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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 | |
|---|---|---|---|---|---|---|
|
SNV
851
DELISTED
Synovus
SNV
| – | – |
-5,700
| Closed | -$301K |
|
852
S&P Global
SPGI
$122B
| – | – |
-25,300
| Closed | -$5.16M |
|
853
SPX Corp
SPXC
$8.93B
| – | – |
-19,100
| Closed | -$669K |
|
854
Sociedad Química y Minera de Chile
SQM
$19.8B
| – | – |
-13,900
| Closed | -$667K |
|
855
Sempra
SRE
$53.1B
| – | – |
-118,200
| Closed | -$6.86M |
|
856
SS&C Technologies
SSNC
$19.1B
| – | – |
-60,200
| Closed | -$3.12M |
|
857
Shutterstock
SSTK
$180M
| – | – |
-15,900
| Closed | -$754K |
|
858
STMicroelectronics
STM
$42.7B
| – | – |
-52,400
| Closed | -$1.16M |
|
859
Strategic Education
STRA
$1.85B
| – | – |
-2,900
| Closed | -$327K |
|
860
Constellation Brands
STZ
$21.1B
| – | – |
-74,900
| Closed | -$16.4M |
|
861
Supernus Pharmaceuticals
SUPN
$2.4B
| – | – |
-97,100
| Closed | -$5.81M |
|
862
SunCoke Energy
SXC
$803M
| – | – |
-19,800
| Closed | -$265K |
|
863
Invesco Solar ETF
TAN
$960M
| – | – |
-41,100
| Closed | -$949K |
|
864
Trip.com Group
TCOM
$24.7B
| – | – |
-115,400
| Closed | -$5.5M |
|
865
Teradata
TDC
$2.73B
| – | – |
-71,600
| Closed | -$2.87M |
|
866
TE Connectivity
TEL
$58.3B
| – | – |
-24,300
| Closed | -$2.19M |
|
867
TG Therapeutics
TGTX
$8.12B
| – | – |
-148,100
| Closed | -$1.95M |
|
868
Thor Industries
THO
$3.71B
| – | – |
-13,900
| Closed | -$1.35M |
|
869
TJX Companies
TJX
$137B
| – | – |
-80,200
| Closed | -$3.82M |
|
870
iShares 20+ Year Treasury Bond ETF
TLT
$46.4B
| – | – |
-65,700
| Closed | -$8M |
|
871
Toyota
TM
$231B
| – | – |
-21,000
| Closed | -$2.71M |
|
872
TripAdvisor
TRIP
$1.06B
| – | – |
-21,000
| Closed | -$1.17M |
|
873
Trinity Industries
TRN
$2.24B
| – | – |
-35,003
| Closed | -$863K |
|
874
Tenaris
TS
$28.6B
| – | – |
-38,800
| Closed | -$1.41M |
|
875
Tesla
TSLA
$1.41T
| – | – |
-1,795,500
| Closed | -$41.1M |
|
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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.