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 | |
|---|---|---|---|---|---|---|
676
SunCoke Energy
SXC
$753M
| $265K | 0.01% |
+19,800
| New | +$246K |
|
|
MNTA
677
DELISTED
Momenta Pharmaceuticals, Inc.
MNTA
| $265K | 0.01% |
13,000
-13,000
| -50% | -$279K |
|
678
Mativ Holdings
MATV
$507M
| $257K | 0.01% |
+5,900
| New | +$251K |
|
679
Sonic Automotive
SAH
$2.79B
| $255K | 0.01% |
+12,400
| New | +$259K |
|
680
Waste Management
WM
$90B
| $252K | 0.01% |
+3,100
| New | +$257K |
|
|
JCP
681
DELISTED
J.C. Penney Company, Inc.
JCP
| $244K | 0.01% |
104,300
-598,500
| -85% | -$1.69M |
|
682
Diamondrock Hospitality Co
DRH
$2.72B
| $243K | 0.01% |
+19,800
| New | +$232K |
|
|
RDUS
683
DELISTED
Radius Recycling
RDUS
| $235K | ﹤0.01% |
+7,000
| New | +$223K |
|
684
Vanda Pharmaceuticals
VNDA
$321M
| $234K | ﹤0.01% |
12,300
-11,600
| -49% | -$194K |
|
|
AKAO
685
DELISTED
Achaogen Inc
AKAO
| $232K | ﹤0.01% |
26,900
-66,800
| -71% | -$814K |
|
686
Extreme Networks
EXTR
$4.23B
| $231K | ﹤0.01% |
+29,100
| New | +$279K |
|
|
WIN
687
DELISTED
Windstream Holdings Inc
WIN
| $231K | ﹤0.01% |
44,000
-82,480
| -65% | -$578K |
|
|
ITCI
688
DELISTED
Intra-Cellular Therapies Inc.
ITCI
| $226K | ﹤0.01% |
12,800
-13,200
| -51% | -$268K |
|
689
Unisys
UIS
$218M
| $225K | ﹤0.01% |
+17,500
| New | +$210K |
|
690
Ingredion
INGR
$6.6B
| $210K | ﹤0.01% |
1,900
-42,400
| -96% | -$4.99M |
|
691
iShares US Financials ETF
IYF
$4.62B
| $210K | ﹤0.01% |
+3,600
| New | +$214K |
|
|
ICON
692
DELISTED
Iconix Brand Group, Inc.
ICON
| $204K | ﹤0.01% |
34,990
-13,200
| -27% | -$102K |
|
|
TAHO
693
DELISTED
Tahoe Resources Inc
TAHO
| $185K | ﹤0.01% |
37,700
-276,500
| -88% | -$1.39M |
|
|
TWO
694
Two Harbors Investment
TWO
$1.27B
| $162K | ﹤0.01% |
+2,575
| New | +$161K |
|
|
BKS
695
DELISTED
Barnes & Noble
BKS
| $127K | ﹤0.01% |
+20,000
| New | +$113K |
|
|
AVEO
696
DELISTED
AVEO Pharmaceuticals, Inc.
AVEO
| $121K | ﹤0.01% |
+5,380
| New | +$128K |
|
|
HIMX
697
Himax Technologies
HIMX
$2.47B
| $111K | ﹤0.01% |
15,000
-75,200
| -83% | -$556K |
|
|
HPR
698
DELISTED
HighPoint Resources Corporation
HPR
| $105K | ﹤0.01% |
+348
| New | +$110K |
|
|
EPE
699
DELISTED
EP Energy Corporation
EPE
| $70K | ﹤0.01% |
+23,400
| New | +$55.8K |
|
700
Plug Power
PLUG
$3.01B
| $53K | ﹤0.01% |
+26,700
| New | +$51.9K |
|
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.