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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
CONN
926
DELISTED
Conn's Inc.
CONN
– –
-24,500
Closed -$808K
MRNS
927
DELISTED
Marinus Pharmaceuticals, Inc
MRNS
– –
-40,475
Closed -$1.14M
MDC
928
DELISTED
M.D.C. Holdings, Inc.
MDC
– –
-26,244
Closed -$692K
SRC
929
DELISTED
SPIRIT REALTY CAPITAL, INC.
SRC
– –
-88,520
Closed -$3.55M
NETI
930
DELISTED
Eneti Inc.
NETI
– –
-4,196
Closed -$276K
SGEN
931
DELISTED
Seagen Inc. Common Stock
SGEN
– –
-37,700
Closed -$2.5M
PACW
932
DELISTED
PacWest Bancorp
PACW
– –
-27,800
Closed -$1.37M
AVTA
933
DELISTED
Avantax, Inc. Common Stock
AVTA
– –
-7,300
Closed -$270K
VMW
934
DELISTED
VMware, Inc
VMW
– –
-10,200
Closed -$1.5M
ICPT
935
DELISTED
Intercept Pharmaceuticals, Inc.
ICPT
– –
-5,600
Closed -$469K
FRGI
936
DELISTED
Fiesta Restaurant Group, Inc.
FRGI
– –
-17,600
Closed -$505K
INFI
937
DELISTED
Infinity Pharmaceuticals, Inc.
INFI
– –
-25,900
Closed -$49K
PDCE
938
DELISTED
PDC Energy, Inc.
PDCE
– –
-41,800
Closed -$2.53M
SPPI
939
DELISTED
Spectrum Pharmaceuticals Inc
SPPI
– –
-31,700
Closed -$664K
ACOR
940
DELISTED
Acorda Therapeutics
ACOR
– –
-552
Closed -$1.9M
AUY
941
DELISTED
Yamana Gold, Inc.
AUY
– –
-582,300
Closed -$1.69M
ATCO
942
DELISTED
Atlas Corp.
ATCO
– –
-50,500
Closed -$514K
STOR
943
DELISTED
STORE Capital Corporation
STOR
– –
-17,500
Closed -$479K
BNFT
944
DELISTED
Benefitfocus, Inc.
BNFT
– –
-8,400
Closed -$282K
TWTR
945
DELISTED
Twitter, Inc.
TWTR
– –
-820,500
Closed -$35.8M
TMX
946
DELISTED
Terminix Global Holdings, Inc.
TMX
– –
-10,451
Closed -$416K
MNDT
947
DELISTED
Mandiant, Inc. Common Stock
MNDT
– –
-120,400
Closed -$1.85M
SNP
948
DELISTED
CHINA PETROLEUM & CHEMICAL CORPORATION ADS (REP 100 ORDINARY H SHARES)
SNP
– –
-3,600
Closed -$323K
ENDP
949
DELISTED
Endo International plc
ENDP
– –
-86,800
Closed -$818K
SAFM
950
DELISTED
Sanderson Farms Inc
SAFM
– –
-36,100
Closed -$3.79M
36 37
38
39 40

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.