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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
DLTR icon
251
Dollar Tree
DLTR
$21.5B
$1.24M 0.06%
13,700
-29,200
-68% -$2.47M
X
252
DELISTED
US Steel
X
$1.23M 0.06%
+67,700
New +$1.69M
HBI
253
DELISTED
Hanesbrands
HBI
$1.23M 0.06%
+97,800
New +$1.52M
SCCO icon
254
Southern Copper
SCCO
$161B
$1.22M 0.06%
+43,448
New +$1.45M
VMW
255
DELISTED
VMware, Inc
VMW
$1.22M 0.06%
+8,900
New +$1.34M
EPC icon
256
Edgewell Personal Care
EPC
$1.24B
$1.22M 0.06%
32,600
+24,200
+288% +$1.06M
UMPQ
257
DELISTED
Umpqua Holdings Corp
UMPQ
$1.22M 0.06%
+76,600
New +$1.44M
TV icon
258
Televisa
TV
$1.19B
$1.21M 0.06%
+96,200
New +$1.41M
ZG icon
259
Zillow
ZG
$7.34B
$1.21M 0.06%
38,400
+13,000
+51% +$459K
JCI icon
260
Johnson Controls International
JCI
$85B
$1.2M 0.06%
40,500
-20,800
-34% -$686K
BLKB icon
261
Blackbaud
BLKB
$2.02B
$1.17M 0.06%
+18,600
New +$1.34M
YUM icon
262
Yum! Brands
YUM
$38B
$1.15M 0.06%
12,500
-21,500
-63% -$1.92M
DNR
263
DELISTED
Denbury Resources, Inc.
DNR
$1.14M 0.06%
+666,100
New +$2.29M
DAN icon
264
Dana Inc
DAN
$3.26B
$1.13M 0.06%
+82,700
New +$1.25M
CIEN icon
265
Ciena
CIEN
$48.4B
$1.12M 0.06%
33,100
-41,800
-56% -$1.32M
EV
266
DELISTED
Eaton Vance Corp.
EV
$1.12M 0.06%
+31,800
New +$1.34M
ING icon
267
ING
ING
$105B
$1.11M 0.06%
+104,500
New +$1.26M
PZZA icon
268
Papa John's
PZZA
$665M
$1.11M 0.06%
+27,900
New +$1.41M
R icon
269
Ryder
R
$9.12B
$1.1M 0.06%
+22,800
New +$1.31M
PHG icon
270
Philips
PHG
$24.4B
$1.07M 0.06%
39,422
+21,901
+125% +$647K
FIZZ icon
271
National Beverage
FIZZ
$2.95B
$1.07M 0.06%
29,800
+18,200
+157% +$838K
NKTR icon
272
Nektar Therapeutics
NKTR
$2.29B
$1.06M 0.05%
2,160
+900
+71% +$543K
MEOH icon
273
Methanex
MEOH
$4.84B
$1.06M 0.05%
22,000
+11,000
+100% +$687K
MDCO
274
DELISTED
Medicines Co
MDCO
$1.06M 0.05%
+55,300
New +$1.29M
NXH
275
Neighborhood Intelligence Inc
NXH
$329M
$1.05M 0.05%
+103,019
New +$1.54M
9 10
11
12 13

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.