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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
(-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 | |
|---|---|---|---|---|---|---|
651
Box
BOX
$4.76B
| – | – |
-250,600
| Closed | -$6.26M |
|
|
BPT
652
DELISTED
BP Prudhoe Bay Royalty Trust
BPT
| – | – |
-15,400
| Closed | -$460K |
|
|
BRFS
653
DELISTED
BRF SA
BRFS
| – | – |
-238,800
| Closed | -$1.12M |
|
654
Brixmor Property Group
BRX
$8.59B
| – | – |
-143,300
| Closed | -$2.5M |
|
655
Direxion Daily MSCI Brazil Bull 2X ETF
BRZU
$114M
| – | – |
-4,960
| Closed | -$3.09M |
|
656
Santander
BSBR
$43.5B
| – | – |
-49,381
| Closed | -$354K |
|
657
Boston Scientific
BSX
$63.6B
| – | – |
-392,400
| Closed | -$12.8M |
|
658
Baytex Energy
BTE
$3.42B
| – | – |
-176,200
| Closed | -$586K |
|
659
Burlington
BURL
$14.5B
| – | – |
-67,200
| Closed | -$10.1M |
|
660
Boyd Gaming
BYD
$5.49B
| – | – |
-19,400
| Closed | -$672K |
|
|
NXH
661
Neighborhood Intelligence Inc
NXH
$324M
| – | – |
-70,011
| Closed | -$1.77M |
|
662
Credit Acceptance
CACC
$6.24B
| – | – |
-6,300
| Closed | -$2.23M |
|
663
Conagra Brands
CAG
$7.29B
| – | – |
-49,800
| Closed | -$1.78M |
|
664
Cboe Global Markets
CBOE
$28.2B
| – | – |
-137,400
| Closed | -$14.3M |
|
665
CBRE Group
CBRE
$40.1B
| – | – |
-72,700
| Closed | -$3.47M |
|
666
Cracker Barrel
CBRL
$966M
| – | – |
-6,000
| Closed | -$937K |
|
667
Cabot Corp
CBT
$4.05B
| – | – |
-19,400
| Closed | -$1.2M |
|
668
Cameco
CCJ
$39.6B
| – | – |
-96,300
| Closed | -$1.08M |
|
669
CDW
CDW
$18.7B
| – | – |
-101,500
| Closed | -$8.2M |
|
670
CF Industries
CF
$20B
| – | – |
-94,600
| Closed | -$4.2M |
|
671
Cullen/Frost Bankers
CFR
$9.91B
| – | – |
-3,700
| Closed | -$400K |
|
672
Cognex
CGNX
$10.1B
| – | – |
-102,000
| Closed | -$4.55M |
|
673
Grupo Cibest SA
CIB
$23.2B
| – | – |
-37,400
| Closed | -$1.79M |
|
674
Commercial Metals
CMC
$7.28B
| – | – |
-130,200
| Closed | -$2.75M |
|
675
Cimpress
CMPR
$1.98B
| – | – |
-30,800
| Closed | -$4.46M |
|
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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.