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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
CVA
476
DELISTED
Covanta Holding Corporation
CVA
$1.1M 0.02%
66,800
+21,900
+49% +$345K
MTD icon
477
Mettler-Toledo International
MTD
$28.8B
$1.1M 0.02%
+1,900
New +$1.08M
WGO icon
478
Winnebago Industries
WGO
$901M
$1.1M 0.02%
+27,000
New +$1.03M
ILF icon
479
iShares Latin America 40 ETF
ILF
$3.81B
$1.09M 0.02%
37,000
-713,800
-95% -$24.1M
DCH
480
Dauch Corp
DCH
$1.42B
$1.08M 0.02%
+69,700
New +$1.12M
CCJ icon
481
Cameco
CCJ
$40.5B
$1.08M 0.02%
+96,300
New +$1.05M
LKQ icon
482
LKQ Corp
LKQ
$6.2B
$1.08M 0.02%
33,800
-105,300
-76% -$3.51M
ELS icon
483
Equity Lifestyle Properties
ELS
$12.6B
$1.07M 0.02%
+23,400
New +$1.05M
NTGR icon
484
NETGEAR
NTGR
$659M
$1.07M 0.02%
17,100
+6,800
+66% +$413K
DDS icon
485
Dillards
DDS
$9.65B
$1.07M 0.02%
11,300
-23,600
-68% -$1.92M
IDCC icon
486
InterDigital
IDCC
$8.34B
$1.07M 0.02%
+13,200
New +$1.05M
COF icon
487
Capital One
COF
$136B
$1.06M 0.02%
11,500
-4,300
-27% -$407K
IMMU
488
DELISTED
Immunomedics Inc
IMMU
$1.05M 0.02%
+44,500
New +$894K
CVE icon
489
Cenovus Energy
CVE
$53B
$1.05M 0.02%
+101,400
New +$1.02M
EDU icon
490
New Oriental
EDU
$8.96B
$1.05M 0.02%
+11,100
New +$1.06M
MKTX icon
491
MarketAxess Holdings
MKTX
$5.71B
$1.05M 0.02%
5,300
-15,700
-75% -$3.25M
CIEN icon
492
Ciena
CIEN
$58.2B
$1.03M 0.02%
38,800
-217,800
-85% -$5.53M
EHC icon
493
Encompass Health
EHC
$11B
$1.01M 0.02%
18,729
-69,387
-79% -$3.47M
ANET icon
494
Arista Networks
ANET
$240B
$1M 0.02%
+62,400
New +$1.02M
KBH icon
495
KB Home
KBH
$3.56B
$999K 0.02%
36,700
-92,900
-72% -$2.5M
CACI icon
496
CACI
CACI
$11.6B
$994K 0.02%
5,900
-1,800
-23% -$290K
SBS icon
497
Sabesp
SBS
$19.1B
$989K 0.02%
849,279
-672,926
-44% -$1.06M
SPR
498
DELISTED
Spirit AeroSystems
SPR
$979K 0.02%
+11,400
New +$958K
ARCB icon
499
ArcBest
ARCB
$3.23B
$977K 0.02%
+21,400
New +$882K
RYAAY icon
500
Ryanair
RYAAY
$31.2B
$959K 0.02%
21,000
-52,750
-72% -$2.45M
18 19
20
21 22

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
GHC
Graham Holdings Company Arlington, Virginia $967M AUM 15.12% 1-Year Est. Return
WAM
WNY Asset Management Williamsville, New York $967M AUM

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.