600
| +2% | +$1.49M |
|
12
iShares Core S&P Small-Cap ETF
IJR
$111B
| $55.1M | 1.14% |
659,900
+535,700
| +431% | +$43.7M |
|
|
13
Netflix
NFLX
$305B
| $50.8M | 1.05% |
1,299,000
-4,380,000
| -77% | -$149M |
|
14
State Street SPDR S&P MIDCAP 400 ETF Trust
MDY
$26.7B
| $47.6M | 0.98% |
134,000
+41,800
| +45% | +$14.7M |
|
15
Home Depot
HD
$339B
| $44.4M | 0.92% |
227,400
-118,400
| -34% | -$22.1M |
|
16
State Street SPDR S&P Biotech ETF
XBI
$9.62B
| $42.8M | 0.88% |
+449,200
| New | +$41.3M |
|
17
iShares Core S&P Mid-Cap ETF
IJH
$124B
| $42.4M | 0.88% |
1,087,500
+385,500
| +55% | +$14.9M |
|
18
Walmart Inc
WMT
$881B
| $41.9M | 0.87% |
1,467,000
-743,400
| -34% | -$21.1M |
|
19
Advanced Micro Devices
AMD
$790B
| $41.6M | 0.86% |
+2,776,100
| New | +$35.3M |
|
20
Tesla
TSLA
$1.27T
| $41.1M | 0.85% |
+1,795,500
| New | +$36.5M |
|
21
iShares Russell 2000 Value ETF
IWN
$14.5B
| $39.3M | 0.81% |
+297,700
| New | +$38.4M |
|
22
Verizon
VZ
$198B
| $37.4M | 0.77% |
743,800
+81,300
| +12% | +$3.94M |
|
|
TWTR
23
DELISTED
Twitter, Inc.
TWTR
| $35.8M | 0.74% |
+820,500
| New | +$28.8M |
|
24
Apple
AAPL
$4.46T
| $34.2M | 0.71% |
+739,200
| New | +$33.5M |
|
25
State Street Health Care Select Sector SPDR ETF
XLV
$41.8B
| $32.9M | 0.68% |
+394,200
| New | +$32.7M |
|
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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.