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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
ERIC icon
701
Ericsson
ERIC
$33B
– –
-283,500
Closed -$2.17M
EMBJ
702
Embraer S.A. ADS
EMBJ
$13.3B
– –
-77,900
Closed -$1.94M
ESI icon
703
Element Solutions
ESI
$7.98B
– –
-77,900
Closed -$903K
EVR icon
704
Evercore
EVR
$10.4B
– –
-23,600
Closed -$2.49M
EWBC icon
705
East-West Bancorp
EWBC
$17.6B
– –
-26,500
Closed -$1.73M
EWZ icon
706
iShares MSCI Brazil ETF
EWZ
$8.57B
– –
-1,996,900
Closed -$64M
EXAS
707
DELISTED
Exact Sciences
EXAS
– –
-80,200
Closed -$4.79M
EXK
708
Endeavour Silver
EXK
$2.88B
– –
-193,300
Closed -$603K
EXP icon
709
Eagle Materials
EXP
$5.63B
– –
-18,800
Closed -$1.97M
F icon
710
Ford
F
$53.4B
– –
-1,092,300
Closed -$12.1M
FAF icon
711
First American
FAF
$7.37B
– –
-15,200
Closed -$786K
FANG icon
712
Diamondback Energy
FANG
$54.7B
– –
-61,800
Closed -$8.13M
FDN icon
713
First Trust Dow Jones Internet Index Fund ETF
FDN
$5.32B
– –
-39,200
Closed -$5.39M
KYNB
714
Kyntra Bio
KYNB
$31.6M
– –
-1,404
Closed -$2.2M
FHI icon
715
Federated Hermes
FHI
$4.28B
– –
-138,700
Closed -$3.23M
FIVE icon
716
Five Below
FIVE
$13.2B
– –
-54,000
Closed -$5.28M
FLO icon
717
Flowers Foods
FLO
$1.31B
– –
-70,800
Closed -$1.47M
FLR icon
718
Fluor
FLR
$7.05B
– –
-65,500
Closed -$3.19M
FNF icon
719
Fidelity National Financial
FNF
$11.7B
– –
-39,000
Closed -$1.41M
FOLD
720
DELISTED
Amicus Therapeutics
FOLD
– –
-132,400
Closed -$2.07M
GDX icon
721
VanEck Gold Miners ETF
GDX
$28.3B
– –
-108,100
Closed -$2.41M
GDXJ icon
722
VanEck Junior Gold Miners ETF
GDXJ
$8.95B
– –
-104,100
Closed -$3.4M
GES
723
DELISTED
Guess Inc
GES
– –
-83,100
Closed -$1.78M
GNTX icon
724
Gentex
GNTX
$4.74B
– –
-134,200
Closed -$3.09M
GOOG icon
725
Alphabet (Google) Class C
GOOG
$4.18T
– –
-242,000
Closed -$13.5M
27 28
29
30 31

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.