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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 | |
|---|---|---|---|---|---|---|
801
Norfolk Southern
NSC
$71.9B
| – | – |
-30,600
| Closed | -$4.62M |
|
802
NetApp
NTAP
$37.3B
| – | – |
-66,900
| Closed | -$5.25M |
|
803
NetEase
NTES
$76.5B
| – | – |
-11,000
| Closed | -$555K |
|
804
NETGEAR
NTGR
$594M
| – | – |
-17,100
| Closed | -$1.07M |
|
805
Nu Skin
NUS
$231M
| – | – |
-44,000
| Closed | -$3.44M |
|
806
NVR
NVR
$16.7B
| – | – |
-300
| Closed | -$891K |
|
807
Novartis
NVS
$263B
| – | – |
-55,130
| Closed | -$3.73M |
|
808
News Corp Class A
NWSA
$16.3B
| – | – |
-44,000
| Closed | -$682K |
|
809
New York Times
NYT
$11.6B
| – | – |
-180,900
| Closed | -$4.68M |
|
810
Oil States International
OIS
$519M
| – | – |
-51,100
| Closed | -$1.64M |
|
811
Omnicom Group
OMC
$21.9B
| – | – |
-35,700
| Closed | -$2.72M |
|
812
OneMain Financial
OMF
$7.08B
| – | – |
-56,800
| Closed | -$1.89M |
|
813
Opko Health
OPK
$1.17B
| – | – |
-127,100
| Closed | -$597K |
|
814
Pan American Silver
PAAS
$20.1B
| – | – |
-47,900
| Closed | -$857K |
|
815
Palo Alto Networks
PANW
$307B
| – | – |
-139,200
| Closed | -$4.77M |
|
|
PARA
816
DELISTED
Paramount Global Class B
PARA
| – | – |
-166,200
| Closed | -$9.34M |
|
817
Paychex
PAYX
$42.1B
| – | – |
-157,500
| Closed | -$10.8M |
|
818
Pebblebrook Hotel Trust
PEB
$2.05B
| – | – |
-40,300
| Closed | -$1.56M |
|
819
Pfizer
PFE
$157B
| – | – |
-473,562
| Closed | -$16.3M |
|
820
Packaging Corp of America
PKG
$20.6B
| – | – |
-14,100
| Closed | -$1.58M |
|
821
POSCO
PKX
$18.5B
| – | – |
-5,900
| Closed | -$437K |
|
822
Plug Power
PLUG
$2.86B
| – | – |
-26,700
| Closed | -$53K |
|
823
Pool Corp
POOL
$6.06B
| – | – |
-22,900
| Closed | -$3.47M |
|
824
Power Integrations
POWI
$2.7B
| – | – |
-19,600
| Closed | -$715K |
|
825
Pilgrim's Pride
PPC
$7.11B
| – | – |
-149,900
| Closed | -$3.02M |
|
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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.