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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
Cap. Flow
-$1.16B
Cap. Flow %
-23.96%
Top 10 Hldgs %
28.8%
Holding
1,028
New
313
Increased
147
Reduced
241
Closed
326

Top Buys

Rank Stock Value
1
IWM icon
iShares Russell 2000 ETF
IWM
+$333M
2
XLE icon
State Street Energy Select Sector SPDR ETF
XLE
+$216M
3
XLU icon
State Street Utilities Select Sector SPDR ETF
XLU
+$175M
4
HYG icon
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
+$104M
5
XOP icon
State Street SPDR S&P Oil & Gas Exploration & Production ETF
XOP
+$92.2M

Top Sells

Rank Stock Value
1
XLI icon
State Street Industrial Select Sector SPDR ETF
XLI
+$210M
2
NFLX icon
Netflix
NFLX
+$149M
3
MU icon
Micron Technology
MU
+$144M
4
DIA icon
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
+$105M
5
EFA icon
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
WFC icon
251
Wells Fargo
WFC
$266B
$3.63M 0.07%
65,400
-913,500
-93% -$48.9M
CP icon
252
Canadian Pacific Kansas City
CP
$79.7B
$3.59M 0.07%
98,000
-50,000
-34% -$1.84M
GPC icon
253
Genuine Parts
GPC
$17.7B
$3.57M 0.07%
38,900
-69,500
-64% -$6.34M
MPWR icon
254
Monolithic Power Systems
MPWR
$66B
$3.57M 0.07%
26,700
+9,400
+54% +$1.2M
UL icon
255
Unilever
UL
$137B
$3.56M 0.07%
57,333
+6,755
+13% +$420K
PLD icon
256
Prologis
PLD
$135B
$3.56M 0.07%
+54,200
New +$3.49M
SRC
257
DELISTED
SPIRIT REALTY CAPITAL, INC.
SRC
$3.55M 0.07%
+88,520
New +$3.36M
TXRH icon
258
Texas Roadhouse
TXRH
$13.8B
$3.53M 0.07%
53,900
-7,500
-12% -$471K
TOL icon
259
Toll Brothers
TOL
$14.1B
$3.51M 0.07%
94,900
+65,500
+223% +$2.68M
NVO
260
Novo Nordisk
NVO
$208B
$3.47M 0.07%
150,600
+130,600
+653% +$3.1M
CBRE icon
261
CBRE Group
CBRE
$43B
$3.47M 0.07%
72,700
-28,500
-28% -$1.35M
POOL icon
262
Pool Corp
POOL
$7.11B
$3.47M 0.07%
22,900
+16,000
+232% +$2.35M
CLF icon
263
Cleveland-Cliffs
CLF
$6.4B
$3.46M 0.07%
410,200
-204,600
-33% -$1.63M
HHH icon
264
Howard Hughes
HHH
$3.89B
$3.44M 0.07%
27,274
+4,930
+22% +$628K
NUE icon
265
Nucor
NUE
$59.5B
$3.44M 0.07%
55,100
-238,100
-81% -$15.2M
NUS icon
266
Nu Skin
NUS
$251M
$3.44M 0.07%
44,000
+9,000
+26% +$697K
NAVI icon
267
Navient
NAVI
$830M
$3.42M 0.07%
262,400
+166,900
+175% +$2.27M
GDXJ icon
268
VanEck Junior Gold Miners ETF
GDXJ
$7.09B
$3.4M 0.07%
+104,100
New +$3.43M
SLB icon
269
SLB Ltd
SLB
$73.2B
$3.36M 0.07%
50,200
+19,600
+64% +$1.35M
HXL icon
270
Hexcel
HXL
$7.73B
$3.35M 0.07%
50,400
-8,500
-14% -$580K
KEM
271
DELISTED
KEMET Corporation
KEM
$3.31M 0.07%
+136,900
New +$2.78M
VEEV icon
272
Veeva Systems
VEEV
$33.5B
$3.3M 0.07%
42,900
-170,800
-80% -$13M
JKHY icon
273
Jack Henry & Associates
JKHY
$11.1B
$3.29M 0.07%
25,200
+6,000
+31% +$744K
TD icon
274
Toronto Dominion Bank
TD
$200B
$3.27M 0.07%
56,500
+40,300
+249% +$2.31M
LIVN icon
275
LivaNova
LIVN
$4.53B
$3.26M 0.07%
+32,700
New +$2.97M
9 10
11
12 13

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UWPG
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FWM
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RCIM
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GHC
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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.