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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
VIAV icon
376
Viavi Solutions
VIAV
$8.49B
$657K 0.02%
+58,000
New +$626K
APC
377
DELISTED
Anadarko Petroleum
APC
$653K 0.02%
9,700
-56,400
-85% -$3.81M
GRMN
378
Garmin
GRMN
$53.7B
$644K 0.02%
9,200
-29,100
-76% -$1.91M
IBKC
379
DELISTED
IBERIABANK Corp
IBKC
$642K 0.02%
+7,900
New +$657K
LEG
380
DELISTED
Leggett & Platt
LEG
$639K 0.02%
+14,600
New +$657K
SGMO
381
DELISTED
SANGAMO THERAPEUTICS INC
SGMO
$630K 0.02%
+37,200
New +$565K
LAMR icon
382
Lamar Advertising Co
LAMR
$15.1B
$622K 0.02%
8,000
+3,400
+74% +$253K
AKAM icon
383
Akamai
AKAM
$15.2B
$621K 0.02%
+8,500
New +$639K
UAA icon
384
Under Armour
UAA
$2.18B
$619K 0.02%
+29,200
New +$608K
PHG icon
385
Philips
PHG
$24.4B
$618K 0.02%
17,521
-120,457
-87% -$4.12M
FISV
386
Fiserv Inc
FISV
$26.5B
$617K 0.02%
7,500
-124,900
-94% -$9.8M
KEY icon
387
KeyCorp
KEY
$22.8B
$614K 0.02%
+30,900
New +$642K
CY
388
DELISTED
Cypress Semiconductor
CY
$614K 0.02%
42,400
-10,200
-19% -$168K
TXRH icon
389
Texas Roadhouse
TXRH
$11.4B
$609K 0.02%
8,800
-45,100
-84% -$3.06M
SWKS icon
390
Skyworks Solutions
SWKS
$13B
$607K 0.02%
+6,700
New +$627K
HRL icon
391
Hormel Foods
HRL
$11.5B
$606K 0.02%
15,400
-1,700
-10% -$65.1K
UBSI icon
392
United Bankshares
UBSI
$6.49B
$603K 0.02%
+16,600
New +$630K
CDNS icon
393
Cadence Design Systems
CDNS
$77.5B
$602K 0.02%
+13,300
New +$605K
RBA icon
394
RB Global
RBA
$16B
$599K 0.02%
+16,600
New +$594K
MUR icon
395
Murphy Oil
MUR
$5.54B
$593K 0.02%
17,800
-77,000
-81% -$2.45M
SAP icon
396
SAP
SAP
$248B
$590K 0.02%
4,800
-38,000
-89% -$4.51M
CPT icon
397
Camden Property Trust
CPT
$11.8B
$589K 0.02%
+6,300
New +$585K
DRI icon
398
Darden Restaurants
DRI
$23.9B
$589K 0.02%
5,300
-40,400
-88% -$4.55M
RES icon
399
RPC Inc
RES
$1.35B
$589K 0.02%
+38,100
New +$560K
BMO icon
400
Bank of Montreal
BMO
$121B
$585K 0.02%
7,100
-13,800
-66% -$1.11M
14 15
16
17 18

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.