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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
WTI icon
951
W&T Offshore
WTI
$534M
– –
-210,200
Closed -$931K
X
952
DELISTED
US Steel
X
– –
-596,200
Closed -$21M
XHB icon
953
State Street SPDR S&P Homebuilders ETF
XHB
$1.49B
– –
-671,800
Closed -$27.4M
XLB icon
954
State Street Materials Select Sector SPDR ETF
XLB
$8.36B
– –
-1,489,200
Closed -$42.4M
XLI icon
955
State Street Industrial Select Sector SPDR ETF
XLI
$33.3B
– –
-2,820,800
Closed -$210M
YELP icon
956
Yelp
YELP
$1.45B
– –
-108,200
Closed -$4.52M
YPF icon
957
YPF
YPF
$206B
– –
-117,500
Closed -$2.54M
ZBH icon
958
Zimmer Biomet
ZBH
$18.2B
– –
-59,534
Closed -$6.3M
ZBRA icon
959
Zebra Technologies
ZBRA
$14B
– –
-31,300
Closed -$4.36M
BECN
960
DELISTED
Beacon Roofing Supply, Inc.
BECN
– –
-56,800
Closed -$3.01M
SUM
961
DELISTED
Summit Materials, Inc. Class A Common Stock
SUM
– –
-71,190
Closed -$2.12M
TWOU
962
DELISTED
2U Inc
TWOU
– –
-533
Closed -$1.34M
WRK
963
DELISTED
WestRock Company
WRK
– –
-47,500
Closed -$3.05M
ERF
964
DELISTED
Enerplus Corporation
ERF
– –
-13,500
Closed -$152K
CAMP
965
DELISTED
CalAmp Corp.
CAMP
– –
-1,391
Closed -$732K
SPLK
966
DELISTED
Splunk Inc
SPLK
– –
-86,700
Closed -$8.53M
EXPR
967
DELISTED
Express, Inc.
EXPR
– –
-5,625
Closed -$805K
MDRX
968
DELISTED
Veradigm Inc. Common Stock
MDRX
– –
-13,400
Closed -$165K
CS
969
DELISTED
Credit Suisse Group
CS
– –
-315,800
Closed -$5.3M
ABB
970
DELISTED
ABB Ltd
ABB
– –
-300,500
Closed -$7.13M
BSMX
971
DELISTED
Banco Santander México, S, A., Institución de Banca Múltiple, Grupo Financiero Santander México
BSMX
– –
-79,000
Closed -$566K
BBBY
972
DELISTED
Bed Bath & Beyond Inc
BBBY
– –
-117,100
Closed -$2.46M
ABMD
973
DELISTED
Abiomed Inc
ABMD
– –
-12,600
Closed -$3.67M
TEN
974
DELISTED
Tenneco Inc. Class A Voting Common Stock
TEN
– –
-9,500
Closed -$521K
CTXS
975
DELISTED
Citrix Systems Inc
CTXS
– –
-180,400
Closed -$16.7M
37 38
39
40 41

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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.