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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 | |
|---|---|---|---|---|---|---|
26
Chevron
CVX
$385B
| $32.6M | 0.67% |
257,500
+120,400
| +88% | +$14.9M |
|
27
iShares Russell 2000 Growth ETF
IWO
$14.6B
| $32.1M | 0.66% |
157,100
+63,300
| +67% | +$12.7M |
|
28
Vanguard Morningstar Small-Cap ETF
VB
$80.7B
| $32.1M | 0.66% |
206,100
+133,800
| +185% | +$20.5M |
|
29
ExxonMobil
XOM
$643B
| $30.5M | 0.63% |
369,200
-289,400
| -44% | -$23.1M |
|
30
iShares Russell 1000 Growth ETF
IWF
$124B
| $28.6M | 0.59% |
+795,200
| New | +$28.1M |
|
31
Lowe's Companies
LOW
$119B
| $28M | 0.58% |
293,000
-111,300
| -28% | -$10.1M |
|
32
General Motors
GM
$79.3B
| $27.4M | 0.57% |
696,100
-70,300
| -9% | -$2.77M |
|
33
Vanguard Morningstar Total Stock Market ETF
VTI
$670B
| $26M | 0.54% |
185,300
+122,300
| +194% | +$17.1M |
|
34
Baidu
BIDU
$38.3B
| $22.3M | 0.46% |
91,800
+70,400
| +329% | +$17.5M |
|
35
Visa
V
$683B
| $21.9M | 0.45% |
165,300
+64,400
| +64% | +$8.29M |
|
36
Amgen
AMGN
$204B
| $21.3M | 0.44% |
115,600
+16,100
| +16% | +$2.85M |
|
37
Electronic Arts
EA
$53B
| $21.2M | 0.44% |
150,000
+73,100
| +95% | +$9.49M |
|
38
AbbVie
ABBV
$433B
| $21.1M | 0.44% |
+227,400
| New | +$22.2M |
|
39
Vanguard Morningstar Growth ETF
VUG
$225B
| $21M | 0.43% |
+841,200
| New | +$20.6M |
|
40
Occidental Petroleum
OXY
$55.2B
| $20.6M | 0.43% |
246,000
-82,600
| -25% | -$6.6M |
|
|
AET
41
DELISTED
Aetna Inc
AET
| $20.6M | 0.42% |
112,000
+39,000
| +53% | +$6.95M |
|
42
Elevance Health
ELV
$83B
| $20.4M | 0.42% |
85,800
-25,800
| -23% | -$5.97M |
|
43
3M
MMM
$91.4B
| $19.8M | 0.41% |
+120,198
| New | +$20.5M |
|
44
Alphabet (Google) Class A
GOOGL
$4.57T
| $19.6M | 0.41% |
+348,000
| New | +$18.9M |
|
45
Nike
NKE
$63.3B
| $19.4M | 0.4% |
243,300
-171,900
| -41% | -$12.1M |
|
46
iShares Russell 1000 ETF
IWB
$49B
| $19.3M | 0.4% |
+127,100
| New | +$19.1M |
|
|
TIF
47
DELISTED
Tiffany & Co.
TIF
| $19.1M | 0.4% |
145,400
+80,600
| +124% | +$9.2M |
|
48
UnitedHealth
UNH
$377B
| $18.7M | 0.39% |
+76,100
| New | +$18.3M |
|
49
State Street SPDR S&P Retail ETF
XRT
$329M
| $18.5M | 0.38% |
380,600
+2,900
| +0.8% | +$135K |
|
50
iShares US Real Estate ETF
IYR
$4.67B
| $18.1M | 0.37% |
+225,100
| New | +$17.3M |
|
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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.