We are live on ! Find out more
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
DG icon
226
Dollar General
DG
$28.2B
$4.16M 0.09%
42,200
-1,100
-3% -$106K
UN
227
DELISTED
Unilever NV New York Registry Shares
UN
$4.15M 0.09%
74,500
-7,000
-9% -$392K
PII icon
228
Polaris
PII
$4.02B
$4.07M 0.08%
+33,300
New +$3.9M
WIX icon
229
WIX.com
WIX
$2.38B
$4.05M 0.08%
40,400
-40,700
-50% -$3.63M
CHRD icon
230
Chord Energy
CHRD
$7.84B
$4.02M 0.08%
+310,200
New +$3.53M
JAZZ icon
231
Jazz Pharmaceuticals
JAZZ
$15.8B
$4.01M 0.08%
+23,300
New +$3.81M
FFIV icon
232
F5
FFIV
$23.1B
$4M 0.08%
23,200
-30,100
-56% -$5.02M
EQIX icon
233
Equinix
EQIX
$102B
$3.95M 0.08%
+9,200
New +$3.72M
MHK icon
234
Mohawk Industries
MHK
$9.01B
$3.92M 0.08%
+18,300
New +$4.01M
ABEV icon
235
Ambev
ABEV
$47.1B
$3.91M 0.08%
844,700
-1,615,000
-66% -$9.49M
CCI icon
236
Crown Castle
CCI
$33.5B
$3.9M 0.08%
36,200
-111,800
-76% -$11.6M
EWA icon
237
iShares MSCI Australia ETF
EWA
$1.41B
$3.9M 0.08%
172,600
-294,500
-63% -$6.63M
ESV
238
DELISTED
Ensco Rowan plc
ESV
$3.89M 0.08%
+134,125
New +$3.28M
WY icon
239
Weyerhaeuser
WY
$18.2B
$3.86M 0.08%
106,000
+62,900
+146% +$2.3M
TJX icon
240
TJX Companies
TJX
$174B
$3.82M 0.08%
80,200
-281,000
-78% -$12.3M
SAFM
241
DELISTED
Sanderson Farms Inc
SAFM
$3.79M 0.08%
+36,100
New +$3.92M
STMP
242
DELISTED
Stamps.com, Inc.
STMP
$3.79M 0.08%
15,000
+11,600
+341% +$2.8M
IPG
243
DELISTED
Interpublic Group of Companies
IPG
$3.73M 0.08%
159,300
-195,300
-55% -$4.59M
NVS icon
244
Novartis
NVS
$292B
$3.73M 0.08%
+55,130
New +$3.8M
AFL icon
245
Aflac
AFL
$64.5B
$3.73M 0.08%
86,700
+69,100
+393% +$3.1M
RDS.A
246
DELISTED
Royal Dutch Shell PLC ADS Class A
RDS.A
$3.72M 0.08%
+53,800
New +$3.73M
KO icon
247
Coca-Cola
KO
$374B
$3.7M 0.08%
+84,300
New +$3.64M
ATHN
248
DELISTED
Athenahealth, Inc.
ATHN
$3.69M 0.08%
23,200
+8,800
+61% +$1.31M
SONY icon
249
Sony
SONY
$133B
$3.63M 0.08%
354,500
+16,000
+5% +$156K
RGLD icon
250
Royal Gold
RGLD
$17.1B
$3.63M 0.08%
39,100
+32,000
+451% +$2.86M
8 9
10
11 12

Similar funds

MK
MASTERINVEST Kapitalanlage Vienna $962M AUM 27.59% 1-Year Est. Return
TFP
Triple Frond Partners San Francisco, California $963M AUM 27.45% 1-Year Est. Return
UWPG
Ullmann Wealth Partners Group Jacksonville Beach, Florida $963M AUM 17.06% 1-Year Est. Return
FWM
Focused Wealth Management Newburgh, New York $964M AUM 18.71% 1-Year Est. Return
RCIM
Red Cedar Investment Management Grand Rapids, Michigan $965M AUM 30.25% 1-Year Est. Return
TC
TwinBeech Capital Purchase, New York $965M AUM 0.23% 1-Year Est. Return
NA
Navellier & Associates Reno, Nevada $960M AUM 79.37% 1-Year Est. Return
GHC
Graham Holdings Company Arlington, Virginia $967M AUM 15.12% 1-Year Est. Return

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.