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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
-23.16%
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
$1.94B
AUM Growth
-$909M
Cap. Flow
-$380M
Cap. Flow %
-19.62%
Top 10 Hldgs %
31.92%
Holding
902
New
291
Increased
154
Reduced
91
Closed
366

Top Buys

Rank Stock Value
1
NVDA icon
NVIDIA
NVDA
+$72.2M
2
AAPL icon
Apple
AAPL
+$58.1M
3
AMD icon
Advanced Micro Devices
AMD
+$40.6M
4
GLD icon
SPDR Gold Trust
GLD
+$36.7M
5
SPY icon
State Street SPDR S&P 500 ETF Trust
SPY
+$31.8M

Top Sells

Rank Stock Value
1
EFA icon
iShares MSCI EAFE ETF
EFA
+$166M
2
XLU icon
State Street Utilities Select Sector SPDR ETF
XLU
+$94.4M
3
XLE icon
State Street Energy Select Sector SPDR ETF
XLE
+$90.1M
4
EWJ icon
iShares MSCI Japan ETF
EWJ
+$71.8M
5
IWM icon
iShares Russell 2000 ETF
IWM
+$58M

Sector Composition

Rank Sector Weight
1 Miscellaneous 30.53%
2 Technology 18.43%
3 Consumer Discretionary 10.94%
4 Energy 9.34%
5 Industrials 6.44%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
QEP
226
DELISTED
QEP RESOURCES, INC.
QEP
$1.54M 0.08%
+274,100
New +$2.41M
ESV
227
DELISTED
Ensco Rowan plc
ESV
$1.54M 0.08%
107,900
+93,475
+648% +$2.41M
SAP icon
228
SAP
SAP
$247B
$1.52M 0.08%
15,300
+10,500
+219% +$1.12M
AYI icon
229
Acuity Brands
AYI
$9.03B
$1.52M 0.08%
+13,200
New +$1.63M
ANSS
230
DELISTED
Ansys
ANSS
$1.51M 0.08%
10,600
+200
+2% +$31.1K
ITB icon
231
iShares US Home Construction ETF
ITB
$2.14B
$1.51M 0.08%
+50,300
New +$1.58M
CBRL icon
232
Cracker Barrel
CBRL
$1.01B
$1.5M 0.08%
+9,400
New +$1.55M
LNW
233
DELISTED
Light & Wonder
LNW
$1.48M 0.08%
83,000
+46,600
+128% +$941K
TEVA icon
234
Teva Pharmaceutical Industries Limited
TEVA
$45.3B
$1.48M 0.08%
+96,100
New +$1.97M
ALNY icon
235
Alnylam Pharmaceuticals
ALNY
$31.8B
$1.45M 0.07%
+19,900
New +$1.53M
WSM icon
236
Williams-Sonoma
WSM
$25.9B
$1.45M 0.07%
57,400
+3,200
+6% +$91.5K
WCG
237
DELISTED
Wellcare Health Plans, Inc.
WCG
$1.44M 0.07%
+6,100
New +$1.63M
STI
238
DELISTED
SunTrust Banks, Inc.
STI
$1.42M 0.07%
+28,200
New +$1.69M
CNQ icon
239
Canadian Natural Resources
CNQ
$105B
$1.41M 0.07%
+119,049
New +$1.6M
HAIN icon
240
Hain Celestial
HAIN
$58.2M
$1.4M 0.07%
+88,300
New +$1.97M
MDR
241
DELISTED
McDermott International
MDR
$1.38M 0.07%
211,500
+196,600
+1,319% +$2.08M
MPT
242
Medical Properties Trust
MPT
$2.11B
$1.38M 0.07%
85,700
+40,300
+89% +$638K
LDOS icon
243
Leidos
LDOS
$16.2B
$1.37M 0.07%
26,000
+10,800
+71% +$671K
CS
244
DELISTED
Credit Suisse Group
CS
$1.34M 0.07%
+123,700
New +$1.53M
ASB icon
245
Associated Banc-Corp
ASB
$5.73B
$1.32M 0.07%
+66,600
New +$1.52M
CFR icon
246
Cullen/Frost Bankers
CFR
$10.1B
$1.3M 0.07%
+14,800
New +$1.44M
VMRK
247
Vivmark Residential
VMRK
$50.7B
$1.29M 0.07%
19,600
+14,100
+256% +$947K
CLF icon
248
Cleveland-Cliffs
CLF
$6.87B
$1.28M 0.07%
167,000
+11,600
+7% +$116K
ESS icon
249
Essex Property Trust
ESS
$17.8B
$1.27M 0.07%
5,200
+100
+2% +$25.2K
URI icon
250
United Rentals
URI
$61.7B
$1.27M 0.07%
12,400
-7,400
-37% -$891K
8 9
10
11 12

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 Q4 2018 Portfolio in Review

As of Q4 2018, Quantitative Investment Management held 902 positions worth $1.94B, down 32% from $2.85B the previous quarter. Its ten largest holdings account for 32% of the portfolio.

Quantitative Investment Management withdrew a net $380M in Q4 2018, closing 366 positions and reducing 91 holdings. Its most notable exit was State Street Utilities Select Sector SPDR ETF, an estimated $94.4M position sold in full.

By sector, the portfolio is most concentrated in Miscellaneous at 31% of assets, down from 54% a quarter earlier, followed by Technology and Consumer Discretionary.

Against the trend, Quantitative Investment Management opened a new position in Advanced Micro Devices worth $34.7M.

  • Quantitative Investment Management's largest Q4 2018 buy was Advanced Micro Devices: 1,879,800 shares worth $34.7M.
  • Quantitative Investment Management added most to NVIDIA in Q4 2018, an estimated $72.2M increase.
  • Quantitative Investment Management's biggest Q4 2018 reduction was iShares MSCI EAFE ETF, cutting an estimated $166M.
  • Quantitative Investment Management fully exited State Street Utilities Select Sector SPDR ETF in Q4 2018, selling an estimated $94.4M.
  • Quantitative Investment Management's ten largest holdings make up 32% of its $1.94B portfolio in Q4 2018.
  • Quantitative Investment Management opened 291 new positions and closed 366 in Q4 2018.
  • Quantitative Investment Management's portfolio value fell 32% quarter-over-quarter to $1.94B.

Based on Quantitative Investment Management's 13F filing for Q4 2018, filed 12 Feb 2019.