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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
CHRD icon
251
Chord Energy
CHRD
$8.13B
$1.35M 0.05%
95,500
-214,700
-69% -$2.72M
ITW icon
252
Illinois Tool Works
ITW
$76.6B
$1.34M 0.05%
+9,500
New +$1.34M
TRV icon
253
Travelers Companies
TRV
$78.9B
$1.34M 0.05%
+10,300
New +$1.33M
SWN
254
DELISTED
Southwestern Energy Company
SWN
$1.32M 0.05%
+259,200
New +$1.37M
IBN icon
255
ICICI Bank
IBN
$102B
$1.32M 0.05%
+155,800
New +$1.38M
CERN
256
DELISTED
Cerner Corp
CERN
$1.31M 0.05%
+20,400
New +$1.3M
EQNR icon
257
Equinor
EQNR
$107B
$1.3M 0.05%
46,000
+30,900
+205% +$812K
AZN icon
258
AstraZeneca
AZN
$253B
$1.29M 0.05%
16,300
+3,250
+25% +$246K
KSS icon
259
Kohl's
KSS
$1.86B
$1.29M 0.05%
+17,300
New +$1.31M
LUMN icon
260
Lumen
LUMN
$7.14B
$1.28M 0.04%
+60,300
New +$1.26M
BHC icon
261
Bausch Health
BHC
$2.14B
$1.26M 0.04%
49,200
-451,300
-90% -$10.3M
ESS icon
262
Essex Property Trust
ESS
$17.7B
$1.26M 0.04%
+5,100
New +$1.23M
KMX icon
263
CarMax
KMX
$8.42B
$1.25M 0.04%
16,800
-84,400
-83% -$6.44M
OHI icon
264
Omega Healthcare
OHI
$14.2B
$1.25M 0.04%
38,200
+21,400
+127% +$681K
ALXN
265
DELISTED
Alexion Pharmaceuticals
ALXN
$1.25M 0.04%
+9,000
New +$1.13M
BMS
266
DELISTED
Bemis
BMS
$1.25M 0.04%
+25,700
New +$1.21M
HON icon
267
Honeywell
HON
$66.4B
$1.25M 0.04%
+8,302
New +$1.18M
TREE icon
268
LendingTree
TREE
$378M
$1.24M 0.04%
5,400
-1,200
-18% -$285K
PCAR icon
269
PACCAR
PCAR
$63.5B
$1.24M 0.04%
+27,300
New +$1.2M
TOL icon
270
Toll Brothers
TOL
$12.4B
$1.23M 0.04%
37,300
-57,600
-61% -$2.08M
OPLN
271
Openlane
OPLN
$4.27B
$1.22M 0.04%
54,161
-8,983
-14% -$207K
AAL icon
272
American Airlines Group
AAL
$8.51B
$1.21M 0.04%
+29,300
New +$1.15M
TYL icon
273
Tyler Technologies
TYL
$14.2B
$1.2M 0.04%
4,900
-1,600
-25% -$381K
CHL
274
DELISTED
China Mobile Limited
CHL
$1.19M 0.04%
+24,400
New +$1.13M
AER icon
275
AerCap
AER
$22.1B
$1.18M 0.04%
20,600
-66,300
-76% -$3.74M
9 10
11
12 13

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.