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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
AJG icon
576
Arthur J. Gallagher & Co
AJG
$62.5B
$223K 0.01%
+3,000
New +$215K
BAP icon
577
Credicorp
BAP
$30.3B
$223K 0.01%
1,000
-1,800
-64% -$403K
MMYT icon
578
MakeMyTrip
MMYT
$4.5B
$222K 0.01%
8,100
-12,200
-60% -$389K
EXEL icon
579
Exelixis
EXEL
$14.1B
$221K 0.01%
+12,500
New +$244K
IVZ icon
580
Invesco
IVZ
$13.3B
$217K 0.01%
+9,500
New +$237K
BKD icon
581
Brookdale Senior Living
BKD
$2.79B
$213K 0.01%
+21,700
New +$200K
UHAL icon
582
U-Haul Holding Co
UHAL
$12.3B
$213K 0.01%
+6,000
New +$221K
LNT icon
583
Alliant Energy
LNT
$17.1B
$212K 0.01%
+5,000
New +$215K
WDR
584
DELISTED
Waddell & Reed Financial, Inc.
WDR
$211K 0.01%
+10,000
New +$201K
WRI
585
DELISTED
Weingarten Realty Investors
WRI
$208K 0.01%
+7,000
New +$213K
GNRC icon
586
Generac Holdings
GNRC
$10.3B
$203K 0.01%
3,600
-33,100
-90% -$1.81M
GIII icon
587
G-III Apparel Group
GIII
$1.21B
$202K 0.01%
4,200
-57,000
-93% -$2.59M
SEM
588
DELISTED
Select Medical
SEM
$202K 0.01%
+20,416
New +$211K
NGD
589
DELISTED
New Gold Inc
NGD
$181K 0.01%
+228,800
New +$295K
FRAN
590
DELISTED
Francesca's Holdings Corporation
FRAN
$166K 0.01%
3,750
-3,533
-49% -$280K
BLDP
591
Ballard Power Systems
BLDP
$633M
$160K 0.01%
+37,400
New +$124K
SFUN
592
DELISTED
Fang Holdings Limited American Depositary Shares (each representing ten Class A Ordinary Shares)
SFUN
$150K 0.01%
1,162
-2,370
-67% -$360K
SBS icon
593
Sabesp
SBS
$18.6B
$145K 0.01%
127,366
-721,913
-85% -$880K
JKS
594
JinkoSolar
JKS
$538M
$133K ﹤0.01%
+12,400
New +$165K
VECO icon
595
Veeco
VECO
$2.51B
$133K ﹤0.01%
+12,983
New +$162K
TIVO
596
DELISTED
Tivo Inc
TIVO
$124K ﹤0.01%
+10,000
New +$129K
INO icon
597
Inovio Pharmaceuticals
INO
$119M
$122K ﹤0.01%
+1,833
New +$102K
VSI
598
DELISTED
Vitamin Shoppe Inc.
VSI
$121K ﹤0.01%
+12,100
New +$125K
GPOR
599
DELISTED
Gulfport Energy Corp.
GPOR
$120K ﹤0.01%
11,600
-158,100
-93% -$1.81M
DF
600
DELISTED
Dean Foods Company
DF
$112K ﹤0.01%
15,900
-13,300
-46% -$116K
22 23
24
25 26

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.