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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
CMG icon
76
Chipotle Mexican Grill
CMG
$44.1B
$6M 0.21%
+660,000
New +$6.28M
MRO
77
DELISTED
Marathon Oil Corporation
MRO
$5.92M 0.21%
254,300
-203,100
-44% -$4.25M
UAL icon
78
United Airlines
UAL
$34.7B
$5.89M 0.21%
66,100
+42,700
+182% +$3.52M
WHR icon
79
Whirlpool
WHR
$2.15B
$5.83M 0.2%
+49,100
New +$6.51M
RDS.A
80
DELISTED
Royal Dutch Shell PLC ADS Class A
RDS.A
$5.8M 0.2%
85,200
+31,400
+58% +$2.1M
PXD
81
DELISTED
Pioneer Natural Resource Co.
PXD
$5.78M 0.2%
33,200
-42,200
-56% -$7.55M
HES
82
DELISTED
Hess
HES
$5.75M 0.2%
80,300
-45,100
-36% -$2.97M
MCHP icon
83
Microchip Technology
MCHP
$38.8B
$5.73M 0.2%
145,200
-205,800
-59% -$9.09M
C icon
84
Citigroup
C
$228B
$5.67M 0.2%
+79,000
New +$5.59M
EXC icon
85
Exelon
EXC
$43.5B
$5.66M 0.2%
181,699
-305,216
-63% -$9.39M
TMUS icon
86
T-Mobile US
TMUS
$194B
$5.5M 0.19%
+78,400
New +$5.04M
CSX icon
87
CSX Corp
CSX
$90.1B
$5.38M 0.19%
218,100
-207,300
-49% -$4.94M
CXO
88
DELISTED
CONCHO RESOURCES INC.
CXO
$5.36M 0.19%
+35,100
New +$4.95M
MMM icon
89
3M
MMM
$84.9B
$5.27M 0.19%
29,900
-90,298
-75% -$15.6M
T icon
90
AT&T
T
$183B
$5.09M 0.18%
+200,718
New +$4.92M
ULTA icon
91
Ulta Beauty
ULTA
$23.3B
$5.05M 0.18%
17,900
-14,600
-45% -$3.72M
VRTX icon
92
Vertex Pharmaceuticals
VRTX
$130B
$4.99M 0.18%
25,900
+13,600
+111% +$2.42M
ADBE icon
93
Adobe
ADBE
$102B
$4.94M 0.17%
+18,300
New +$4.72M
BBY icon
94
Best Buy
BBY
$19.6B
$4.92M 0.17%
62,000
-109,800
-64% -$8.5M
AON icon
95
Aon
AON
$64.6B
$4.87M 0.17%
+31,700
New +$4.64M
HPQ icon
96
HP
HPQ
$30.5B
$4.86M 0.17%
188,700
-454,400
-71% -$11M
AIG icon
97
American International
AIG
$39.7B
$4.83M 0.17%
+90,800
New +$4.87M
JWN
98
DELISTED
Nordstrom
JWN
$4.8M 0.17%
80,200
-28,800
-26% -$1.65M
BAC icon
99
Bank of America
BAC
$416B
$4.75M 0.17%
+161,200
New +$4.91M
NWL icon
100
Newell Brands
NWL
$2.4B
$4.72M 0.17%
232,600
-115,100
-33% -$2.7M
2 3
4
5 6

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.