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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
GOOGL icon
726
Alphabet (Google) Class A
GOOGL
$4.22T
– –
-348,000
Closed -$19.6M
GPRE icon
727
Green Plains
GPRE
$1.06B
– –
-43,400
Closed -$794K
GRFS
728
Grifois
GRFS
$5.02B
– –
-27,200
Closed -$584K
GREK
729
Global X MSCI Greece ETF
GREK
$346M
– –
-15,767
Closed -$431K
GTLS
730
DELISTED
Chart Industries
GTLS
– –
-24,500
Closed -$1.51M
GWRE icon
731
Guidewire Software
GWRE
$12.2B
– –
-3,100
Closed -$275K
HAL icon
732
Halliburton
HAL
$29.2B
– –
-267,100
Closed -$12M
HDB icon
733
HDFC Bank
HDB
$116B
– –
-196,400
Closed -$5.16M
HHH icon
734
Howard Hughes
HHH
$3.8B
– –
-27,274
Closed -$3.44M
HIMX
735
Himax Technologies
HIMX
$2.33B
– –
-15,000
Closed -$111K
HTHT icon
736
Huazhu Hotels Group
HTHT
$13.2B
– –
-149,600
Closed -$6.28M
HYG icon
737
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$15.2B
– –
-1,215,900
Closed -$103M
IAG icon
738
IAMGOLD
IAG
$11.3B
– –
-71,200
Closed -$413K
ICLR icon
739
Icon
ICLR
$13.5B
– –
-19,200
Closed -$2.54M
IDCC icon
740
InterDigital
IDCC
$8.62B
– –
-13,200
Closed -$1.07M
ILF icon
741
iShares Latin America 40 ETF
ILF
$3.9B
– –
-37,000
Closed -$1.09M
ILMN icon
742
Illumina
ILMN
$34.7B
– –
-47,596
Closed -$12.9M
ING icon
743
ING
ING
$105B
– –
-28,600
Closed -$409K
INGN icon
744
Inogen
INGN
$137M
– –
-15,500
Closed -$2.89M
INGR icon
745
Ingredion
INGR
$6.27B
– –
-1,900
Closed -$210K
INSM icon
746
Insmed
INSM
$26.8B
– –
-18,600
Closed -$439K
IRBT
747
DELISTED
iRobot
IRBT
– –
-5,700
Closed -$431K
IRWD icon
748
Ironwood Pharmaceuticals
IRWD
$696M
– –
-34,745
Closed -$556K
ISRG icon
749
Intuitive Surgical
ISRG
$135B
– –
-67,500
Closed -$10.8M
IT icon
750
Gartner
IT
$12.1B
– –
-52,800
Closed -$7.02M
28 29
30
31 32

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.