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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
GNC
601
DELISTED
GNC Holdings, Inc.
GNC
$110K ﹤0.01%
26,800
-298,200
-92% -$987K
NVAX icon
602
Novavax
NVAX
$1.54B
$95K ﹤0.01%
2,540
-8,975
-78% -$253K
PIR
603
DELISTED
Pier 1 Imports, Inc.
PIR
$94K ﹤0.01%
+3,165
New +$126K
GERN icon
604
Geron
GERN
$829M
$89K ﹤0.01%
50,800
-221,200
-81% -$964K
SHLD
605
DELISTED
Sears Holding Corporation
SHLD
$88K ﹤0.01%
91,500
-28,100
-23% -$46.9K
AG icon
606
First Majestic Silver
AG
$9.03B
$86K ﹤0.01%
15,200
-35,200
-70% -$218K
CHK
607
DELISTED
Chesapeake Energy Corporation
CHK
$86K ﹤0.01%
+97
New +$88.4K
GNW icon
608
Genworth Financial
GNW
$3.81B
$76K ﹤0.01%
18,300
-122,200
-87% -$552K
ONIT
609
Onity Group
ONIT
$285M
$39K ﹤0.01%
667
-4,093
-86% -$253K
NAT icon
610
Nordic American Tanker
NAT
$1.69B
$36K ﹤0.01%
17,600
-270,400
-94% -$622K
HMY icon
611
Harmony Gold Mining
HMY
$12B
$22K ﹤0.01%
+13,700
New +$23.1K
AAOI icon
612
Applied Optoelectronics
AAOI
$8.21B
– –
-43,500
Closed -$1.95M
ABBV icon
613
AbbVie
ABBV
$464B
– –
-227,400
Closed -$21.1M
ABEV icon
614
Ambev
ABEV
$46.1B
– –
-844,700
Closed -$3.91M
ABG icon
615
Asbury Automotive
ABG
$3.5B
– –
-8,500
Closed -$582K
ACIW icon
616
ACI Worldwide
ACIW
$5.21B
– –
-17,100
Closed -$421K
ACLS icon
617
Axcelis
ACLS
$3.2B
– –
-13,500
Closed -$267K
ADI icon
618
Analog Devices
ADI
$175B
– –
-188,100
Closed -$18M
ADP icon
619
Automatic Data Processing
ADP
$109B
– –
-60,200
Closed -$8.07M
AEO icon
620
American Eagle Outfitters
AEO
$2.48B
– –
-48,500
Closed -$1.13M
AGIO icon
621
Agios Pharmaceuticals
AGIO
$1.97B
– –
-18,700
Closed -$1.57M
ALGN icon
622
Align Technology
ALGN
$10.7B
– –
-48,100
Closed -$16.5M
ALSN icon
623
Allison Transmission
ALSN
$9.8B
– –
-13,100
Closed -$530K
ALV icon
624
Autoliv
ALV
$8.49B
– –
-46,220
Closed -$4.77M
AMCX icon
625
AMC Global Media
AMCX
$501M
– –
-49,000
Closed -$3.05M
23 24
25
26 27

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.