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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
JWN
176
DELISTED
Nordstrom
JWN
$5.64M 0.12%
109,000
-94,600
-46% -$4.69M
DNKN
177
DELISTED
Dunkin' Brands Group, Inc.
DNKN
$5.63M 0.12%
81,500
-30,400
-27% -$1.96M
FL
178
DELISTED
Foot Locker
FL
$5.62M 0.12%
106,800
+43,600
+69% +$2.11M
VIPS icon
179
Vipshop
VIPS
$7.47B
$5.59M 0.12%
515,500
+82,700
+19% +$1.13M
LULU icon
180
lululemon athletica
LULU
$14B
$5.55M 0.11%
44,500
-62,400
-58% -$6.65M
DATA
181
DELISTED
Tableau Software, Inc.
DATA
$5.52M 0.11%
56,500
-17,400
-24% -$1.6M
NOV icon
182
NOV
NOV
$6.94B
$5.51M 0.11%
126,900
+75,000
+145% +$3.04M
TSRO
183
DELISTED
TESARO, Inc.
TSRO
$5.5M 0.11%
123,800
+92,300
+293% +$4.48M
TCOM icon
184
Trip.com Group
TCOM
$29.8B
$5.5M 0.11%
+115,400
New +$5.21M
FDN icon
185
First Trust Dow Jones Internet Index Fund ETF
FDN
$5.33B
$5.39M 0.11%
+39,200
New +$5.13M
OC icon
186
Owens Corning
OC
$11.5B
$5.39M 0.11%
85,100
+62,200
+272% +$4.3M
NBL
187
DELISTED
Noble Energy, Inc.
NBL
$5.37M 0.11%
+152,300
New +$5.18M
CHRW icon
188
C.H. Robinson
CHRW
$17.2B
$5.35M 0.11%
+64,000
New +$5.71M
JBHT icon
189
JB Hunt Transport Services
JBHT
$25.1B
$5.3M 0.11%
43,600
+39,200
+891% +$4.79M
APA icon
190
APA Corp
APA
$13B
$5.29M 0.11%
+113,200
New +$4.69M
FIVE icon
191
Five Below
FIVE
$12B
$5.28M 0.11%
+54,000
New +$4.34M
NTAP icon
192
NetApp
NTAP
$35.9B
$5.25M 0.11%
66,900
+35,600
+114% +$2.5M
ADM icon
193
Archer Daniels Midland
ADM
$37.6B
$5.22M 0.11%
114,000
-8,100
-7% -$364K
SPG icon
194
Simon Property Group
SPG
$74.3B
$5.22M 0.11%
+30,700
New +$4.88M
SPGI icon
195
S&P Global
SPGI
$123B
$5.16M 0.11%
+25,300
New +$5M
HDB icon
196
HDFC Bank
HDB
$124B
$5.16M 0.11%
196,400
+95,200
+94% +$2.38M
WU icon
197
Western Union
WU
$2.04B
$5.1M 0.11%
250,800
-23,600
-9% -$470K
TXT icon
198
Textron
TXT
$14.9B
$5.06M 0.1%
76,800
-21,400
-22% -$1.38M
DGX icon
199
Quest Diagnostics
DGX
$25.6B
$5.04M 0.1%
+45,800
New +$4.77M
DISCK
200
DELISTED
Discovery, Inc. Series C Common Stock
DISCK
$5.01M 0.1%
+196,600
New +$4.38M
6 7
8
9 10

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FWM
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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.