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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
MASI
776
DELISTED
Masimo
MASI
– –
-46,300
Closed -$4.52M
MATV icon
777
Mativ Holdings
MATV
$656M
– –
-5,900
Closed -$257K
MDT icon
778
Medtronic
MDT
$120B
– –
-126,400
Closed -$10.8M
META icon
779
Meta Platforms (Facebook)
META
$1.71T
– –
-429,600
Closed -$83.5M
MGA icon
780
Magna International
MGA
$17B
– –
-37,000
Closed -$2.15M
MKTX icon
781
MarketAxess Holdings
MKTX
$5.75B
– –
-5,300
Closed -$1.05M
MNRO icon
782
Monro
MNRO
$391M
– –
-19,600
Closed -$1.14M
MOH icon
783
Molina Healthcare
MOH
$10.8B
– –
-83,500
Closed -$8.18M
MOMO
784
Hello Group
MOMO
$714M
– –
-160,500
Closed -$6.98M
MPWR icon
785
Monolithic Power Systems
MPWR
$56.1B
– –
-26,700
Closed -$3.57M
MRC
786
DELISTED
MRC Global
MRC
– –
-34,600
Closed -$749K
MRK icon
787
Merck
MRK
$355B
– –
-145,253
Closed -$8.41M
MSFT icon
788
Microsoft
MSFT
$3.69T
– –
-5,200
Closed -$512K
MSI icon
789
Motorola Solutions
MSI
$77.6B
– –
-6,400
Closed -$744K
MSM icon
790
MSC Industrial Direct
MSM
$6.69B
– –
-3,800
Closed -$322K
MTZ icon
791
MasTec
MTZ
$17.9B
– –
-11,600
Closed -$588K
MU icon
792
Micron Technology
MU
$1.05T
– –
-132,900
Closed -$6.97M
MYGN icon
793
Myriad Genetics
MYGN
$371M
– –
-63,800
Closed -$2.38M
NAVI icon
794
Navient
NAVI
$938M
– –
-262,400
Closed -$3.42M
NBIX icon
795
Neurocrine Biosciences
NBIX
$15.2B
– –
-31,700
Closed -$3.11M
NEE icon
796
NextEra Energy
NEE
$169B
– –
-388,800
Closed -$16.2M
NEM icon
797
Newmont
NEM
$131B
– –
-12,400
Closed -$467K
NFLX icon
798
Netflix
NFLX
$324B
– –
-1,299,000
Closed -$50.8M
NKE icon
799
Nike
NKE
$53.7B
– –
-243,300
Closed -$19.4M
NOG icon
800
Northern Oil and Gas
NOG
$2.89B
– –
-12,510
Closed -$394K
30 31
32
33 34

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.