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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
CNP icon
676
CenterPoint Energy
CNP
$25.2B
– –
-42,000
Closed -$1.16M
CNQ icon
677
Canadian Natural Resources
CNQ
$103B
– –
-170,915
Closed -$3.02M
COST icon
678
Costco
COST
$396B
– –
-70,100
Closed -$14.6M
CPRI icon
679
Capri Holdings
CPRI
$1.67B
– –
-42,900
Closed -$2.86M
CRI icon
680
Carter's
CRI
$1.07B
– –
-6,500
Closed -$704K
CRL icon
681
Charles River Laboratories
CRL
$13.1B
– –
-10,600
Closed -$1.19M
CRM icon
682
Salesforce
CRM
$206B
– –
-5,500
Closed -$750K
CRS icon
683
Carpenter Technology
CRS
$20.4B
– –
-37,400
Closed -$1.97M
CSTE icon
684
Caesarstone
CSTE
$99.2M
– –
-35,700
Closed -$539K
CUZ icon
685
Cousins Properties
CUZ
$4.65B
– –
-7,775
Closed -$301K
CVE icon
686
Cenovus Energy
CVE
$60B
– –
-101,400
Closed -$1.05M
DAN icon
687
Dana Inc
DAN
$3.22B
– –
-107,600
Closed -$2.17M
DAR icon
688
Darling Ingredients
DAR
$10.3B
– –
-91,300
Closed -$1.81M
DB icon
689
Deutsche Bank
DB
$72.1B
– –
-145,200
Closed -$1.54M
DBI icon
690
Designer Brands
DBI
$309M
– –
-240,200
Closed -$6.2M
DDS icon
691
Dillards
DDS
$10.1B
– –
-11,300
Closed -$1.07M
DHI icon
692
D.R. Horton
DHI
$38.7B
– –
-49,000
Closed -$2.01M
DNOW icon
693
DNOW Inc
DNOW
$2.82B
– –
-33,400
Closed -$445K
DOX icon
694
Amdocs
DOX
$6.41B
– –
-45,600
Closed -$3.02M
DRH icon
695
Diamondrock Hospitality Co
DRH
$2.51B
– –
-19,800
Closed -$243K
EDU icon
696
New Oriental
EDU
$8.88B
– –
-11,100
Closed -$1.05M
EGO icon
697
Eldorado Gold
EGO
$10.6B
– –
-121,580
Closed -$603K
EL icon
698
Estee Lauder
EL
$34.6B
– –
-11,000
Closed -$1.57M
ENS icon
699
EnerSys
ENS
$6.2B
– –
-10,600
Closed -$791K
EQIX icon
700
Equinix
EQIX
$100B
– –
-9,200
Closed -$3.95M
26 27
28
29 30

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.