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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
BTI icon
276
British American Tobacco
BTI
$121B
$1.18M 0.04%
25,200
-104,800
-81% -$5.32M
HP icon
277
Helmerich & Payne
HP
$4.29B
$1.17M 0.04%
+17,000
New +$1.09M
RCL icon
278
Royal Caribbean
RCL
$67.6B
$1.16M 0.04%
+8,900
New +$1.04M
NKTR icon
279
Nektar Therapeutics
NKTR
$2.29B
$1.15M 0.04%
1,260
-12,820
-91% -$10.9M
FLIR
280
DELISTED
FLIR Systems, Inc. (DE) Common Stock
FLIR
$1.15M 0.04%
18,700
+7,000
+60% +$412K
ACGL icon
281
Arch Capital
ACGL
$33.1B
$1.14M 0.04%
+38,400
New +$1.14M
UHS icon
282
Universal Health Services
UHS
$10.5B
$1.14M 0.04%
+8,900
New +$1.09M
VIAB
283
DELISTED
Viacom Inc. Class B
VIAB
$1.12M 0.04%
+33,300
New +$999K
ZG icon
284
Zillow
ZG
$7.34B
$1.12M 0.04%
25,400
-16,000
-39% -$837K
GPC icon
285
Genuine Parts
GPC
$18.1B
$1.11M 0.04%
11,200
-27,700
-71% -$2.72M
RF icon
286
Regions Financial
RF
$25B
$1.11M 0.04%
+60,600
New +$1.14M
RMD icon
287
ResMed
RMD
$32.9B
$1.09M 0.04%
+9,500
New +$1.04M
SPR
288
DELISTED
Spirit AeroSystems
SPR
$1.07M 0.04%
11,700
+300
+3% +$26.4K
BXP icon
289
Boston Properties
BXP
$10.2B
$1.07M 0.04%
+8,700
New +$1.11M
MDSO
290
DELISTED
Medidata Solutions, Inc.
MDSO
$1.06M 0.04%
14,500
-24,000
-62% -$1.92M
EXPD icon
291
Expeditors International
EXPD
$24.8B
$1.05M 0.04%
14,300
-72,700
-84% -$5.37M
LDOS icon
292
Leidos
LDOS
$16.3B
$1.05M 0.04%
+15,200
New +$1.03M
CHRW icon
293
C.H. Robinson
CHRW
$18B
$1.05M 0.04%
10,700
-53,300
-83% -$5M
BN icon
294
Brookfield
BN
$83.6B
$1.04M 0.04%
+65,584
New +$997K
TSS
295
DELISTED
Total System Services, Inc.
TSS
$1.03M 0.04%
+10,400
New +$978K
MAA icon
296
Mid-America Apartment Communities
MAA
$14.4B
$1.02M 0.04%
+10,200
New +$1.03M
ICF icon
297
iShares Select U.S. REIT ETF
ICF
$1.96B
$1.02M 0.04%
+20,400
New +$1.03M
CCEP icon
298
Coca-Cola Europacific Partners
CCEP
$45.5B
$1.01M 0.04%
+22,300
New +$949K
BC icon
299
Brunswick
BC
$4.51B
$1.01M 0.04%
15,100
-108,200
-88% -$7.16M
REGN icon
300
Regeneron Pharmaceuticals
REGN
$80B
$1.01M 0.04%
+2,500
New +$951K
10 11
12
13 14

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.