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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
AME icon
201
Ametek
AME
$53.8B
$1.92M 0.07%
24,300
+17,800
+274% +$1.36M
ETR icon
202
Entergy
ETR
$49.6B
$1.91M 0.07%
47,200
+25,600
+119% +$1.06M
FCX icon
203
Freeport-McMoran
FCX
$101B
$1.91M 0.07%
+137,200
New +$2.07M
FAST icon
204
Fastenal
FAST
$56.9B
$1.91M 0.07%
+131,600
New +$1.87M
TSN icon
205
Tyson Foods
TSN
$18.6B
$1.89M 0.07%
+31,700
New +$1.98M
AGNC icon
206
AGNC Investment
AGNC
$11.9B
$1.88M 0.07%
+101,000
New +$1.93M
STLD icon
207
Steel Dynamics
STLD
$34.5B
$1.87M 0.07%
41,300
+4,000
+11% +$184K
GME icon
208
GameStop
GME
$10.8B
$1.86M 0.07%
487,200
+77,200
+19% +$296K
DFS
209
DELISTED
Discover Financial Services
DFS
$1.83M 0.06%
24,000
-16,100
-40% -$1.21M
LII icon
210
Lennox International
LII
$12.6B
$1.79M 0.06%
+8,200
New +$1.79M
WM icon
211
Waste Management
WM
$87.1B
$1.79M 0.06%
19,800
+16,700
+539% +$1.48M
WSM icon
212
Williams-Sonoma
WSM
$25.9B
$1.78M 0.06%
54,200
-234,200
-81% -$7.43M
DECK icon
213
Deckers Outdoor
DECK
$10.7B
$1.75M 0.06%
88,800
-429,600
-83% -$8.34M
CTXS
214
DELISTED
Citrix Systems Inc
CTXS
$1.75M 0.06%
+15,700
New +$1.74M
APA icon
215
APA Corp
APA
$16.2B
$1.74M 0.06%
36,500
-76,700
-68% -$3.45M
DOC icon
216
Healthpeak Properties
DOC
$14B
$1.73M 0.06%
+65,700
New +$1.73M
RHI icon
217
Robert Half
RHI
$3.83B
$1.71M 0.06%
24,300
-20,800
-46% -$1.52M
SAVE
218
DELISTED
Spirit Airlines, Inc.
SAVE
$1.7M 0.06%
+36,100
New +$1.6M
REG icon
219
Regency Centers
REG
$13.6B
$1.69M 0.06%
+26,100
New +$1.66M
OVV icon
220
Ovintiv
OVV
$18B
$1.67M 0.06%
25,540
-72,540
-74% -$4.7M
IFF icon
221
International Flavors & Fragrances
IFF
$21.7B
$1.66M 0.06%
+11,900
New +$1.57M
TAP icon
222
Molson Coors Class B
TAP
$7.32B
$1.63M 0.06%
+26,500
New +$1.75M
GD icon
223
General Dynamics
GD
$96.6B
$1.62M 0.06%
7,900
-24,000
-75% -$4.7M
SJM icon
224
J.M. Smucker
SJM
$13.1B
$1.59M 0.06%
+15,500
New +$1.69M
ZBH icon
225
Zimmer Biomet
ZBH
$18.6B
$1.59M 0.06%
+12,463
New +$1.48M
7 8
9
10 11

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.