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
(-16%)
Cap. Flow
-$1.16B
Cap. Flow
% of AUM
-23.96%
Top 10 Holdings %
Top 10 Hldgs %
28.8%
Holding
1,028
New
313
Increased
147
Reduced
241
Closed
326
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
iShares Russell 2000 ETF
IWM
|
+$333M |
| 2 |
State Street Energy Select Sector SPDR ETF
XLE
|
+$216M |
| 3 |
State Street Utilities Select Sector SPDR ETF
XLU
|
+$175M |
| 4 |
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
|
+$104M |
| 5 |
State Street SPDR S&P Oil & Gas Exploration & Production ETF
XOP
|
+$92.2M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
State Street Industrial Select Sector SPDR ETF
XLI
|
+$210M |
| 2 |
Netflix
NFLX
|
+$149M |
| 3 |
Micron Technology
MU
|
+$144M |
| 4 |
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
|
+$105M |
| 5 |
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 | |
|---|---|---|---|---|---|---|
451
SLM Corp
SLM
$5.24B
| $1.21M | 0.03% |
+106,000
| New | +$1.23M |
|
|
LNW
452
DELISTED
Light & Wonder
LNW
| $1.2M | 0.02% |
+24,500
| New | +$1.29M |
|
|
SVU
453
DELISTED
SUPERVALU Inc.
SVU
| $1.2M | 0.02% |
+58,700
| New | +$1.03M |
|
454
Cabot Corp
CBT
$4.23B
| $1.2M | 0.02% |
19,400
-46,400
| -71% | -$2.75M |
|
455
Vanguard Information Technology ETF
VGT
$147B
| $1.2M | 0.02% |
+52,800
| New | +$1.19M |
|
456
TherapeuticsMD
TXMD
$23.6M
| $1.19M | 0.02% |
+3,824
| New | +$1.17M |
|
457
Charles River Laboratories
CRL
$11.3B
| $1.19M | 0.02% |
+10,600
| New | +$1.15M |
|
458
National Beverage
FIZZ
$2.97B
| $1.19M | 0.02% |
+22,200
| New | +$1.04M |
|
459
Angi Inc
ANGI
$251M
| $1.18M | 0.02% |
7,660
-3,440
| -31% | -$500K |
|
460
TTM Technologies
TTMI
$13.8B
| $1.17M | 0.02% |
66,600
+40,300
| +153% | +$673K |
|
461
TripAdvisor
TRIP
$1.67B
| $1.17M | 0.02% |
21,000
-71,400
| -77% | -$3.41M |
|
462
CenterPoint Energy
CNP
$27.4B
| $1.16M | 0.02% |
+42,000
| New | +$1.1M |
|
463
STMicroelectronics
STM
$48.4B
| $1.16M | 0.02% |
+52,400
| New | +$1.22M |
|
|
NBIS
464
Nebius Group N.V.
NBIS
$57.3B
| $1.15M | 0.02% |
32,100
-131,300
| -80% | -$4.58M |
|
|
ETFC
465
DELISTED
E*Trade Financial Corporation
ETFC
| $1.15M | 0.02% |
+18,800
| New | +$1.16M |
|
|
MRNS
466
DELISTED
Marinus Pharmaceuticals, Inc
MRNS
| $1.14M | 0.02% |
+40,475
| New | +$897K |
|
|
GNC
467
DELISTED
GNC Holdings, Inc.
GNC
| $1.14M | 0.02% |
325,000
-400
| -0.1% | -$1.44K |
|
468
Monro
MNRO
$410M
| $1.14M | 0.02% |
19,600
+9,200
| +88% | +$519K |
|
469
ATI
ATI
$27.3B
| $1.13M | 0.02% |
45,000
-24,500
| -35% | -$663K |
|
470
American Eagle Outfitters
AEO
$3.03B
| $1.13M | 0.02% |
48,500
-67,600
| -58% | -$1.5M |
|
|
BRFS
471
DELISTED
BRF SA
BRFS
| $1.12M | 0.02% |
+238,800
| New | +$1.5M |
|
472
Cognizant
CTSH
$25.3B
| $1.1M | 0.02% |
14,000
-321,100
| -96% | -$25.3M |
|
473
Wolverine World Wide
WWW
$1.59B
| $1.1M | 0.02% |
31,800
-38,500
| -55% | -$1.25M |
|
474
Xerox
XRX
$424M
| $1.1M | 0.02% |
46,000
-168,400
| -79% | -$4.76M |
|
475
Roper Technologies
ROP
$38.8B
| $1.1M | 0.02% |
+4,000
| New | +$1.1M |
|
Similar funds
MK
TFP
UWPG
FWM
RCIM
TC
GHC
WAM
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.