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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
IMPV
1001
DELISTED
Imperva, Inc.
IMPV
– –
-37,500
Closed -$1.81M
ESRX
1002
DELISTED
Express Scripts Holding Company
ESRX
– –
-80,700
Closed -$6.23M
SODA
1003
DELISTED
SodaStream International Ltd
SODA
– –
-16,300
Closed -$1.39M
LHO
1004
DELISTED
LaSalle Hotel Properties
LHO
– –
-53,700
Closed -$1.84M
EGN
1005
DELISTED
Energen
EGN
– –
-31,200
Closed -$2.27M
SVU
1006
DELISTED
SUPERVALU Inc.
SVU
– –
-58,700
Closed -$1.2M
WIN
1007
DELISTED
Windstream Holdings Inc
WIN
– –
-44,000
Closed -$231K
WPG
1008
DELISTED
Washington Prime Group Inc.
WPG
– –
-23,611
Closed -$1.72M
CRC
1009
DELISTED
California Resources Corporation
CRC
– –
-7,200
Closed -$327K
NLSN
1010
DELISTED
Nielsen Holdings plc
NLSN
– –
-67,800
Closed -$2.1M
ZGNX
1011
DELISTED
Zogenix, Inc.
ZGNX
– –
-15,600
Closed -$689K
BEAT
1012
DELISTED
BioTelemetry, Inc.
BEAT
– –
-10,700
Closed -$481K
KEM
1013
DELISTED
KEMET Corporation
KEM
– –
-136,900
Closed -$3.31M
DISH
1014
DELISTED
DISH Network Corp.
DISH
– –
-189,000
Closed -$6.35M
CA
1015
DELISTED
CA, Inc.
CA
– –
-76,300
Closed -$2.72M
SIVB
1016
DELISTED
SVB Financial Group
SIVB
– –
-15,200
Closed -$4.39M
MBT
1017
DELISTED
Mobile TeleSystems Public Joint Stock Company American Depositary Shares (Each representing 2 Shares
MBT
– –
-278,400
Closed -$2.46M
CKH
1018
DELISTED
Seacor Holdings Inc.
CKH
– –
-5,100
Closed -$292K
UN
1019
DELISTED
Unilever NV New York Registry Shares
UN
– –
-74,500
Closed -$4.15M
FTR
1020
DELISTED
Frontier Communications Corp.
FTR
– –
-91,500
Closed -$490K
AAN.A
1021
DELISTED
The Aaron's Company Inc Class A
AAN.A
– –
-7,000
Closed -$304K
37 38 39 40
41

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HIC
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AGAM
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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.