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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
ITA icon
126
iShares US Aerospace & Defense ETF
ITA
$12.6B
$3.53M 0.12%
32,600
+27,800
+579% +$2.86M
DLTR icon
127
Dollar Tree
DLTR
$21.2B
$3.5M 0.12%
42,900
-86,400
-67% -$7.59M
ROK icon
128
Rockwell Automation
ROK
$46.3B
$3.49M 0.12%
+18,600
New +$3.33M
BAX icon
129
Baxter International
BAX
$12.3B
$3.47M 0.12%
45,000
+20,800
+86% +$1.54M
LOW icon
130
Lowe's Companies
LOW
$109B
$3.47M 0.12%
30,200
-262,800
-90% -$27.4M
ELV icon
131
Elevance Health
ELV
$90.6B
$3.45M 0.12%
12,600
-73,200
-85% -$19M
TFCF
132
DELISTED
Twenty-First Century Fox, Inc. Class B
TFCF
$3.43M 0.12%
+74,900
New +$3.4M
EWG icon
133
iShares MSCI Germany ETF
EWG
$1.68B
$3.43M 0.12%
+115,300
New +$3.5M
RRC icon
134
Range Resources
RRC
$9.79B
$3.4M 0.12%
+200,000
New +$3.21M
OLED icon
135
Universal Display
OLED
$3.58B
$3.4M 0.12%
+28,800
New +$3.17M
WEC icon
136
WEC Energy
WEC
$33.7B
$3.32M 0.12%
+49,800
New +$3.32M
DTE icon
137
DTE Energy
DTE
$27.1B
$3.31M 0.12%
+35,603
New +$3.32M
ATVI
138
DELISTED
Activision Blizzard
ATVI
$3.29M 0.12%
39,500
-59,200
-60% -$4.49M
WDC icon
139
Western Digital
WDC
$149B
$3.28M 0.12%
74,220
+45,775
+161% +$2.32M
MET icon
140
MetLife
MET
$62.4B
$3.27M 0.12%
+70,100
New +$3.2M
SLB icon
141
SLB Ltd
SLB
$80.4B
$3.24M 0.11%
53,200
+3,000
+6% +$193K
URI icon
142
United Rentals
URI
$61.6B
$3.24M 0.11%
+19,800
New +$3.08M
IYT icon
143
iShares US Transportation ETF
IYT
$2.1B
$3.21M 0.11%
62,800
+16,000
+34% +$800K
AEP icon
144
American Electric Power
AEP
$65.7B
$3.19M 0.11%
+45,000
New +$3.2M
ETN icon
145
Eaton
ETN
$152B
$3.12M 0.11%
+36,000
New +$2.94M
YUM icon
146
Yum! Brands
YUM
$38.4B
$3.09M 0.11%
+34,000
New +$2.84M
COR icon
147
Cencora
COR
$61.7B
$3.09M 0.11%
33,500
-15,400
-31% -$1.33M
EFX icon
148
Equifax
EFX
$19.6B
$3.08M 0.11%
+23,600
New +$3.07M
SYK icon
149
Stryker
SYK
$108B
$3.04M 0.11%
+17,100
New +$2.92M
XBI icon
150
State Street SPDR S&P Biotech ETF
XBI
$10.4B
$2.9M 0.1%
30,200
-419,000
-93% -$40.6M
4 5
6
7 8

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.