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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
STRA icon
651
Strategic Education
STRA
$1.89B
$327K 0.01%
+2,900
New +$310K
CRC
652
DELISTED
California Resources Corporation
CRC
$327K 0.01%
7,200
-175,500
-96% -$5.55M
SNP
653
DELISTED
CHINA PETROLEUM & CHEMICAL CORPORATION ADS (REP 100 ORDINARY H SHARES)
SNP
$323K 0.01%
3,600
-11,400
-76% -$1.09M
MSM icon
654
MSC Industrial Direct
MSM
$7.08B
$322K 0.01%
+3,800
New +$344K
MINI
655
DELISTED
Mobile Mini Inc
MINI
$318K 0.01%
6,800
-21,700
-76% -$980K
LAMR icon
656
Lamar Advertising Co
LAMR
$16.1B
$314K 0.01%
+4,600
New +$308K
NVAX icon
657
Novavax
NVAX
$1.26B
$308K 0.01%
11,515
-9,260
-45% -$313K
BCS icon
658
Barclays
BCS
$94.5B
$306K 0.01%
+32,007
New +$346K
DF
659
DELISTED
Dean Foods Company
DF
$306K 0.01%
+29,200
New +$276K
AAN.A
660
DELISTED
The Aaron's Company Inc Class A
AAN.A
$304K 0.01%
+7,000
New +$304K
CUZ icon
661
Cousins Properties
CUZ
$5.09B
$301K 0.01%
+7,775
New +$283K
SNV
662
DELISTED
Synovus
SNV
$301K 0.01%
+5,700
New +$303K
WYNN icon
663
Wynn Resorts
WYNN
$10.1B
$301K 0.01%
1,800
-12,900
-88% -$2.38M
TCO
664
DELISTED
Taubman Centers Inc.
TCO
$293K 0.01%
5,000
-5,400
-52% -$303K
CKH
665
DELISTED
Seacor Holdings Inc.
CKH
$292K 0.01%
+5,100
New +$278K
ELLI
666
DELISTED
Ellie Mae Inc
ELLI
$290K 0.01%
+2,800
New +$284K
SHLD
667
DELISTED
Sears Holding Corporation
SHLD
$283K 0.01%
119,600
-306,500
-72% -$897K
ONIT
668
Onity Group
ONIT
$321M
$282K 0.01%
4,760
+820
+21% +$53.8K
BNFT
669
DELISTED
Benefitfocus, Inc.
BNFT
$282K 0.01%
+8,400
New +$263K
NETI
670
DELISTED
Eneti Inc.
NETI
$276K 0.01%
4,196
-5,154
-55% -$355K
GWRE icon
671
Guidewire Software
GWRE
$13.3B
$275K 0.01%
3,100
-25,500
-89% -$2.26M
RGR icon
672
Sturm, Ruger & Co
RGR
$625M
$274K 0.01%
+4,900
New +$286K
AVTA
673
DELISTED
Avantax, Inc. Common Stock
AVTA
$270K 0.01%
+7,300
New +$235K
ACLS icon
674
Axcelis
ACLS
$4.29B
$267K 0.01%
13,500
+2,600
+24% +$57.2K
ASNA
675
DELISTED
Ascena Retail Group, Inc.
ASNA
$267K 0.01%
3,360
-4,730
-58% -$286K
25 26
27
28 29

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TFP
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UWPG
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FWM
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RCIM
Red Cedar Investment Management Grand Rapids, Michigan $965M AUM 30.25% 1-Year Est. Return
TC
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GHC
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WAM
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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.