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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
+4.7%
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
$2.85B
AUM Growth
-$1.99B
Cap. Flow
-$2.09B
Cap. Flow %
-73.52%
Top 10 Hldgs %
41.95%
Holding
1,021
New
319
Increased
63
Reduced
229
Closed
410

Top Buys

Rank Stock Value
1
EFA icon
iShares MSCI EAFE ETF
EFA
+$208M
2
NVDA icon
NVIDIA
NVDA
+$80.9M
3
XLI icon
State Street Industrial Select Sector SPDR ETF
XLI
+$74.7M
4
EWJ icon
iShares MSCI Japan ETF
EWJ
+$69.3M
5
VEA icon
Vanguard FTSE Developed Markets ETF
VEA
+$59.8M

Top Sells

Rank Stock Value
1
IWM icon
iShares Russell 2000 ETF
IWM
+$146M
2
AMZN icon
Amazon
AMZN
+$112M
3
HYG icon
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
+$103M
4
XLY icon
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
+$101M
5
XLU icon
State Street Utilities Select Sector SPDR ETF
XLU
+$89.8M

Sector Composition

Rank Sector Weight
1 Miscellaneous 54.13%
2 Technology 10.17%
3 Industrials 6%
4 Energy 5.87%
5 Consumer Discretionary 5.01%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
PODD icon
226
Insulet
PODD
$9.67B
$1.59M 0.06%
+15,000
New +$1.4M
DVN icon
227
Devon Energy
DVN
$54.9B
$1.58M 0.06%
39,600
-224,400
-85% -$9.55M
INFY icon
228
Infosys
INFY
$44.8B
$1.57M 0.06%
154,400
-968,800
-86% -$9.85M
TPR icon
229
Tapestry
TPR
$23.6B
$1.55M 0.05%
30,900
-29,100
-49% -$1.42M
EHC icon
230
Encompass Health
EHC
$12.2B
$1.55M 0.05%
25,014
+6,285
+34% +$382K
AMRN
231
Amarin Corp
AMRN
$295M
$1.54M 0.05%
+4,730
New +$357K
AKS
232
DELISTED
AK Steel Holding Corp
AKS
$1.52M 0.05%
+309,800
New +$1.42M
LLL
233
DELISTED
L3 Technologies, Inc.
LLL
$1.51M 0.05%
+7,100
New +$1.48M
TXT icon
234
Textron
TXT
$13.9B
$1.49M 0.05%
20,900
-55,900
-73% -$3.81M
COF icon
235
Capital One
COF
$125B
$1.49M 0.05%
15,700
+4,200
+37% +$409K
EPP icon
236
iShares MSCI Pacific ex Japan ETF
EPP
$2.24B
$1.49M 0.05%
32,700
-33,700
-51% -$1.55M
CMS icon
237
CMS Energy
CMS
$20.8B
$1.47M 0.05%
+30,100
New +$1.47M
ECL icon
238
Ecolab
ECL
$77.3B
$1.47M 0.05%
9,400
-39,200
-81% -$5.81M
NDSN icon
239
Nordson
NDSN
$17.4B
$1.47M 0.05%
+10,600
New +$1.44M
EG icon
240
Everest Group
EG
$14.5B
$1.46M 0.05%
+6,400
New +$1.43M
FIS icon
241
Fidelity National Information Services
FIS
$19.1B
$1.46M 0.05%
13,400
-94,400
-88% -$10.2M
AEE icon
242
Ameren
AEE
$28.8B
$1.45M 0.05%
+23,000
New +$1.45M
TAL icon
243
TAL Education Group
TAL
$6.57B
$1.45M 0.05%
+56,500
New +$1.83M
AVT icon
244
Avnet
AVT
$7.67B
$1.45M 0.05%
32,400
+23,600
+268% +$1.08M
FDS icon
245
Factset
FDS
$9.77B
$1.43M 0.05%
6,400
-18,400
-74% -$3.99M
MT icon
246
ArcelorMittal
MT
$55.9B
$1.4M 0.05%
+45,500
New +$1.38M
KSU
247
DELISTED
Kansas City Southern
KSU
$1.4M 0.05%
+12,400
New +$1.41M
EXR icon
248
Extra Space Storage
EXR
$29B
$1.36M 0.05%
15,700
-11,700
-43% -$1.09M
CP icon
249
Canadian Pacific Kansas City
CP
$77.9B
$1.36M 0.05%
32,000
-66,000
-67% -$2.64M
RY icon
250
Royal Bank of Canada
RY
$283B
$1.35M 0.05%
16,900
+6,800
+67% +$533K
8 9
10
11 12

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 Q3 2018 Portfolio in Review

As of Q3 2018, Quantitative Investment Management held 1,021 positions worth $2.85B, down 41% from $4.84B the previous quarter. Its ten largest holdings account for 42% of the portfolio.

Quantitative Investment Management withdrew a net $2.09B in Q3 2018, closing 410 positions and reducing 229 holdings. Its most notable exit was Amazon, an estimated $112M position sold in full.

By sector, the portfolio is most concentrated in Miscellaneous at 54% of assets, up from 38% a quarter earlier, followed by Technology and Industrials.

Against the trend, Quantitative Investment Management opened a new position in iShares MSCI EAFE ETF worth $210M.

  • Quantitative Investment Management's largest Q3 2018 buy was iShares MSCI EAFE ETF: 3,082,300 shares worth $210M.
  • Quantitative Investment Management added most to iShares US Real Estate ETF in Q3 2018, an estimated $30.3M increase.
  • Quantitative Investment Management's biggest Q3 2018 reduction was iShares Russell 2000 ETF, cutting an estimated $146M.
  • Quantitative Investment Management fully exited Amazon in Q3 2018, selling an estimated $112M.
  • Quantitative Investment Management's ten largest holdings make up 42% of its $2.85B portfolio in Q3 2018.
  • Quantitative Investment Management opened 319 new positions and closed 410 in Q3 2018.
  • Quantitative Investment Management's portfolio value fell 41% quarter-over-quarter to $2.85B.

Based on Quantitative Investment Management's 13F filing for Q3 2018, filed 14 Nov 2018.