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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
VG
551
DELISTED
Vonage Holdings Corporation
VG
$256K 0.01%
18,100
-99,800
-85% -$1.37M
AA icon
552
Alcoa
AA
$12.2B
$254K 0.01%
+6,300
New +$274K
PSMT icon
553
Pricesmart
PSMT
$5.15B
$250K 0.01%
+3,100
New +$260K
IPGP icon
554
IPG Photonics
IPGP
$3.27B
$249K 0.01%
+1,600
New +$297K
RHP icon
555
Ryman Hospitality Properties
RHP
$8.27B
$249K 0.01%
2,900
-1,900
-40% -$162K
MANH icon
556
Manhattan Associates
MANH
$12.4B
$245K 0.01%
+4,500
New +$240K
PTR
557
DELISTED
PETROCHINA COMPANY LIMITED ADS (REP 100 H SHARES)
PTR
$244K 0.01%
+3,000
New +$224K
SVC
558
Service Properties Trust
SVC
$857M
$242K 0.01%
+1,680
New +$241K
HALO icon
559
Halozyme
HALO
$12.3B
$241K 0.01%
+13,300
New +$233K
RYAAY icon
560
Ryanair
RYAAY
$27.3B
$240K 0.01%
6,250
-14,750
-70% -$607K
GEO icon
561
The GEO Group
GEO
$4.14B
$239K 0.01%
+9,500
New +$243K
MSTR icon
562
Strategy Inc
MSTR
$50.1B
$239K 0.01%
+17,000
New +$239K
WAL icon
563
Western Alliance Bancorporation
WAL
$8.49B
$238K 0.01%
4,200
-7,700
-65% -$444K
LZB icon
564
La-Z-Boy
LZB
$1.21B
$237K 0.01%
7,500
-33,800
-82% -$1.08M
ESL
565
DELISTED
Esterline Technologies
ESL
$236K 0.01%
+2,600
New +$219K
VRE
566
DELISTED
Veris Residential
VRE
$235K 0.01%
+11,100
New +$226K
RYN icon
567
Rayonier
RYN
$5.96B
$233K 0.01%
+7,605
New +$244K
SLM icon
568
SLM Corp
SLM
$4.75B
$233K 0.01%
20,900
-85,100
-80% -$985K
CPA icon
569
Copa Holdings
CPA
$5.23B
$231K 0.01%
+2,900
New +$254K
AX icon
570
Axos Financial
AX
$5.25B
$230K 0.01%
+6,700
New +$257K
EIX icon
571
Edison International
EIX
$21.1B
$230K 0.01%
+3,400
New +$227K
LNN icon
572
Lindsay Corp
LNN
$1.2B
$230K 0.01%
2,300
-3,800
-62% -$357K
ST icon
573
Sensata Technologies
ST
$6.1B
$227K 0.01%
+4,600
New +$241K
SGI
574
Somnigroup International
SGI
$13.5B
$227K 0.01%
+17,200
New +$230K
SSYS icon
575
Stratasys
SSYS
$663M
$226K 0.01%
+9,800
New +$221K
21 22
23
24 25

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.