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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
MFA
401
MFA Financial
MFA
$855M
$584K 0.02%
+19,875
New +$613K
DEO icon
402
Diageo
DEO
$48.4B
$580K 0.02%
4,100
-38,800
-90% -$5.57M
SRCL
403
DELISTED
Stericycle Inc
SRCL
$575K 0.02%
+9,800
New +$626K
OII icon
404
Oceaneering
OII
$4.64B
$571K 0.02%
20,700
-13,700
-40% -$365K
FNSR
405
DELISTED
Finisar Corp
FNSR
$567K 0.02%
+29,800
New +$554K
VSH icon
406
Vishay Intertechnology
VSH
$4.86B
$563K 0.02%
27,700
-87,400
-76% -$2.06M
REN
407
DELISTED
Resolute Energy Corporaton
REN
$563K 0.02%
+14,900
New +$485K
DINO icon
408
HF Sinclair
DINO
$20.2B
$559K 0.02%
8,000
-59,700
-88% -$4.21M
MIC
409
DELISTED
Macquarie Infrastructure Holdings, LLC
MIC
$558K 0.02%
+12,100
New +$553K
UFS
410
DELISTED
DOMTAR CORPORATION (New)
UFS
$558K 0.02%
10,700
-3,100
-22% -$156K
CLB icon
411
Core Laboratories
CLB
$535M
$555K 0.02%
4,800
-6,800
-59% -$767K
HSBC icon
412
HSBC
HSBC
$348B
$554K 0.02%
13,226
+2,400
+22% +$104K
ALKS icon
413
Alkermes
ALKS
$7.75B
$551K 0.02%
+13,000
New +$564K
SNBR
414
DELISTED
Sleep Number
SNBR
$551K 0.02%
+15,000
New +$487K
HRB icon
415
H&R Block
HRB
$5.57B
$548K 0.02%
+21,300
New +$540K
IPG
416
DELISTED
Interpublic Group of Companies
IPG
$548K 0.02%
24,000
-135,300
-85% -$3.06M
GGB icon
417
Gerdau
GGB
$9.81B
$543K 0.02%
+162,540
New +$523K
LH icon
418
Labcorp
LH
$26.3B
$538K 0.02%
3,608
-5,122
-59% -$779K
MTG icon
419
MGIC Investment
MTG
$6.04B
$537K 0.02%
+40,400
New +$501K
THC icon
420
Tenet Healthcare
THC
$21.5B
$529K 0.02%
+18,600
New +$614K
MLM icon
421
Martin Marietta Materials
MLM
$35.7B
$527K 0.02%
2,900
-27,600
-90% -$5.7M
ED icon
422
Consolidated Edison
ED
$39B
$525K 0.02%
+6,900
New +$544K
EXTR icon
423
Extreme Networks
EXTR
$2.88B
$524K 0.02%
95,800
+66,700
+229% +$473K
SBH icon
424
Sally Beauty Holdings
SBH
$1.53B
$520K 0.02%
+28,300
New +$452K
AZTA icon
425
Azenta
AZTA
$1.47B
$518K 0.02%
14,800
-43,700
-75% -$1.44M
15 16
17
18 19

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.