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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
BHP icon
101
BHP
BHP
$215B
$4.72M 0.17%
106,159
+53,696
+102% +$2.33M
EW icon
102
Edwards Lifesciences
EW
$49.4B
$4.67M 0.16%
80,400
-124,800
-61% -$6.1M
CNC icon
103
Centene
CNC
$33.4B
$4.55M 0.16%
62,800
-5,600
-8% -$389K
CME icon
104
CME Group
CME
$98.9B
$4.42M 0.16%
26,000
+21,200
+442% +$3.57M
XRAY icon
105
Dentsply Sirona
XRAY
$1.96B
$4.37M 0.15%
115,800
-25,300
-18% -$1.05M
OKE icon
106
Oneok
OKE
$59.7B
$4.36M 0.15%
64,300
-50,700
-44% -$3.47M
SPG icon
107
Simon Property Group
SPG
$66B
$4.31M 0.15%
24,400
-6,300
-21% -$1.11M
EWA icon
108
iShares MSCI Australia ETF
EWA
$1.28B
$4.29M 0.15%
194,200
+21,600
+13% +$486K
SHPG
109
DELISTED
Shire pic
SHPG
$4.19M 0.15%
+23,100
New +$4M
AMAT icon
110
Applied Materials
AMAT
$334B
$4.16M 0.15%
+107,600
New +$4.76M
ICE icon
111
Intercontinental Exchange
ICE
$88.1B
$4.16M 0.15%
55,500
-43,200
-44% -$3.25M
CLR
112
DELISTED
CONTINENTAL RESOURCES INC.
CLR
$4.12M 0.14%
60,300
-55,400
-48% -$3.5M
RIG icon
113
Transocean
RIG
$6.63B
$4.07M 0.14%
291,400
-325,600
-53% -$4.04M
M icon
114
Macy's
M
$5.77B
$4.05M 0.14%
+116,600
New +$4.34M
OXY icon
115
Occidental Petroleum
OXY
$63.5B
$3.98M 0.14%
48,500
-197,500
-80% -$16M
EXPE icon
116
Expedia Group
EXPE
$35.2B
$3.97M 0.14%
+30,400
New +$3.95M
SYY icon
117
Sysco
SYY
$38.2B
$3.93M 0.14%
+53,600
New +$3.86M
DG icon
118
Dollar General
DG
$27.5B
$3.92M 0.14%
35,900
-6,300
-15% -$655K
DLR icon
119
Digital Realty Trust
DLR
$66.5B
$3.85M 0.14%
+34,200
New +$4.09M
HUM icon
120
Humana
HUM
$47.6B
$3.76M 0.13%
11,100
-17,600
-61% -$5.72M
AET
121
DELISTED
Aetna Inc
AET
$3.73M 0.13%
18,400
-93,600
-84% -$18.3M
ACN icon
122
Accenture
ACN
$118B
$3.68M 0.13%
21,600
-70,900
-77% -$11.8M
DD icon
123
DuPont de Nemours
DD
$17.3B
$3.63M 0.13%
+22,311
New +$3.84M
DE icon
124
Deere & Co
DE
$184B
$3.61M 0.13%
+24,000
New +$3.45M
GPN icon
125
Global Payments
GPN
$23.5B
$3.58M 0.13%
+28,100
New +$3.38M
3 4
5
6 7

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.