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
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
GG
1026
DELISTED
Goldcorp Inc
GG
– –
-149,800
Closed -$2.07M
RHT
1027
DELISTED
Red Hat Inc
RHT
– –
-92,200
Closed -$13.8M
AZPN
1028
DELISTED
ASPEN TECHNOLOGY INC
AZPN
– –
-48,300
Closed -$3.81M
38 39 40 41
42

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
NA
Navellier & Associates Reno, Nevada $960M AUM 79.37% 1-Year Est. Return
GHC
Graham Holdings Company Arlington, Virginia $967M AUM 15.12% 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 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.