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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
ADI icon
51
Analog Devices
ADI
$176B
$18M 0.37%
188,100
+116,200
+162% +$11M
VLO icon
52
Valero Energy
VLO
$88.5B
$18M 0.37%
+162,400
New +$18.2M
PSX icon
53
Phillips 66
PSX
$82.7B
$17M 0.35%
+151,600
New +$17M
ALGN icon
54
Align Technology
ALGN
$12.4B
$16.5M 0.34%
+48,100
New +$14.3M
STZ icon
55
Constellation Brands
STZ
$22.4B
$16.4M 0.34%
74,900
+30,700
+69% +$6.93M
PFE icon
56
Pfizer
PFE
$143B
$16.3M 0.34%
473,562
+148,930
+46% +$5.09M
NEE icon
57
NextEra Energy
NEE
$181B
$16.2M 0.34%
388,800
-119,600
-24% -$4.83M
LMT icon
58
Lockheed Martin
LMT
$135B
$16.2M 0.34%
54,900
+33,700
+159% +$10.9M
ROST icon
59
Ross Stores
ROST
$81.1B
$16.2M 0.33%
191,200
-4,800
-2% -$391K
MCHP icon
60
Microchip Technology
MCHP
$40.8B
$16M 0.33%
351,000
+77,400
+28% +$3.59M
DIS icon
61
Walt Disney
DIS
$170B
$15.8M 0.33%
+150,900
New +$15.4M
EOG icon
62
EOG Resources
EOG
$77.6B
$15.5M 0.32%
124,500
+49,500
+66% +$5.75M
FE icon
63
FirstEnergy
FE
$28B
$15.2M 0.31%
424,300
+191,400
+82% +$6.56M
ACN icon
64
Accenture
ACN
$101B
$15.1M 0.31%
+92,500
New +$14.4M
LLY icon
65
Eli Lilly
LLY
$1,000B
$15M 0.31%
+176,300
New +$14.5M
EXC icon
66
Exelon
EXC
$47B
$14.8M 0.31%
+486,915
New +$13.9M
COST icon
67
Costco
COST
$423B
$14.6M 0.3%
70,100
-63,000
-47% -$12.4M
HPQ icon
68
HP
HPQ
$24.8B
$14.6M 0.3%
643,100
+139,500
+28% +$3.11M
TXN icon
69
Texas Instruments
TXN
$246B
$14.4M 0.3%
130,700
+67,000
+105% +$7.25M
CBOE icon
70
Cboe Global Markets
CBOE
$31.2B
$14.3M 0.3%
+137,400
New +$14.5M
PXD
71
DELISTED
Pioneer Natural Resource Co.
PXD
$14.3M 0.29%
75,400
+29,500
+64% +$5.65M
OIH icon
72
VanEck Oil Services ETF
OIH
$1.89B
$14M 0.29%
+26,675
New +$14.3M
AVGO icon
73
Broadcom
AVGO
$1.87T
$13.9M 0.29%
+574,000
New +$14.1M
ERX icon
74
Direxion Daily Energy Bull 2X ETF
ERX
$227M
$13.9M 0.29%
36,430
+24,530
+206% +$8.88M
GOOG icon
75
Alphabet (Google) Class C
GOOG
$4.56T
$13.5M 0.28%
+242,000
New +$13.1M
1 2
3
4 5

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TFP
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UWPG
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FWM
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RCIM
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TC
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NA
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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.