We are live on ! Find out more
QIM

Quantitative Investment Management Portfolio holdings

AUM $963M
1-Year Est. Return 12.95%
This Fund
S&P 500
This Quarter Est. Return
+4.7%
1 Year Est. Return
+12.95%
3 Year Est. Return
+35.29%
5 Year Est. Return
+26.17%
10 Year Est. Return
+187.22%
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 Technology 10.07%
2 Industrials 6%
3 Energy 5.5%
4 Consumer Discretionary 4.96%
5 Healthcare 4.46%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
XLE icon
1
State Street Energy Select Sector SPDR ETF
XLE
$38.3B
$218M 7.65%
5,754,800
-91,400
-2% -$3.43M
EFA icon
2
iShares MSCI EAFE ETF
EFA
$76.8B
$210M 7.36%
+3,082,300
New +$208M
IWM icon
3
iShares Russell 2000 ETF
IWM
$80.4B
$204M 7.17%
1,211,500
-867,300
-42% -$146M
XOP icon
4
State Street SPDR S&P Oil & Gas Exploration & Production ETF
XOP
$3.42B
$111M 3.89%
638,950
+62,650
+11% +$10.5M
XLU icon
5
State Street Utilities Select Sector SPDR ETF
XLU
$23.4B
$94.4M 3.32%
3,585,800
-3,379,000
-49% -$89.8M
NVDA icon
6
NVIDIA
NVDA
$4.77T
$87.4M 3.07%
+12,436,000
New +$80.9M
XLI icon
7
State Street Industrial Select Sector SPDR ETF
XLI
$33.3B
$76.8M 2.7%
+980,000
New +$74.7M
EWJ icon
8
iShares MSCI Japan ETF
EWJ
$21.3B
$71.8M 2.52%
+1,192,300
New +$69.3M
AAPL icon
9
Apple
AAPL
$4.99T
$61.9M 2.17%
1,097,200
+358,000
+48% +$18.6M
VEA icon
10
Vanguard FTSE Developed Markets ETF
VEA
$225B
$60M 2.11%
+1,386,600
New +$59.8M
IYR icon
11
iShares US Real Estate ETF
IYR
$4.76B
$47.8M 1.68%
597,000
+371,900
+165% +$30.3M
IEFA icon
12
iShares Core MSCI EAFE ETF
IEFA
$187B
$46.3M 1.63%
+722,400
New +$46.1M
XLF icon
13
State Street Financial Select Sector SPDR ETF
XLF
$57.4B
$36M 1.27%
+1,306,600
New +$36.6M
VNQ icon
14
Vanguard Real Estate ETF
VNQ
$40B
$28.2M 0.99%
+349,100
New +$28.7M
XRT icon
15
State Street SPDR S&P Retail ETF
XRT
$458M
$25.1M 0.88%
492,100
+111,500
+29% +$5.66M
WMT icon
16
Walmart Inc
WMT
$900B
$24.4M 0.86%
778,500
-688,500
-47% -$21.1M
XOM icon
17
ExxonMobil
XOM
$634B
$24.1M 0.85%
283,600
-85,600
-23% -$7M
DXJ icon
18
WisdomTree Japan Hedged Equity Fund
DXJ
$7.12B
$24.1M 0.85%
+415,800
New +$22.8M
VZ icon
19
Verizon
VZ
$201B
$23.5M 0.83%
440,900
-302,900
-41% -$16M
MDY icon
20
State Street SPDR S&P MIDCAP 400 ETF Trust
MDY
$26.9B
$23.4M 0.82%
63,800
-70,200
-52% -$25.7M
RSX
21
DELISTED
VanEck Russia ETF
RSX
$23M 0.81%
1,064,700
+559,100
+111% +$11.6M
IJR icon
22
iShares Core S&P Small-Cap ETF
IJR
$110B
$21.1M 0.74%
241,600
-418,300
-63% -$36.6M
XLY icon
23
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
$21.9B
$20.6M 0.72%
351,200
-1,767,400
-83% -$101M
CVX icon
24
Chevron
CVX
$374B
$20.3M 0.71%
165,900
-91,600
-36% -$11.1M
ACWI icon
25
iShares MSCI ACWI ETF
ACWI
$32.5B
$20.3M 0.71%
+272,700
New +$19.9M
1
2 3 4 5

Similar funds

MK
MASTERINVEST Kapitalanlage Vienna $962M AUM 27.59% 1-Year Est. Return
TFP
Triple Frond Partners San Francisco, California $963M AUM 27.45% 1-Year Est. Return
UWPG
Ullmann Wealth Partners Group Jacksonville Beach, Florida $963M AUM 17.06% 1-Year Est. Return
FWM
Focused Wealth Management Newburgh, New York $964M AUM 18.71% 1-Year Est. Return
RCIM
Red Cedar Investment Management Grand Rapids, Michigan $965M AUM 30.25% 1-Year Est. Return
TC
TwinBeech Capital Purchase, New York $965M AUM 0.23% 1-Year Est. Return
NA
Navellier & Associates Reno, Nevada $960M AUM 79.37% 1-Year Est. Return
GHC
Graham Holdings Company Arlington, Virginia $967M AUM 15.12% 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 Technology at 10% of assets, up from 8.9% a quarter earlier, followed by Industrials and Energy.

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.