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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
VGK icon
26
Vanguard FTSE Europe ETF
VGK
$30.1B
$20.2M 0.71%
+358,500
New +$20.3M
HD icon
27
Home Depot
HD
$305B
$20M 0.7%
96,700
-130,700
-57% -$26.3M
SMH icon
28
VanEck Semiconductor ETF
SMH
$67.1B
$19.4M 0.68%
+364,800
New +$19.4M
CSCO icon
29
Cisco
CSCO
$434B
$18.1M 0.64%
+372,400
New +$16.8M
NXPI icon
30
NXP Semiconductors
NXPI
$57.1B
$17M 0.6%
+198,400
New +$19M
IJH icon
31
iShares Core S&P Mid-Cap ETF
IJH
$122B
$16.7M 0.59%
414,500
-673,000
-62% -$27.1M
UNP icon
32
Union Pacific
UNP
$169B
$15.9M 0.56%
+97,700
New +$14.7M
BA icon
33
Boeing
BA
$166B
$15.7M 0.55%
+42,300
New +$14.9M
DIS icon
34
Walt Disney
DIS
$184B
$14.5M 0.51%
123,800
-27,100
-18% -$3.02M
ORCL icon
35
Oracle
ORCL
$424B
$14.5M 0.51%
+280,500
New +$13.6M
TFCFA
36
DELISTED
Twenty-First Century Fox, Inc. Class A
TFCFA
$13.8M 0.49%
+298,600
New +$13.7M
OIH icon
37
VanEck Oil Services ETF
OIH
$2.02B
$13.8M 0.49%
27,445
+770
+3% +$387K
VALE icon
38
Vale
VALE
$61.6B
$13.8M 0.48%
926,600
+785,200
+555% +$10.6M
MCD icon
39
McDonald's
MCD
$179B
$13.7M 0.48%
+82,000
New +$13.1M
COP icon
40
ConocoPhillips
COP
$170B
$13.1M 0.46%
168,700
-5,500
-3% -$397K
VEU icon
41
Vanguard FTSE All-World ex-US ETF
VEU
$69.1B
$12.2M 0.43%
+234,600
New +$12.2M
IWO icon
42
iShares Russell 2000 Growth ETF
IWO
$14.1B
$11.2M 0.39%
52,200
-104,900
-67% -$22.4M
EZU icon
43
iShare MSCI Eurozone ETF
EZU
$9.61B
$10.8M 0.38%
+263,100
New +$10.9M
UNH icon
44
UnitedHealth
UNH
$337B
$10.3M 0.36%
38,800
-37,300
-49% -$9.7M
BP icon
45
BP
BP
$121B
$10.2M 0.36%
232,409
+54,553
+31% +$2.28M
AZO icon
46
AutoZone
AZO
$46.7B
$9.93M 0.35%
12,800
+10,900
+574% +$8.02M
ABT icon
47
Abbott
ABT
$177B
$9.9M 0.35%
+135,000
New +$8.86M
UPS icon
48
United Parcel Service
UPS
$87.1B
$9.89M 0.35%
84,700
+68,900
+436% +$8.11M
DAL icon
49
Delta Air Lines
DAL
$51.9B
$9.63M 0.34%
+166,600
New +$9.17M
XLB icon
50
State Street Materials Select Sector SPDR ETF
XLB
$8.39B
$9M 0.32%
+310,800
New +$9.17M
1
2
3 4 5

Similar funds

HIC
Harvey Investment Company Louisville, Kentucky $918M AUM 14.93% 1-Year Est. Return
AGAM
Avalon Global Asset Management San Francisco, California $917M AUM 87.67% 1-Year Est. Return
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.