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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
O icon
176
Realty Income
O
$55.6B
$2.31M 0.08%
+41,899
New +$2.31M
TDG icon
177
TransDigm Group
TDG
$60B
$2.27M 0.08%
6,100
-7,200
-54% -$2.59M
MTD icon
178
Mettler-Toledo International
MTD
$26.7B
$2.25M 0.08%
3,700
+1,800
+95% +$1.06M
CTSH icon
179
Cognizant
CTSH
$28.5B
$2.21M 0.08%
28,600
+14,600
+104% +$1.14M
AXP icon
180
American Express
AXP
$219B
$2.19M 0.08%
+20,600
New +$2.14M
SNPS icon
181
Synopsys
SNPS
$70.5B
$2.19M 0.08%
+22,200
New +$2.12M
AVB
182
DELISTED
AvalonBay Communities
AVB
$2.17M 0.08%
+12,000
New +$2.14M
XEL icon
183
Xcel Energy
XEL
$45.3B
$2.17M 0.08%
+46,000
New +$2.17M
RDS.B
184
DELISTED
Royal Dutch Shell PLC ADS Class B
RDS.B
$2.17M 0.08%
30,600
+23,600
+337% +$1.63M
EMR icon
185
Emerson Electric
EMR
$82B
$2.17M 0.08%
+28,300
New +$2.09M
JCI icon
186
Johnson Controls International
JCI
$83.8B
$2.15M 0.08%
+61,300
New +$2.26M
TD icon
187
Toronto Dominion Bank
TD
$199B
$2.14M 0.08%
35,200
-21,300
-38% -$1.27M
PH icon
188
Parker-Hannifin
PH
$117B
$2.12M 0.07%
+11,500
New +$1.98M
MNST icon
189
Monster Beverage
MNST
$87.4B
$2.08M 0.07%
+142,800
New +$2.15M
EA
190
DELISTED
Electronic Arts
EA
$2.07M 0.07%
17,200
-132,800
-89% -$17.1M
VNO icon
191
Vornado Realty Trust
VNO
$6.45B
$2.05M 0.07%
+28,100
New +$2.08M
A icon
192
Agilent Technologies
A
$42.4B
$2.04M 0.07%
+29,000
New +$1.92M
ACAD icon
193
Acadia Pharmaceuticals
ACAD
$4.61B
$2.02M 0.07%
+97,500
New +$1.53M
FTI icon
194
TechnipFMC
FTI
$29.4B
$2.01M 0.07%
+86,419
New +$1.96M
COO icon
195
Cooper Companies
COO
$10.1B
$2M 0.07%
+28,800
New +$1.85M
CLF icon
196
Cleveland-Cliffs
CLF
$6.73B
$1.97M 0.07%
155,400
-254,800
-62% -$2.62M
HST icon
197
Host Hotels & Resorts
HST
$15.2B
$1.95M 0.07%
92,600
-524,800
-85% -$11.1M
HSY icon
198
Hershey
HSY
$34.2B
$1.95M 0.07%
+19,100
New +$1.89M
ANSS
199
DELISTED
Ansys
ANSS
$1.94M 0.07%
10,400
-8,200
-44% -$1.47M
KR icon
200
Kroger
KR
$37.1B
$1.93M 0.07%
+66,400
New +$1.98M
6 7
8
9 10

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.