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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
RNR icon
501
RenaissanceRe
RNR
$13.6B
$333K 0.01%
+2,500
New +$323K
BNY
502
Bank of New York Mellon
BNY
$104B
$326K 0.01%
6,400
-31,800
-83% -$1.67M
PRI icon
503
Primerica
PRI
$8.97B
$325K 0.01%
2,700
-11,800
-81% -$1.37M
PVG
504
DELISTED
PRETIUM RESOURCES INC.
PVG
$321K 0.01%
+42,300
New +$347K
HXL icon
505
Hexcel
HXL
$6.89B
$315K 0.01%
4,700
-45,700
-91% -$3.1M
HEES
506
DELISTED
H&E Equipment Services
HEES
$313K 0.01%
+8,300
New +$301K
WW
507
DELISTED
WW International
WW
$309K 0.01%
+4,300
New +$349K
CVLT icon
508
Commault Systems
CVLT
$6.02B
$308K 0.01%
4,400
-88,900
-95% -$6.02M
TRMB icon
509
Trimble
TRMB
$13.4B
$308K 0.01%
+7,100
New +$277K
IMO icon
510
Imperial Oil
IMO
$63.1B
$307K 0.01%
+9,500
New +$305K
ACH
511
Accendra Health
ACH
$83.1M
$307K 0.01%
18,600
-33,600
-64% -$571K
WOLF icon
512
Wolfspeed
WOLF
$1.25B
$306K 0.01%
8,100
-166,900
-95% -$7.58M
KTOS icon
513
Kratos Defense & Security Solutions
KTOS
$8.94B
$300K 0.01%
20,300
-27,300
-57% -$361K
LIVN icon
514
LivaNova
LIVN
$4.33B
$297K 0.01%
2,400
-30,300
-93% -$3.57M
ELLI
515
DELISTED
Ellie Mae Inc
ELLI
$293K 0.01%
3,100
+300
+11% +$30.8K
PSEC icon
516
Prospect Capital
PSEC
$1.12B
$288K 0.01%
+39,300
New +$278K
GCO icon
517
Genesco
GCO
$362M
$287K 0.01%
+6,100
New +$266K
IRM icon
518
Iron Mountain
IRM
$33.4B
$286K 0.01%
+8,300
New +$296K
EFII
519
DELISTED
Electronics for Imaging
EFII
$286K 0.01%
+8,400
New +$285K
CE icon
520
Celanese
CE
$5.14B
$285K 0.01%
2,500
-14,900
-86% -$1.71M
SWBI icon
521
Smith & Wesson
SWBI
$585M
$284K 0.01%
+23,808
New +$216K
VOD icon
522
Vodafone
VOD
$40.4B
$284K 0.01%
13,100
-59,400
-82% -$1.38M
SMTC icon
523
Semtech
SMTC
$15.6B
$283K 0.01%
5,100
-49,600
-91% -$2.59M
SHO icon
524
Sunstone Hotel Investors
SHO
$2.05B
$281K 0.01%
+17,200
New +$284K
ODP
525
DELISTED
ODP
ODP
$279K 0.01%
+8,720
New +$261K
19 20
21
22 23

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.