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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
AGN
76
DELISTED
Allergan plc
AGN
$13.5M 0.28%
80,800
+37,400
+86% +$6M
HST icon
77
Host Hotels & Resorts
HST
$17.2B
$13M 0.27%
+617,400
New +$12.6M
ILMN icon
78
Illumina
ILMN
$30B
$12.9M 0.27%
47,596
-13,056
-22% -$3.32M
BSX icon
79
Boston Scientific
BSX
$72B
$12.8M 0.27%
392,400
+160,100
+69% +$4.83M
BBY icon
80
Best Buy
BBY
$18B
$12.8M 0.26%
171,800
+7,800
+5% +$577K
APTV icon
81
Aptiv
APTV
$12.1B
$12.5M 0.26%
136,200
+105,600
+345% +$9.85M
COP icon
82
ConocoPhillips
COP
$145B
$12.1M 0.25%
174,200
+51,600
+42% +$3.44M
F icon
83
Ford
F
$57.5B
$12.1M 0.25%
1,092,300
+1,015,900
+1,330% +$11.6M
HAL icon
84
Halliburton
HAL
$26.6B
$12M 0.25%
267,100
-97,000
-27% -$4.83M
GAP
85
The Gap Inc
GAP
$7.38B
$12M 0.25%
370,200
+361,400
+4,107% +$11.1M
GE icon
86
GE Aerospace
GE
$383B
$11.9M 0.25%
182,788
-528,854
-74% -$35.3M
RH icon
87
RH
RH
$3.29B
$11.7M 0.24%
+83,600
New +$9.06M
BHC icon
88
Bausch Health
BHC
$2.62B
$11.6M 0.24%
500,500
+347,300
+227% +$7.18M
CPAY icon
89
Corpay
CPAY
$25.2B
$11.6M 0.24%
55,200
+11,800
+27% +$2.42M
DVN icon
90
Devon Energy
DVN
$51.4B
$11.6M 0.24%
+264,000
New +$10.2M
FIS icon
91
Fidelity National Information Services
FIS
$23.1B
$11.4M 0.24%
107,800
+99,200
+1,153% +$10.1M
DLTR icon
92
Dollar Tree
DLTR
$24.9B
$11M 0.23%
129,300
-101,000
-44% -$9.31M
INFY icon
93
Infosys
INFY
$49.6B
$10.9M 0.23%
1,123,200
-85,800
-7% -$767K
MDT icon
94
Medtronic
MDT
$111B
$10.8M 0.22%
+126,400
New +$10.6M
VFC icon
95
VF Corp
VFC
$5.87B
$10.8M 0.22%
+140,609
New +$10.6M
ISRG icon
96
Intuitive Surgical
ISRG
$135B
$10.8M 0.22%
+67,500
New +$10.3M
PAYX icon
97
Paychex
PAYX
$41.9B
$10.8M 0.22%
157,500
+77,200
+96% +$4.98M
RSX
98
DELISTED
VanEck Russia ETF
RSX
$10.7M 0.22%
505,600
-13,500
-3% -$285K
MTN icon
99
Vail Resorts
MTN
$5.32B
$10.5M 0.22%
+38,300
New +$9.38M
BDX icon
100
Becton Dickinson
BDX
$46.9B
$10.3M 0.21%
+44,280
New +$9.86M
2 3
4
5 6

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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.