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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
PGNX
976
DELISTED
Progenics Pharmaceuticals Inc
PGNX
– –
-76,500
Closed -$615K
JCP
977
DELISTED
J.C. Penney Company, Inc.
JCP
– –
-104,300
Closed -$244K
AVEO
978
DELISTED
AVEO Pharmaceuticals, Inc.
AVEO
– –
-5,380
Closed -$121K
DPLO
979
DELISTED
DIPLOMAT PHARMACY, INC.
DPLO
– –
-51,400
Closed -$1.31M
WCG
980
DELISTED
Wellcare Health Plans, Inc.
WCG
– –
-31,800
Closed -$7.83M
GWR
981
DELISTED
Genesee & Wyoming Inc.
GWR
– –
-6,200
Closed -$504K
ASNA
982
DELISTED
Ascena Retail Group, Inc.
ASNA
– –
-3,360
Closed -$267K
ALDR
983
DELISTED
Alder Biopharmaceuticals
ALDR
– –
-54,000
Closed -$853K
AABA
984
DELISTED
Altaba Inc
AABA
– –
-123,300
Closed -$9.03M
BID
985
DELISTED
Sotheby's
BID
– –
-40,200
Closed -$2.18M
CRAY
986
DELISTED
Cray, Inc.
CRAY
– –
-21,700
Closed -$533K
BKS
987
DELISTED
Barnes & Noble
BKS
– –
-20,000
Closed -$127K
DATA
988
DELISTED
Tableau Software, Inc.
DATA
– –
-56,500
Closed -$5.52M
WP
989
DELISTED
Worldpay, Inc.
WP
– –
-84,400
Closed -$6.9M
ARRY
990
DELISTED
Array Biopharma Inc
ARRY
– –
-49,100
Closed -$823K
EPE
991
DELISTED
EP Energy Corporation
EPE
– –
-23,400
Closed -$70K
WFT
992
DELISTED
Weatherford International plc
WFT
– –
-859,000
Closed -$2.83M
ULTI
993
DELISTED
Ultimate Software Group Inc
ULTI
– –
-7,200
Closed -$1.85M
AKAO
994
DELISTED
Achaogen Inc
AKAO
– –
-26,900
Closed -$232K
USG
995
DELISTED
Usg
USG
– –
-135,000
Closed -$5.82M
ICON
996
DELISTED
Iconix Brand Group, Inc.
ICON
– –
-34,990
Closed -$204K
TAHO
997
DELISTED
Tahoe Resources Inc
TAHO
– –
-37,700
Closed -$185K
ATHN
998
DELISTED
Athenahealth, Inc.
ATHN
– –
-23,200
Closed -$3.69M
DNB
999
DELISTED
Dun & Bradstreet
DNB
– –
-16,600
Closed -$2.04M
TSRO
1000
DELISTED
TESARO, Inc.
TSRO
– –
-123,800
Closed -$5.5M
37 38 39
40
41

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.