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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
PSX icon
826
Phillips 66
PSX
$106B
– –
-151,600
Closed -$17M
PTCT icon
827
PTC Therapeutics
PTCT
$5.48B
– –
-78,500
Closed -$2.65M
PWR icon
828
Quanta Services
PWR
$92.2B
– –
-10,900
Closed -$364K
QCOM icon
829
Qualcomm
QCOM
$201B
– –
-115,900
Closed -$6.5M
QGEN icon
830
Qiagen
QGEN
$8.77B
– –
-40,740
Closed -$1.56M
QQQ icon
831
Invesco QQQ Trust
QQQ
$474B
– –
-397,500
Closed -$68.2M
QRVO icon
832
Qorvo
QRVO
$10.4B
– –
-73,600
Closed -$5.9M
RARE icon
833
Ultragenyx Pharmaceutical
RARE
$1.29B
– –
-4,900
Closed -$376K
RDUS
834
DELISTED
Radius Recycling
RDUS
– –
-7,000
Closed -$235K
RGLD icon
835
Royal Gold
RGLD
$21.3B
– –
-39,100
Closed -$3.63M
RH icon
836
RH
RH
$2.36B
– –
-83,600
Closed -$11.7M
RITM icon
837
Rithm Capital
RITM
$5.34B
– –
-267,200
Closed -$4.67M
RJF icon
838
Raymond James Financial
RJF
$32.5B
– –
-22,350
Closed -$1.33M
RL icon
839
Ralph Lauren
RL
$20B
– –
-65,900
Closed -$8.28M
RRX icon
840
Regal Rexnord
RRX
$10.2B
– –
-7,500
Closed -$613K
RS icon
841
Reliance Steel & Aluminium
RS
$20B
– –
-29,200
Closed -$2.56M
RVTY icon
842
Revvity
RVTY
$15.6B
– –
-11,100
Closed -$812K
SABR icon
843
Sabre
SABR
$843M
– –
-64,100
Closed -$1.58M
SAH icon
844
Sonic Automotive
SAH
$2.36B
– –
-12,400
Closed -$255K
SBAC icon
845
SBA Communications
SBAC
$19.4B
– –
-36,800
Closed -$6.08M
SFM icon
846
Sprouts Farmers Market
SFM
$6.85B
– –
-36,700
Closed -$809K
SIMO icon
847
Silicon Motion
SIMO
$8.11B
– –
-12,500
Closed -$661K
SIRI icon
848
SiriusXM
SIRI
$9.95B
– –
-7,550
Closed -$511K
SLAB icon
849
Silicon Laboratories
SLAB
$7.34B
– –
-5,900
Closed -$587K
SM icon
850
SM Energy
SM
$9.82B
– –
-36,400
Closed -$935K
32 33
34
35 36

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.