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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
TRGP icon
351
Targa Resources
TRGP
$61.7B
$777K 0.03%
+13,800
New +$736K
TNL icon
352
Travel + Leisure Co
TNL
$4.02B
$763K 0.03%
17,600
+9,100
+107% +$404K
ENB icon
353
Enbridge
ENB
$107B
$758K 0.03%
+23,500
New +$821K
RSG icon
354
Republic Services
RSG
$68.3B
$741K 0.03%
+10,200
New +$738K
ELS icon
355
Equity Lifestyle Properties
ELS
$11.9B
$733K 0.03%
15,200
-8,200
-35% -$385K
LVS icon
356
Las Vegas Sands
LVS
$26.8B
$729K 0.03%
12,300
-29,800
-71% -$2M
NUVA
357
DELISTED
NuVasive, Inc.
NUVA
$723K 0.03%
+10,200
New +$649K
PNW icon
358
Pinnacle West Capital
PNW
$11.6B
$720K 0.03%
+9,100
New +$731K
NLY icon
359
Annaly Capital Management
NLY
$16.2B
$708K 0.02%
+17,325
New +$726K
EPR icon
360
EPR Properties
EPR
$4.45B
$704K 0.02%
+10,300
New +$700K
AJRD
361
DELISTED
Aerojet Rocketdyne Holdings
AJRD
$703K 0.02%
+20,700
New +$690K
SPN
362
DELISTED
Superior Energy Services, Inc.
SPN
$701K 0.02%
+7,200
New +$676K
TCO
363
DELISTED
Taubman Centers Inc.
TCO
$700K 0.02%
11,700
+6,700
+134% +$413K
NNN icon
364
NNN REIT
NNN
$8.2B
$699K 0.02%
+15,600
New +$702K
RDN icon
365
Radian Group
RDN
$4.66B
$690K 0.02%
+33,400
New +$641K
CM icon
366
Canadian Imperial Bank of Commerce
CM
$104B
$684K 0.02%
14,600
-6,800
-32% -$312K
CUBE icon
367
CubeSmart
CUBE
$9.04B
$681K 0.02%
23,900
-20,600
-46% -$630K
DVA icon
368
DaVita
DVA
$12.2B
$680K 0.02%
+9,500
New +$672K
SBRA icon
369
Sabra Healthcare REIT
SBRA
$5.16B
$679K 0.02%
+29,400
New +$666K
SIX
370
DELISTED
Six Flags Entertainment Corp.
SIX
$677K 0.02%
9,700
-108,500
-92% -$7.37M
FIZZ icon
371
National Beverage
FIZZ
$3B
$676K 0.02%
11,600
-10,600
-48% -$595K
MPT
372
Medical Properties Trust
MPT
$2.09B
$676K 0.02%
45,400
-48,600
-52% -$709K
GGG icon
373
Graco
GGG
$12.4B
$671K 0.02%
+14,500
New +$676K
MRSH
374
Marsh
MRSH
$84.4B
$670K 0.02%
+8,100
New +$686K
HOG icon
375
Harley-Davidson
HOG
$2.86B
$665K 0.02%
+14,700
New +$638K
13 14
15
16 17

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.