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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
ITT icon
751
ITT
ITT
$17.8B
– –
-16,900
Closed -$883K
ITUB icon
752
Itaú Unibanco
ITUB
$90.4B
– –
-1,963,573
Closed -$9.89M
IWB icon
753
iShares Russell 1000 ETF
IWB
$48.5B
– –
-127,100
Closed -$19.3M
IWF icon
754
iShares Russell 1000 Growth ETF
IWF
$124B
– –
-795,200
Closed -$28.6M
IYF icon
755
iShares US Financials ETF
IYF
$4.33B
– –
-3,600
Closed -$210K
J icon
756
Jacobs Solutions
J
$16.9B
– –
-56,459
Closed -$2.96M
JAZZ icon
757
Jazz Pharmaceuticals
JAZZ
$15.8B
– –
-23,300
Closed -$4.01M
JBHT icon
758
JB Hunt Transport Services
JBHT
$22.3B
– –
-43,600
Closed -$5.3M
JD icon
759
JD.com
JD
$36.3B
– –
-76,300
Closed -$2.97M
JKHY icon
760
Jack Henry & Associates
JKHY
$11.1B
– –
-25,200
Closed -$3.29M
JLL icon
761
Jones Lang LaSalle
JLL
$15.9B
– –
-8,500
Closed -$1.41M
JNJ icon
762
Johnson & Johnson
JNJ
$644B
– –
-64,400
Closed -$7.81M
JNK icon
763
State Street SPDR Bloomberg High Yield Bond ETF
JNK
$6.8B
– –
-643,500
Closed -$68.5M
KBH icon
764
KB Home
KBH
$3.03B
– –
-36,700
Closed -$999K
KWEB icon
765
KraneShares CSI China Internet ETF
KWEB
$4.67B
– –
-48,600
Closed -$2.9M
HAPN
766
Happen Inc
HAPN
$1.88B
– –
-47,020
Closed -$891K
LEN icon
767
Lennar Class A
LEN
$19.4B
– –
-38,738
Closed -$1.97M
LFUS icon
768
Littelfuse
LFUS
$10.2B
– –
-6,300
Closed -$1.44M
LGND icon
769
Ligand Pharmaceuticals
LGND
$5.5B
– –
-12,503
Closed -$1.61M
LKQ icon
770
LKQ Corp
LKQ
$5.96B
– –
-33,800
Closed -$1.08M
LLY icon
771
Eli Lilly
LLY
$1.02T
– –
-176,300
Closed -$15M
LMT icon
772
Lockheed Martin
LMT
$124B
– –
-54,900
Closed -$16.2M
LPLA icon
773
LPL Financial
LPLA
$26.7B
– –
-5,500
Closed -$360K
LULU icon
774
lululemon athletica
LULU
$10.8B
– –
-44,500
Closed -$5.55M
MAN icon
775
ManpowerGroup
MAN
$2.7B
– –
-22,500
Closed -$1.94M
29 30
31
32 33

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.