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 | |
|---|---|---|---|---|---|---|
776
Brinker International
EAT
$9.42B
| – | – |
-27,500
| Closed | -$992K |
|
777
eBay
EBAY
$48.4B
| – | – |
-433,600
| Closed | -$17.4M |
|
|
778
iShares MSCI EAFE ETF
EFA
$79.4B
| – | – |
-1,444,300
| Closed | -$101M |
|
779
Eastman Chemical
EMN
$8.4B
| – | – |
-44,100
| Closed | -$4.66M |
|
780
Emerson Electric
EMR
$88.3B
| – | – |
-146,200
| Closed | -$9.98M |
|
781
EPAM Systems
EPAM
$5.79B
| – | – |
-5,500
| Closed | -$629K |
|
782
Eaton
ETN
$173B
| – | – |
-173,200
| Closed | -$13.8M |
|
783
iShares MSCI Germany ETF
EWG
$1.62B
| – | – |
-293,600
| Closed | -$9.41M |
|
784
iShares MSCI Japan ETF
EWJ
$22.4B
| – | – |
-1,100,300
| Closed | -$66.8M |
|
785
iShare MSCI Eurozone ETF
EZU
$9.85B
| – | – |
-640,500
| Closed | -$27.8M |
|
786
Direxion Daily Financial Bull 3x ETF
FAS
$2.49B
| – | – |
-30,000
| Closed | -$1.93M |
|
787
Fastenal
FAST
$56.9B
| – | – |
-26,400
| Closed | -$360K |
|
788
Fortune Brands Innovations
FBIN
$6.31B
| – | – |
-114,309
| Closed | -$5.75M |
|
789
FTI Consulting
FCN
$4.3B
| – | – |
-22,600
| Closed | -$1.09M |
|
790
Freeport-McMoran
FCX
$96.7B
| – | – |
-580,600
| Closed | -$10.2M |
|
791
FedEx
FDX
$74.3B
| – | – |
-50,000
| Closed | -$12M |
|
792
Flex
FLEX
$47B
| – | – |
-121,553
| Closed | -$1.5M |
|
793
Flowserve
FLS
$10.2B
| – | – |
-20,100
| Closed | -$870K |
|
794
Fossil Group
FOSL
$354M
| – | – |
-205,700
| Closed | -$2.61M |
|
795
First Solar
FSLR
$26.3B
| – | – |
-194,700
| Closed | -$13.8M |
|
796
TechnipFMC
FTI
$27.5B
| – | – |
-29,837
| Closed | -$653K |
|
797
Fortinet
FTNT
$124B
| – | – |
-818,500
| Closed | -$8.77M |
|
798
iShares China Large-Cap ETF
FXI
$4.33B
| – | – |
-524,800
| Closed | -$24.8M |
|
799
Genpact
G
$6.01B
| – | – |
-35,200
| Closed | -$1.13M |
|
800
The Greenbrier Companies
GBX
$1.55B
| – | – |
-13,600
| Closed | -$683K |
|
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.