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 | |
|---|---|---|---|---|---|---|
|
INFI
701
DELISTED
Infinity Pharmaceuticals, Inc.
INFI
| $49K | ﹤0.01% |
25,900
-2,700
| -9% | -$5.46K |
|
|
ADXS
702
DELISTED
Advaxis Inc
ADXS
| $38K | ﹤0.01% |
+1,780
| New | +$46.1K |
|
703
American Airlines Group
AAL
$11B
| – | – |
-294,400
| Closed | -$15.3M |
|
704
Aecom
ACM
$9.74B
| – | – |
-38,200
| Closed | -$1.36M |
|
705
Adobe
ADBE
$102B
| – | – |
-101,400
| Closed | -$21.9M |
|
706
Autodesk
ADSK
$50.1B
| – | – |
-229,400
| Closed | -$28.8M |
|
707
American Financial Group
AFG
$11.7B
| – | – |
-7,900
| Closed | -$886K |
|
708
Akamai
AKAM
$17.9B
| – | – |
-16,400
| Closed | -$1.16M |
|
|
AL
709
DELISTED
Air Lease Corp
AL
| – | – |
-40,800
| Closed | -$1.74M |
|
710
Albemarle
ALB
$14.2B
| – | – |
-146,500
| Closed | -$13.6M |
|
711
Alkermes
ALKS
$8.33B
| – | – |
-30,400
| Closed | -$1.76M |
|
712
Allegion
ALLE
$14.1B
| – | – |
-24,100
| Closed | -$2.06M |
|
713
Ally Financial
ALLY
$13.7B
| – | – |
-77,200
| Closed | -$2.1M |
|
714
Alnylam Pharmaceuticals
ALNY
$29.3B
| – | – |
-57,800
| Closed | -$6.88M |
|
715
Applied Materials
AMAT
$434B
| – | – |
-290,900
| Closed | -$16.2M |
|
716
AMC Entertainment Holdings
AMC
$2.39B
| – | – |
-22,540
| Closed | -$3.17M |
|
|
AMED
717
DELISTED
Amedisys
AMED
| – | – |
-17,200
| Closed | -$1.04M |
|
718
American Homes 4 Rent
AMH
$12.4B
| – | – |
-144,800
| Closed | -$2.91M |
|
|
AMRN
719
Amarin Corp
AMRN
$302M
| – | – |
-1,080
| Closed | -$65K |
|
720
America Movil
AMX
$74.7B
| – | – |
-219,500
| Closed | -$4.19M |
|
721
Aon
AON
$75.7B
| – | – |
-10,600
| Closed | -$1.49M |
|
722
Air Products & Chemicals
APD
$65.6B
| – | – |
-19,800
| Closed | -$3.15M |
|
723
Antero Resources
AR
$11B
| – | – |
-366,000
| Closed | -$7.26M |
|
724
ASML
ASML
$658B
| – | – |
-12,200
| Closed | -$2.42M |
|
|
ASRT
725
DELISTED
Assertio
ASRT
| – | – |
-697
| Closed | -$275K |
|
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.