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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
CAKE icon
426
Cheesecake Factory
CAKE
$4.86B
$503K 0.02%
+9,400
New +$508K
AL
427
DELISTED
Air Lease Corp
AL
$500K 0.02%
+10,900
New +$486K
PFG icon
428
Principal Financial Group
PFG
$25.5B
$492K 0.02%
8,400
-1,500
-15% -$83.6K
COHR icon
429
Coherent
COHR
$56.3B
$487K 0.02%
+10,300
New +$468K
ESV
430
DELISTED
Ensco Rowan plc
ESV
$486K 0.02%
14,425
-119,700
-89% -$3.42M
ROST icon
431
Ross Stores
ROST
$72.7B
$485K 0.02%
4,900
-186,300
-97% -$17.1M
ALGT icon
432
Allegiant Air
ALGT
$2.15B
$481K 0.02%
+3,800
New +$506K
LNC icon
433
Lincoln National
LNC
$8.36B
$480K 0.02%
+7,100
New +$469K
LBTYK icon
434
Liberty Global Class C
LBTYK
$3.43B
$478K 0.02%
+17,000
New +$459K
NOV icon
435
NOV
NOV
$7.47B
$478K 0.02%
11,100
-115,800
-91% -$5.18M
PBI icon
436
Pitney Bowes
PBI
$2.39B
$477K 0.02%
+67,500
New +$545K
LECO icon
437
Lincoln Electric
LECO
$14.1B
$476K 0.02%
5,100
-15,000
-75% -$1.39M
SCG
438
DELISTED
Scana
SCG
$474K 0.02%
12,200
-212,000
-95% -$8.13M
FN icon
439
Fabrinet
FN
$14B
$471K 0.02%
10,200
-5,200
-34% -$223K
WEN icon
440
Wendy's
WEN
$1.39B
$469K 0.02%
27,400
-74,200
-73% -$1.3M
UNM icon
441
Unum
UNM
$15.3B
$468K 0.02%
12,000
-48,500
-80% -$1.81M
HIW icon
442
Highwoods Properties
HIW
$3.42B
$467K 0.02%
+9,900
New +$489K
LSI
443
DELISTED
Life Storage, Inc.
LSI
$456K 0.02%
+7,200
New +$467K
Y
444
DELISTED
Alleghany Corp
Y
$456K 0.02%
+700
New +$438K
AIV
445
Aimco
AIV
$333M
$454K 0.02%
+77,320
New +$445K
CTAS icon
446
Cintas
CTAS
$80.4B
$454K 0.02%
9,200
-28,400
-76% -$1.47M
DLB icon
447
Dolby
DLB
$5.61B
$454K 0.02%
+6,500
New +$436K
ROP icon
448
Roper Technologies
ROP
$37.4B
$444K 0.02%
1,500
-2,500
-63% -$737K
BNS icon
449
Scotiabank
BNS
$114B
$441K 0.02%
+7,400
New +$432K
OZK icon
450
Bank OZK
OZK
$5.35B
$440K 0.02%
+11,600
New +$476K
16 17
18
19 20

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.