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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
WFC icon
901
Wells Fargo
WFC
$271B
– –
-65,400
Closed -$3.63M
WGO icon
902
Winnebago Industries
WGO
$772M
– –
-27,000
Closed -$1.1M
WIX icon
903
WIX.com
WIX
$3.46B
– –
-40,400
Closed -$4.05M
WLK icon
904
Westlake Corp
WLK
$8.95B
– –
-7,000
Closed -$753K
WNC icon
905
Wabash National
WNC
$509M
– –
-18,700
Closed -$348K
WOR icon
906
Worthington Enterprises
WOR
$2.66B
– –
-13,138
Closed -$339K
WPM icon
907
Wheaton Precious Metals
WPM
$68.1B
– –
-98,600
Closed -$2.17M
WSO icon
908
Watsco Inc
WSO
$12.5B
– –
-7,600
Closed -$1.35M
WU icon
909
Western Union
WU
$2.14B
– –
-250,800
Closed -$5.1M
WWW icon
910
Wolverine World Wide
WWW
$1.57B
– –
-31,800
Closed -$1.1M
WY icon
911
Weyerhaeuser
WY
$16.1B
– –
-106,000
Closed -$3.86M
XLV icon
912
State Street Health Care Select Sector SPDR ETF
XLV
$43.5B
– –
-394,200
Closed -$32.9M
XME icon
913
State Street SPDR S&P Metals & Mining ETF
XME
$4.48B
– –
-274,700
Closed -$9.74M
XRX icon
914
Xerox
XRX
$454M
– –
-46,000
Closed -$1.1M
ZWS icon
915
Zurn Elkay Water Solutions
ZWS
$7.66B
– –
-123,107
Closed -$1.72M
NBIS
916
Nebius Group N.V.
NBIS
$56.4B
– –
-32,100
Closed -$1.15M
GAP
917
The Gap Inc
GAP
$7.18B
– –
-370,200
Closed -$12M
QVCGA
918
DELISTED
QVC Group Inc Series A
QVCGA
– –
-2,081
Closed -$2.14M
JOYY
919
JOYY Inc
JOYY
$3.78B
– –
-6,700
Closed -$673K
TVRD
920
Tvardi Therapeutics
TVRD
$23.5M
– –
-1,033
Closed -$712K
NVRO
921
DELISTED
NEVRO CORP.
NVRO
– –
-4,900
Closed -$391K
ITCI
922
DELISTED
Intra-Cellular Therapies Inc.
ITCI
– –
-12,800
Closed -$226K
EGRX
923
DELISTED
Eagle Pharmaceuticals, Inc.
EGRX
– –
-9,400
Closed -$711K
BIG
924
DELISTED
Big Lots, Inc.
BIG
– –
-32,400
Closed -$1.35M
SPWR
925
DELISTED
SunPower Corporation Common Stock
SPWR
– –
-69,326
Closed -$348K
35 36
37
38 39

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.