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QIM

Quantitative Investment Management Portfolio holdings

AUM $917M
1-Year Est. Return 3.96%
This Fund
S&P 500
This Quarter Est. Return
+9.4%
1 Year Est. Return
-3.96%
3 Year Est. Return
+24.59%
5 Year Est. Return
+12.41%
10 Year Est. Return
+164.05%
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 Miscellaneous 37.54%
2 Consumer Discretionary 12.71%
3 Technology 9.3%
4 Healthcare 8.74%
5 Communication Services 7.77%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
TGNA
926
DELISTED
TEGNA Inc
TGNA
– –
-42,800
Closed -$487K
THC icon
927
Tenet Healthcare
THC
$20.9B
– –
-52,400
Closed -$1.27M
TIMB icon
928
TIM SA
TIMB
$8.97B
– –
-48,200
Closed -$1.04M
TLPH icon
929
Talphera
TLPH
$61.2M
– –
-2,015
Closed -$84K
TMO icon
930
Thermo Fisher Scientific
TMO
$241B
– –
-42,900
Closed -$8.86M
TPH
931
DELISTED
Tri Pointe Homes
TPH
– –
-20,000
Closed -$328K
TSN icon
932
Tyson Foods
TSN
$18.7B
– –
-161,200
Closed -$11.8M
TWI icon
933
Titan International
TWI
$451M
– –
-11,900
Closed -$150K
UAA icon
934
Under Armour
UAA
$2.14B
– –
-61,900
Closed -$1.01M
UHS icon
935
Universal Health Services
UHS
$10.5B
– –
-32,900
Closed -$3.9M
UNFI icon
936
United Natural Foods
UNFI
$2.8B
– –
-8,500
Closed -$364K
VEA icon
937
Vanguard FTSE Developed Markets ETF
VEA
$233B
– –
-1,723,500
Closed -$76.3M
VEU icon
938
Vanguard FTSE All-World ex-US ETF
VEU
$69.1B
– –
-181,400
Closed -$9.86M
VGK icon
939
Vanguard FTSE Europe ETF
VGK
$29.9B
– –
-859,500
Closed -$50M
VIV icon
940
Telefônica Brasil
VIV
$19.1B
– –
-144,200
Closed -$2.21M
VMI icon
941
Valmont Industries
VMI
$9.14B
– –
-5,100
Closed -$746K
VTRS icon
942
Viatris
VTRS
$19.5B
– –
-83,400
Closed -$3.43M
VTV icon
943
Vanguard Morningstar Value ETF
VTV
$189B
– –
-208,400
Closed -$21.5M
VWO icon
944
Vanguard FTSE Emerging Markets ETF
VWO
$126B
– –
-436,600
Closed -$20.5M
WAT icon
945
Waters Corp
WAT
$41.4B
– –
-2,800
Closed -$556K
WDAY icon
946
Workday
WDAY
$47B
– –
-61,800
Closed -$7.86M
WEX icon
947
WEX
WEX
$6.58B
– –
-10,000
Closed -$1.57M
WMB icon
948
Williams Companies
WMB
$88.8B
– –
-45,100
Closed -$1.12M
WT icon
949
WisdomTree
WT
$3.48B
– –
-132,900
Closed -$1.22M
WTFC icon
950
Wintrust Financial
WTFC
$9.97B
– –
-10,000
Closed -$860K
36 37
38
39 40

Similar funds

HIC
Harvey Investment Company Louisville, Kentucky $918M AUM 14.93% 1-Year Est. Return
AGAM
Avalon Global Asset Management San Francisco, California $917M AUM 87.67% 1-Year Est. Return
RFA
RTD Financial Advisors Philadelphia, Pennsylvania $917M AUM 19.69% 1-Year Est. Return
SPG
Strategic Planning Group Bountiful, Utah $918M AUM 37.38% 1-Year Est. Return
TCM
Twin Capital Management Mcmurray, Pennsylvania $916M AUM 43.28% 1-Year Est. Return
DLP
De Lisle Partners Poole, United Kingdom $916M AUM 54.05% 1-Year Est. Return
SIC
SJS Investment Consulting Sylvania, Ohio $919M AUM 23.4% 1-Year Est. Return
GC
Greenvale Capital London, United Kingdom $916M AUM 32.73% 1-Year Est. Return

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 Miscellaneous at 38% of assets, up from 26% a quarter earlier, followed by Consumer Discretionary and Technology.

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.