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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
ZNGA
951
DELISTED
ZYNGA INC. CL A COMMON
ZNGA
– –
-1,160,300
Closed -$4.72M
DISCK
952
DELISTED
Discovery, Inc. Series C Common Stock
DISCK
– –
-196,600
Closed -$5.01M
ADXS
953
DELISTED
Advaxis Inc
ADXS
– –
-1,780
Closed -$38K
MDP
954
DELISTED
Meredith Corporation
MDP
– –
-18,500
Closed -$943K
CVA
955
DELISTED
Covanta Holding Corporation
CVA
– –
-66,800
Closed -$1.1M
CSOD
956
DELISTED
Cornerstone OnDemand, Inc.
CSOD
– –
-19,700
Closed -$934K
PFPT
957
DELISTED
Proofpoint, Inc.
PFPT
– –
-6,300
Closed -$726K
MXIM
958
DELISTED
Maxim Integrated Products
MXIM
– –
-34,200
Closed -$2.01M
CLGX
959
DELISTED
Corelogic, Inc.
CLGX
– –
-18,200
Closed -$944K
GWPH
960
DELISTED
GW Pharmaceuticals Plc American Depositary Shares
GWPH
– –
-41,300
Closed -$5.76M
GLUU
961
DELISTED
Glu Mobile Inc.
GLUU
– –
-334,200
Closed -$2.14M
HPR
962
DELISTED
HighPoint Resources Corporation
HPR
– –
-348
Closed -$105K
PE
963
DELISTED
PARSLEY ENERGY INC
PE
– –
-208,400
Closed -$6.31M
WPX
964
DELISTED
WPX Energy, Inc.
WPX
– –
-270,000
Closed -$4.87M
TIF
965
DELISTED
Tiffany & Co.
TIF
– –
-145,400
Closed -$19.1M
HDS
966
DELISTED
HD Supply Holdings, Inc.
HDS
– –
-161,000
Closed -$6.91M
GLIBA
967
DELISTED
GCI Liberty, Inc. Class A Common Stock (DE)
GLIBA
– –
-19,700
Closed -$888K
DNKN
968
DELISTED
Dunkin' Brands Group, Inc.
DNKN
– –
-81,500
Closed -$5.63M
IMMU
969
DELISTED
Immunomedics Inc
IMMU
– –
-44,500
Closed -$1.05M
NBL
970
DELISTED
Noble Energy, Inc.
NBL
– –
-152,300
Closed -$5.37M
ETFC
971
DELISTED
E*Trade Financial Corporation
ETFC
– –
-18,800
Closed -$1.15M
MNTA
972
DELISTED
Momenta Pharmaceuticals, Inc.
MNTA
– –
-13,000
Closed -$265K
BFYT
973
DELISTED
Benefytt Technologies, Inc. Class A Common Stock
BFYT
– –
-15,100
Closed -$488K
NE
974
DELISTED
Noble Corporation
NE
– –
-234,000
Closed -$1.48M
MINI
975
DELISTED
Mobile Mini Inc
MINI
– –
-6,800
Closed -$318K
37 38
39
40 41

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HIC
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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.