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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
ALL icon
151
Allstate
ALL
$64.4B
$2.86M 0.1%
+29,000
New +$2.83M
JNPR
152
DELISTED
Juniper Networks
JNPR
$2.85M 0.1%
+95,200
New +$2.66M
CCL icon
153
Carnival Corporation Ltd
CCL
$30.6B
$2.81M 0.1%
+44,000
New +$2.67M
D icon
154
Dominion Energy
D
$55.9B
$2.8M 0.1%
+39,900
New +$2.83M
ALK icon
155
Alaska Air
ALK
$4.43B
$2.73M 0.1%
+39,600
New +$2.57M
MOS icon
156
The Mosaic Company
MOS
$7.88B
$2.69M 0.09%
82,900
-71,100
-46% -$2.14M
FMC icon
157
FMC
FMC
$1.35B
$2.63M 0.09%
34,821
+23,291
+202% +$1.75M
FE icon
158
FirstEnergy
FE
$26.3B
$2.6M 0.09%
70,100
-354,200
-83% -$12.9M
LEA icon
159
Lear
LEA
$6.08B
$2.6M 0.09%
17,900
+9,500
+113% +$1.63M
NRG icon
160
NRG Energy
NRG
$22.6B
$2.6M 0.09%
+69,400
New +$2.33M
SKX
161
DELISTED
Skechers
SKX
$2.56M 0.09%
+91,600
New +$2.65M
DUK icon
162
Duke Energy
DUK
$91.8B
$2.54M 0.09%
+31,800
New +$2.57M
IWN icon
163
iShares Russell 2000 Value ETF
IWN
$14.1B
$2.5M 0.09%
18,800
-278,900
-94% -$37.6M
AMT icon
164
American Tower
AMT
$82.2B
$2.5M 0.09%
17,200
-45,300
-72% -$6.64M
BBL
165
DELISTED
BHP Group Plc American Depositary Shares (Each representing two Ordinary Shares)
BBL
$2.5M 0.09%
56,800
+20,800
+58% +$897K
APD icon
166
Air Products & Chemicals
APD
$63.9B
$2.46M 0.09%
+14,700
New +$2.39M
CCI icon
167
Crown Castle
CCI
$31.2B
$2.45M 0.09%
22,000
-14,200
-39% -$1.58M
ES icon
168
Eversource Energy
ES
$25.6B
$2.44M 0.09%
+39,800
New +$2.44M
AVGO icon
169
Broadcom
AVGO
$1.62T
$2.44M 0.09%
99,000
-475,000
-83% -$10.7M
NFX
170
DELISTED
Newfield Exploration
NFX
$2.44M 0.09%
+84,600
New +$2.38M
WELL icon
171
Welltower
WELL
$169B
$2.43M 0.09%
+37,800
New +$2.44M
VLO icon
172
Valero Energy
VLO
$116B
$2.38M 0.08%
20,900
-141,500
-87% -$16.1M
CPB icon
173
Campbell Soup
CPB
$6.38B
$2.34M 0.08%
+64,000
New +$2.61M
CIEN icon
174
Ciena
CIEN
$48.3B
$2.34M 0.08%
74,900
+36,100
+93% +$1.01M
ATI icon
175
ATI
ATI
$25.8B
$2.31M 0.08%
78,200
+33,200
+74% +$893K
5 6
7
8 9

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.