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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
CI icon
51
Cigna
CI
$76.3B
$9M 0.32%
+43,200
New +$8.01M
EOG icon
52
EOG Resources
EOG
$80.6B
$8.87M 0.31%
69,500
-55,000
-44% -$6.69M
ERX icon
53
Direxion Daily Energy Bull 2X ETF
ERX
$266M
$8.67M 0.3%
23,250
-13,180
-36% -$4.77M
TGT icon
54
Target
TGT
$70.1B
$8.41M 0.3%
95,300
+73,500
+337% +$6.11M
KO icon
55
Coca-Cola
KO
$382B
$8.38M 0.29%
181,400
+97,100
+115% +$4.44M
EWC icon
56
iShares MSCI Canada ETF
EWC
$6.82B
$8.22M 0.29%
285,800
+193,000
+208% +$5.56M
CAT icon
57
Caterpillar
CAT
$360B
$8.04M 0.28%
+52,700
New +$7.45M
VB icon
58
Vanguard Morningstar Small-Cap ETF
VB
$78.5B
$7.79M 0.27%
47,900
-158,200
-77% -$25.6M
JPM icon
59
JPMorgan Chase
JPM
$937B
$7.54M 0.26%
+66,800
New +$7.58M
DHR icon
60
Danaher
DHR
$147B
$7.49M 0.26%
+77,719
New +$7.08M
MO icon
61
Altria Group
MO
$117B
$7.41M 0.26%
+122,800
New +$7.29M
MHK icon
62
Mohawk Industries
MHK
$8.74B
$7.12M 0.25%
40,600
+22,300
+122% +$4.37M
INTC icon
63
Intel
INTC
$513B
$7.05M 0.25%
+149,200
New +$7.26M
PSA icon
64
Public Storage
PSA
$55.4B
$6.75M 0.24%
+33,500
New +$7.23M
RTX icon
65
RTX Corp
RTX
$263B
$6.72M 0.24%
+76,431
New +$6.42M
CPAY icon
66
Corpay
CPAY
$26.8B
$6.65M 0.23%
29,200
-26,000
-47% -$5.68M
EWH icon
67
iShares MSCI Hong Kong ETF
EWH
$1.16B
$6.56M 0.23%
+274,300
New +$6.61M
AMGN icon
68
Amgen
AMGN
$203B
$6.55M 0.23%
31,600
-84,000
-73% -$16.6M
WMB icon
69
Williams Companies
WMB
$87.6B
$6.48M 0.23%
+238,300
New +$6.91M
LUV icon
70
Southwest Airlines
LUV
$19.2B
$6.48M 0.23%
+103,700
New +$6.07M
WYNN icon
71
Wynn Resorts
WYNN
$8.93B
$6.11M 0.21%
48,100
+46,300
+2,572% +$6.87M
SO icon
72
Southern Company
SO
$98.9B
$6.11M 0.21%
+140,100
New +$6.46M
AGN
73
DELISTED
Allergan plc
AGN
$6.08M 0.21%
31,900
-48,900
-61% -$8.98M
FEZ icon
74
State Street SPDR EURO STOXX 50 ETF
FEZ
$4.34B
$6.04M 0.21%
+157,800
New +$6.1M
SOXX icon
75
iShares Semiconductor ETF
SOXX
$42.6B
$6.03M 0.21%
+97,800
New +$6.04M
1 2
3
4 5

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.