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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
TT icon
876
Trane Technologies
TT
$93B
– –
-81,800
Closed -$7.34M
TTMI icon
877
TTM Technologies
TTMI
$11.8B
– –
-66,600
Closed -$1.17M
TVTX icon
878
Travere Therapeutics
TVTX
$5.89B
– –
-24,300
Closed -$662K
TXMD icon
879
TherapeuticsMD
TXMD
$25M
– –
-3,824
Closed -$1.19M
TXN icon
880
Texas Instruments
TXN
$241B
– –
-130,700
Closed -$14.4M
UBS icon
881
UBS Group
UBS
$158B
– –
-178,700
Closed -$2.74M
UCTT
882
Ultra Clean Holdings
UCTT
$2.97B
– –
-24,900
Closed -$413K
UIS icon
883
Unisys
UIS
$183M
– –
-17,500
Closed -$225K
UI icon
884
Ubiquiti
UI
$34.1B
– –
-19,100
Closed -$1.62M
UL icon
885
Unilever
UL
$134B
– –
-57,333
Closed -$3.56M
V icon
886
Visa
V
$701B
– –
-165,300
Closed -$21.9M
VEEV icon
887
Veeva Systems
VEEV
$43.2B
– –
-42,900
Closed -$3.3M
VFC icon
888
VF Corp
VFC
$5B
– –
-140,609
Closed -$10.8M
VGT icon
889
Vanguard Information Technology ETF
VGT
$146B
– –
-52,800
Closed -$1.2M
VIPS icon
890
Vipshop
VIPS
$5.75B
– –
-515,500
Closed -$5.59M
VNDA icon
891
Vanda Pharmaceuticals
VNDA
$302M
– –
-12,300
Closed -$234K
VRSK icon
892
Verisk Analytics
VRSK
$23.4B
– –
-21,300
Closed -$2.29M
VRSN icon
893
VeriSign
VRSN
$26.9B
– –
-55,400
Closed -$7.61M
VRTS icon
894
Virtus Investment Partners
VRTS
$913M
– –
-3,000
Closed -$383K
VTI icon
895
Vanguard Morningstar Total Stock Market ETF
VTI
$681B
– –
-185,300
Closed -$26M
VUG icon
896
Vanguard Morningstar Growth ETF
VUG
$224B
– –
-841,200
Closed -$21M
W icon
897
Wayfair
W
$14.2B
– –
-5,500
Closed -$653K
WAB icon
898
Wabtec
WAB
$47B
– –
-31,800
Closed -$3.13M
WBD icon
899
Warner Bros
WBD
$70.3B
– –
-365,900
Closed -$10.1M
WBS
900
DELISTED
Webster Financial
WBS
– –
-22,100
Closed -$1.41M
34 35
36
37 38

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.