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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
SONY icon
326
Sony
SONY
$140B
$891K 0.03%
73,500
-281,000
-79% -$3.09M
MTN icon
327
Vail Resorts
MTN
$5.02B
$878K 0.03%
3,200
-35,100
-92% -$10.1M
MEOH icon
328
Methanex
MEOH
$4.89B
$870K 0.03%
11,000
+5,500
+100% +$400K
WCN
329
Waste Connections
WCN
$40B
$869K 0.03%
+10,900
New +$856K
TTM
330
DELISTED
Tata Motors Limited
TTM
$854K 0.03%
+55,600
New +$1.02M
SRCI
331
DELISTED
SRC Energy Inc
SRCI
$847K 0.03%
95,300
-165,500
-63% -$1.65M
MDRX
332
DELISTED
Veradigm Inc. Common Stock
MDRX
$846K 0.03%
+59,400
New +$807K
FDX icon
333
FedEx
FDX
$71.7B
$842K 0.03%
+3,500
New +$847K
PRU icon
334
Prudential Financial
PRU
$40.9B
$840K 0.03%
+8,300
New +$818K
STMP
335
DELISTED
Stamps.com, Inc.
STMP
$836K 0.03%
3,700
-11,300
-75% -$2.83M
GL icon
336
Globe Life
GL
$13.5B
$832K 0.03%
+9,600
New +$829K
HLF icon
337
Herbalife
HLF
$1.25B
$829K 0.03%
+15,200
New +$840K
MLCO icon
338
Melco Resorts & Entertainment
MLCO
$1.74B
$829K 0.03%
+39,200
New +$910K
PCG icon
339
PG&E
PCG
$29.4B
$828K 0.03%
+18,000
New +$802K
INCY icon
340
Incyte
INCY
$25B
$822K 0.03%
+11,900
New +$817K
KMB icon
341
Kimberly-Clark
KMB
$32.7B
$818K 0.03%
+7,200
New +$807K
UNFI icon
342
United Natural Foods
UNFI
$2.71B
$817K 0.03%
+27,300
New +$988K
PDCO
343
DELISTED
Patterson Companies, Inc.
PDCO
$816K 0.03%
33,400
-27,400
-45% -$649K
HZNP
344
DELISTED
Horizon Therapeutics Public Limited Company Ordinary Shares
HZNP
$814K 0.03%
41,600
-108,700
-72% -$2.07M
TWO
345
DELISTED
Two Harbors Investment
TWO
$806K 0.03%
13,500
+10,925
+424% +$681K
BUD icon
346
AB InBev
BUD
$157B
$805K 0.03%
+9,200
New +$897K
PLCE icon
347
Children's Place
PLCE
$42.9M
$805K 0.03%
6,300
+2,500
+66% +$319K
AWK icon
348
American Water Works
AWK
$27.5B
$791K 0.03%
+9,000
New +$792K
NUE icon
349
Nucor
NUE
$60.2B
$780K 0.03%
12,300
-42,800
-78% -$2.74M
CAR icon
350
Avis
CAR
$4.18B
$777K 0.03%
24,200
+5,100
+27% +$170K
12 13
14
15 16

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.