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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
MNDT
376
DELISTED
Mandiant, Inc. Common Stock
MNDT
$1.85M 0.04%
120,400
-442,100
-79% -$7.68M
ULTI
377
DELISTED
Ultimate Software Group Inc
ULTI
$1.85M 0.04%
7,200
-30,800
-81% -$7.91M
LHO
378
DELISTED
LaSalle Hotel Properties
LHO
$1.84M 0.04%
+53,700
New +$1.73M
DAR icon
379
Darling Ingredients
DAR
$9.56B
$1.81M 0.04%
91,300
+48,500
+113% +$879K
VALE icon
380
Vale
VALE
$63.1B
$1.81M 0.04%
141,400
-616,000
-81% -$8.41M
IMPV
381
DELISTED
Imperva, Inc.
IMPV
$1.81M 0.04%
37,500
+23,800
+174% +$1.14M
CVI icon
382
CVR Energy
CVI
$3.35B
$1.81M 0.04%
48,900
-9,100
-16% -$343K
BAX icon
383
Baxter International
BAX
$14.7B
$1.79M 0.04%
+24,200
New +$1.71M
CIB icon
384
Grupo Cibest SA
CIB
$21.4B
$1.79M 0.04%
37,400
+30,100
+412% +$1.42M
CAG icon
385
Conagra Brands
CAG
$7.18B
$1.78M 0.04%
+49,800
New +$1.85M
GES
386
DELISTED
Guess Inc
GES
$1.78M 0.04%
83,100
+14,000
+20% +$322K
BBBY
387
Bed Bath & Beyond
BBBY
$530M
$1.77M 0.04%
70,011
-87,446
-56% -$2.38M
LECO icon
388
Lincoln Electric
LECO
$15.1B
$1.76M 0.04%
20,100
-20,200
-50% -$1.8M
VOD icon
389
Vodafone
VOD
$36.3B
$1.76M 0.04%
72,500
-150,000
-67% -$4.09M
WEN icon
390
Wendy's
WEN
$1.46B
$1.75M 0.04%
101,600
-5,700
-5% -$97K
CTAS icon
391
Cintas
CTAS
$81.5B
$1.74M 0.04%
+37,600
New +$1.69M
EWBC icon
392
East-West Bancorp
EWBC
$18.3B
$1.73M 0.04%
+26,500
New +$1.79M
ZWS icon
393
Zurn Elkay Water Solutions
ZWS
$8.82B
$1.72M 0.04%
123,107
-174,591
-59% -$2.47M
WPG
394
DELISTED
Washington Prime Group Inc.
WPG
$1.72M 0.04%
+23,611
New +$1.52M
STLD icon
395
Steel Dynamics
STLD
$38B
$1.71M 0.04%
37,300
-196,700
-84% -$9.31M
VC icon
396
Visteon
VC
$2.81B
$1.71M 0.04%
+13,200
New +$1.65M
AUY
397
DELISTED
Yamana Gold, Inc.
AUY
$1.69M 0.03%
582,300
-1,432,800
-71% -$4.17M
UPS icon
398
United Parcel Service
UPS
$92.7B
$1.68M 0.03%
15,800
-75,300
-83% -$8.46M
WDC icon
399
Western Digital
WDC
$189B
$1.66M 0.03%
28,445
-413,834
-94% -$26.3M
TGT icon
400
Target
TGT
$67.3B
$1.66M 0.03%
21,800
-378,700
-95% -$27.9M
14 15
16
17 18

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UWPG
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FWM
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RCIM
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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.