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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
SIX
126
DELISTED
Six Flags Entertainment Corp.
SIX
$8.28M 0.17%
118,200
+83,700
+243% +$5.47M
CDW icon
127
CDW
CDW
$18.9B
$8.2M 0.17%
101,500
+65,000
+178% +$5.03M
MOH icon
128
Molina Healthcare
MOH
$10.2B
$8.18M 0.17%
+83,500
New +$7.28M
FANG icon
129
Diamondback Energy
FANG
$55.9B
$8.13M 0.17%
61,800
+41,200
+200% +$5.11M
ADP icon
130
Automatic Data Processing
ADP
$107B
$8.07M 0.17%
+60,200
New +$7.63M
OKE icon
131
Oneok
OKE
$55.6B
$8.03M 0.17%
115,000
-33,000
-22% -$2.12M
TLT icon
132
iShares 20+ Year Treasury Bond ETF
TLT
$41.4B
$8M 0.17%
+65,700
New +$7.86M
BC icon
133
Brunswick
BC
$5.16B
$7.95M 0.16%
123,300
+48,600
+65% +$3.03M
WCG
134
DELISTED
Wellcare Health Plans, Inc.
WCG
$7.83M 0.16%
+31,800
New +$6.92M
JNJ icon
135
Johnson & Johnson
JNJ
$613B
$7.81M 0.16%
+64,400
New +$8.03M
BP icon
136
BP
BP
$114B
$7.64M 0.16%
177,856
+107,471
+153% +$4.52M
VRSN icon
137
VeriSign
VRSN
$27B
$7.61M 0.16%
55,400
-9,600
-15% -$1.23M
ULTA icon
138
Ulta Beauty
ULTA
$23B
$7.59M 0.16%
+32,500
New +$7.85M
ATVI
139
DELISTED
Activision Blizzard
ATVI
$7.53M 0.16%
+98,700
New +$6.98M
CLR
140
DELISTED
CONTINENTAL RESOURCES INC.
CLR
$7.49M 0.15%
115,700
-5,300
-4% -$343K
KMX icon
141
CarMax
KMX
$8.29B
$7.37M 0.15%
+101,200
New +$6.76M
TT icon
142
Trane Technologies
TT
$101B
$7.34M 0.15%
81,800
+15,700
+24% +$1.38M
WOLF icon
143
Wolfspeed
WOLF
$1.27B
$7.27M 0.15%
175,000
-35,300
-17% -$1.55M
ICE icon
144
Intercontinental Exchange
ICE
$85.2B
$7.26M 0.15%
+98,700
New +$7.19M
IT icon
145
Gartner
IT
$10.1B
$7.02M 0.15%
52,800
-15,600
-23% -$2M
MOMO
146
Hello Group
MOMO
$879M
$6.98M 0.14%
160,500
+117,900
+277% +$4.9M
MU icon
147
Micron Technology
MU
$937B
$6.97M 0.14%
132,900
-2,661,400
-95% -$144M
HDS
148
DELISTED
HD Supply Holdings, Inc.
HDS
$6.91M 0.14%
161,000
+132,500
+465% +$5.37M
WP
149
DELISTED
Worldpay, Inc.
WP
$6.9M 0.14%
84,400
-70,100
-45% -$5.73M
SRE icon
150
Sempra
SRE
$57.3B
$6.86M 0.14%
+118,200
New +$6.46M
4 5
6
7 8

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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.