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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
EPC icon
476
Edgewell Personal Care
EPC
$1.23B
$388K 0.01%
8,400
+1,400
+20% +$74.1K
CALM icon
477
Cal-Maine
CALM
$3.48B
$367K 0.01%
7,600
-4,100
-35% -$196K
VMRK
478
Vivmark Residential
VMRK
$49.4B
$364K 0.01%
+5,500
New +$364K
LPT
479
DELISTED
Liberty Property Trust
LPT
$363K 0.01%
+8,600
New +$374K
PENN icon
480
PENN Entertainment
PENN
$2.37B
$362K 0.01%
+11,000
New +$366K
IMAX icon
481
IMAX
IMAX
$2.85B
$361K 0.01%
+14,000
New +$330K
CIM
482
Chimera Investment
CIM
$910M
$358K 0.01%
+6,600
New +$371K
UTHR icon
483
United Therapeutics
UTHR
$21.4B
$358K 0.01%
+2,800
New +$346K
BR icon
484
Broadridge
BR
$19B
$356K 0.01%
+2,700
New +$343K
MKL icon
485
Markel Group
MKL
$22.2B
$356K 0.01%
+300
New +$353K
JBL icon
486
Jabil
JBL
$31.2B
$354K 0.01%
13,100
-8,300
-39% -$238K
EGHT icon
487
8x8 Inc
EGHT
$260M
$352K 0.01%
+16,600
New +$362K
CORT icon
488
Corcept Therapeutics
CORT
$12.1B
$350K 0.01%
+25,000
New +$349K
CACI icon
489
CACI
CACI
$13.9B
$349K 0.01%
1,900
-4,000
-68% -$738K
OTEX icon
490
Open Text
OTEX
$5.67B
$346K 0.01%
9,100
-15,300
-63% -$584K
CPE
491
DELISTED
Callon Petroleum Company
CPE
$346K 0.01%
2,890
-1,080
-27% -$121K
HOLX
492
DELISTED
Hologic
HOLX
$344K 0.01%
+8,400
New +$340K
NVO
493
Novo Nordisk
NVO
$184B
$344K 0.01%
14,600
-136,000
-90% -$3.32M
EBS icon
494
Emergent Biosolutions
EBS
$347M
$342K 0.01%
+5,200
New +$303K
AWI icon
495
Armstrong World Industries
AWI
$6.7B
$341K 0.01%
4,900
-38,000
-89% -$2.62M
IPHI
496
DELISTED
INPHI CORPORATION
IPHI
$341K 0.01%
+9,000
New +$310K
BB icon
497
BlackBerry
BB
$4.49B
$340K 0.01%
29,900
-39,600
-57% -$405K
DRE
498
DELISTED
Duke Realty Corp.
DRE
$337K 0.01%
+11,900
New +$340K
OC icon
499
Owens Corning
OC
$10B
$336K 0.01%
6,200
-78,900
-93% -$4.75M
DGX icon
500
Quest Diagnostics
DGX
$27.1B
$334K 0.01%
3,100
-42,700
-93% -$4.68M
18 19
20
21 22

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.