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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
AFL icon
301
Aflac
AFL
$59.1B
$1.01M 0.04%
21,400
-65,300
-75% -$2.99M
SFLY
302
DELISTED
Shutterfly, Inc.
SFLY
$1M 0.04%
+15,200
New +$1.2M
HBAN icon
303
Huntington Bancshares
HBAN
$33B
$996K 0.04%
+66,800
New +$1.04M
AES icon
304
AES
AES
$10.6B
$967K 0.03%
69,100
-117,600
-63% -$1.58M
TSM icon
305
TSMC
TSM
$2.17T
$967K 0.03%
+21,900
New +$907K
NI icon
306
NiSource
NI
$19.6B
$966K 0.03%
+38,800
New +$1.03M
DO
307
DELISTED
Diamond Offshore Drilling
DO
$966K 0.03%
48,300
-14,400
-23% -$265K
SHW icon
308
Sherwin-Williams
SHW
$79B
$955K 0.03%
6,300
+1,800
+40% +$266K
HTZ
309
DELISTED
Hertz Global Holdings, Inc.
HTZ
$952K 0.03%
67,103
+38,213
+132% +$575K
OGE icon
310
OGE Energy
OGE
$9.56B
$951K 0.03%
+26,200
New +$953K
ADM icon
311
Archer Daniels Midland
ADM
$41.5B
$950K 0.03%
18,900
-95,100
-83% -$4.67M
IONS icon
312
Ionis Pharmaceuticals
IONS
$7.76B
$938K 0.03%
+18,200
New +$855K
FFIV icon
313
F5
FFIV
$23.9B
$937K 0.03%
4,700
-18,500
-80% -$3.39M
SU icon
314
Suncor Energy
SU
$81.8B
$928K 0.03%
24,000
-188,300
-89% -$7.62M
STWD icon
315
Starwood Property Trust
STWD
$5.63B
$927K 0.03%
+43,100
New +$954K
CSL icon
316
Carlisle Companies
CSL
$12.9B
$925K 0.03%
7,600
-9,700
-56% -$1.18M
LNW
317
DELISTED
Light & Wonder
LNW
$924K 0.03%
36,400
+11,900
+49% +$432K
PEG icon
318
Public Service Enterprise Group
PEG
$35.3B
$918K 0.03%
17,400
-167,400
-91% -$8.74M
CNI icon
319
Canadian National Railway
CNI
$73.1B
$915K 0.03%
10,200
+900
+10% +$78.6K
IBB icon
320
iShares Biotechnology ETF
IBB
$10.3B
$914K 0.03%
7,500
-72,700
-91% -$8.56M
FRT icon
321
Federal Realty Investment Trust
FRT
$9.89B
$910K 0.03%
+7,200
New +$914K
GM icon
322
General Motors
GM
$73.9B
$909K 0.03%
27,000
-669,100
-96% -$24.7M
ODFL icon
323
Old Dominion Freight Line
ODFL
$36.6B
$903K 0.03%
16,800
-14,400
-46% -$729K
MCO icon
324
Moody's
MCO
$81.3B
$902K 0.03%
5,400
-12,300
-69% -$2.16M
WAT icon
325
Waters Corp
WAT
$41.4B
$895K 0.03%
+4,600
New +$891K
11 12
13
14 15

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.