We are live on
!
Find out more
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
(-41%)
Cap. Flow
-$2.09B
Cap. Flow
% of AUM
-73.52%
Top 10 Holdings %
Top 10 Hldgs %
41.95%
Holding
1,021
New
319
Increased
63
Reduced
229
Closed
410
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
iShares MSCI EAFE ETF
EFA
|
+$208M |
| 2 |
NVIDIA
NVDA
|
+$80.9M |
| 3 |
State Street Industrial Select Sector SPDR ETF
XLI
|
+$74.7M |
| 4 |
iShares MSCI Japan ETF
EWJ
|
+$69.3M |
| 5 |
Vanguard FTSE Developed Markets ETF
VEA
|
+$59.8M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
iShares Russell 2000 ETF
IWM
|
+$146M |
| 2 |
Amazon
AMZN
|
+$112M |
| 3 |
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
|
+$103M |
| 4 |
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
|
+$101M |
| 5 |
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 | |
|---|---|---|---|---|---|---|
626
Advanced Micro Devices
AMD
$837B
| – | – |
-2,776,100
| Closed | -$41.6M |
|
627
AMN Healthcare
AMN
$1.35B
| – | – |
-41,000
| Closed | -$2.4M |
|
|
628
Amazon
AMZN
$2.65T
| – | – |
-1,318,000
| Closed | -$112M |
|
629
AutoNation
AN
$6.46B
| – | – |
-11,600
| Closed | -$563K |
|
630
Arista Networks
ANET
$249B
| – | – |
-62,400
| Closed | -$1M |
|
631
Angi Inc
ANGI
$215M
| – | – |
-7,660
| Closed | -$1.18M |
|
632
A.O. Smith
AOS
$7.73B
| – | – |
-13,500
| Closed | -$798K |
|
633
Amphenol
APH
$191B
| – | – |
-299,200
| Closed | -$3.26M |
|
634
Aptiv
APTV
$9B
| – | – |
-136,200
| Closed | -$12.5M |
|
635
ArcBest
ARCB
$2.91B
| – | – |
-21,400
| Closed | -$977K |
|
636
Ares Capital
ARCC
$13.9B
| – | – |
-133,100
| Closed | -$2.19M |
|
637
Archrock
AROC
$5.44B
| – | – |
-58,900
| Closed | -$706K |
|
638
Associated Banc-Corp
ASB
$5.62B
| – | – |
-29,200
| Closed | -$797K |
|
639
Ashland
ASH
$3.23B
| – | – |
-85,800
| Closed | -$6.71M |
|
|
DCH
640
Dauch Corp
DCH
$1.43B
| – | – |
-69,700
| Closed | -$1.08M |
|
641
Booz Allen Hamilton
BAH
$9.43B
| – | – |
-64,300
| Closed | -$2.81M |
|
642
Banco Bradesco
BBD
$37B
| – | – |
-1,343,724
| Closed | -$5.77M |
|
643
Brink's
BCO
$4.47B
| – | – |
-15,500
| Closed | -$1.24M |
|
644
BioCryst Pharmaceuticals
BCRX
$2.15B
| – | – |
-74,800
| Closed | -$428K |
|
645
Barclays
BCS
$84.9B
| – | – |
-32,007
| Closed | -$306K |
|
646
Becton Dickinson
BDX
$49.5B
| – | – |
-44,280
| Closed | -$10.3M |
|
647
Baidu
BIDU
$30.2B
| – | – |
-91,800
| Closed | -$22.3M |
|
648
Bio-Rad Laboratories Class A
BIO
$10.1B
| – | – |
-8,300
| Closed | -$2.39M |
|
649
Baker Hughes
BKR
$55.9B
| – | – |
-258,000
| Closed | -$8.52M |
|
650
Blackbaud
BLKB
$2.03B
| – | – |
-13,900
| Closed | -$1.42M |
|
Similar funds
HIC
AGAM
RFA
SPG
TCM
DLP
SIC
GC
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.