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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
ALB icon
451
Albemarle
ALB
$13B
$439K 0.02%
+4,400
New +$426K
RDC
452
DELISTED
Rowan Companies Plc
RDC
$438K 0.02%
23,300
-6,700
-22% -$100K
VC icon
453
Visteon
VC
$2.58B
$436K 0.02%
4,700
-8,500
-64% -$983K
KIM icon
454
Kimco Realty
KIM
$15.1B
$430K 0.02%
25,700
-59,300
-70% -$995K
PPL
455
PPL Corp
PPL
$25B
$427K 0.02%
14,600
-60,200
-80% -$1.76M
IDTI
456
DELISTED
Integrated Device Technology I
IDTI
$427K 0.02%
9,100
-124,300
-93% -$4.8M
TROW icon
457
T. Rowe Price
TROW
$21.8B
$425K 0.01%
3,900
-19,900
-84% -$2.3M
CDP icon
458
COPT Defense Properties
CDP
$3.88B
$423K 0.01%
+14,200
New +$425K
BECN
459
DELISTED
Beacon Roofing Supply, Inc.
BECN
$423K 0.01%
+11,700
New +$464K
CVI icon
460
CVR Energy
CVI
$5.32B
$422K 0.01%
10,500
-38,400
-79% -$1.44M
PLD icon
461
Prologis
PLD
$127B
$420K 0.01%
6,200
-48,000
-89% -$3.16M
DBD
462
DELISTED
Diebold Nixdorf Incorporated
DBD
$420K 0.01%
93,500
-22,500
-19% -$164K
FCN icon
463
FTI Consulting
FCN
$4.04B
$417K 0.01%
+5,700
New +$420K
LNG icon
464
Cheniere Energy
LNG
$55.5B
$416K 0.01%
6,000
-82,800
-93% -$5.34M
GE icon
465
GE Aerospace
GE
$326B
$415K 0.01%
7,679
-175,109
-96% -$10.8M
BRKR icon
466
Bruker
BRKR
$9.22B
$411K 0.01%
+12,300
New +$405K
DKS icon
467
Dick's Sporting Goods
DKS
$11.1B
$408K 0.01%
11,500
-74,200
-87% -$2.66M
H icon
468
Hyatt Hotels
H
$15B
$405K 0.01%
+5,100
New +$401K
ORI icon
469
Old Republic International
ORI
$9.86B
$402K 0.01%
18,000
-23,300
-56% -$503K
AGO icon
470
Assured Guaranty
AGO
$3.16B
$401K 0.01%
+9,500
New +$377K
DHC
471
Diversified Healthcare Trust
DHC
$1.9B
$395K 0.01%
+22,500
New +$413K
OMER icon
472
Omeros
OMER
$1.29B
$393K 0.01%
+16,100
New +$359K
DEI icon
473
Douglas Emmett
DEI
$1.72B
$392K 0.01%
+10,400
New +$406K
FL
474
DELISTED
Foot Locker
FL
$392K 0.01%
7,700
-99,100
-93% -$4.91M
TSCO icon
475
Tractor Supply
TSCO
$17.3B
$390K 0.01%
21,500
-8,000
-27% -$133K
17 18
19
20 21

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.