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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
RGEN icon
526
Repligen
RGEN
$9.75B
$277K 0.01%
+5,000
New +$258K
RGR icon
527
Sturm, Ruger & Co
RGR
$593M
$276K 0.01%
4,000
-900
-18% -$54.5K
COHR
528
DELISTED
Coherent Inc
COHR
$275K 0.01%
1,600
-39,900
-96% -$7.02M
WRLD icon
529
World Acceptance Corp
WRLD
$864M
$274K 0.01%
2,400
-5,200
-68% -$597K
MDR
530
DELISTED
McDermott International
MDR
$274K 0.01%
+14,900
New +$279K
HRC
531
DELISTED
HILL-ROM HOLDINGS, INC.
HRC
$273K 0.01%
+2,900
New +$272K
CMP icon
532
Compass Minerals
CMP
$1B
$268K 0.01%
+4,000
New +$261K
LSTR icon
533
Landstar System
LSTR
$5.74B
$268K 0.01%
2,200
-800
-27% -$92.6K
ZUMZ icon
534
Zumiez
ZUMZ
$205M
$268K 0.01%
10,200
-19,400
-66% -$509K
AMP icon
535
Ameriprise Financial
AMP
$47.8B
$265K 0.01%
1,800
-18,700
-91% -$2.68M
CCK icon
536
Crown Holdings
CCK
$12.2B
$264K 0.01%
+5,500
New +$244K
SHOO icon
537
Steven Madden
SHOO
$3.04B
$264K 0.01%
7,500
-61,350
-89% -$2.28M
SYNA icon
538
Synaptics
SYNA
$3.49B
$264K 0.01%
+5,800
New +$276K
ITRI icon
539
Itron
ITRI
$4.04B
$263K 0.01%
+4,100
New +$259K
LCI
540
DELISTED
Lannett Company, Inc.
LCI
$263K 0.01%
+13,850
New +$528K
CBL
541
DELISTED
CBL& Associates Properties, Inc.
CBL
$263K 0.01%
66,100
-41,100
-38% -$197K
PII icon
542
Polaris
PII
$3.15B
$262K 0.01%
2,600
-30,700
-92% -$3.43M
SITC icon
543
SITE Centers
SITC
$152M
$262K 0.01%
25,122
-143,292
-85% -$1.56M
RRGB icon
544
Red Robin
RRGB
$138M
$260K 0.01%
+6,500
New +$276K
GPI icon
545
Group 1 Automotive
GPI
$3.13B
$259K 0.01%
+4,000
New +$289K
BGC icon
546
BGC Group
BGC
$5.8B
$258K 0.01%
+34,055
New +$252K
TDS icon
547
Telephone and Data Systems
TDS
$4.27B
$258K 0.01%
+8,500
New +$243K
UDR icon
548
UDR
UDR
$11.1B
$258K 0.01%
+6,400
New +$249K
WCC
549
WESCO International
WCC
$16.3B
$258K 0.01%
4,200
-7,300
-63% -$437K
CEO
550
DELISTED
CNOOC Limited
CEO
$256K 0.01%
1,300
-7,200
-85% -$1.22M
20 21
22
23 24

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.