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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
CMP icon
301
Compass Minerals
CMP
$1.01B
$883K 0.05%
21,200
+17,200
+430% +$906K
FAF icon
302
First American
FAF
$7.42B
$883K 0.05%
+19,800
New +$918K
HWC icon
303
Hancock Whitney
HWC
$6.06B
$883K 0.05%
+25,500
New +$1.03M
MYGN icon
304
Myriad Genetics
MYGN
$371M
$880K 0.05%
+30,300
New +$1.09M
ISBC
305
DELISTED
Investors Bancorp, Inc.
ISBC
$880K 0.05%
+84,700
New +$978K
UNFI icon
306
United Natural Foods
UNFI
$2.71B
$872K 0.05%
82,400
+55,100
+202% +$1.16M
TROW icon
307
T. Rowe Price
TROW
$22.2B
$858K 0.04%
9,300
+5,400
+138% +$524K
STM icon
308
STMicroelectronics
STM
$43.8B
$856K 0.04%
+61,700
New +$925K
AJG icon
309
Arthur J. Gallagher & Co
AJG
$62.4B
$832K 0.04%
11,300
+8,300
+277% +$620K
WELL icon
310
Welltower
WELL
$169B
$832K 0.04%
12,000
-25,800
-68% -$1.76M
ITT icon
311
ITT
ITT
$17.8B
$825K 0.04%
+17,100
New +$903K
EOG icon
312
EOG Resources
EOG
$76.4B
$811K 0.04%
9,300
-60,200
-87% -$6.45M
NE
313
DELISTED
Noble Corporation
NE
$810K 0.04%
+309,200
New +$1.47M
AVY icon
314
Avery Dennison
AVY
$13.2B
$808K 0.04%
+9,000
New +$847K
PSA icon
315
Public Storage
PSA
$55.9B
$789K 0.04%
3,900
-29,600
-88% -$6.04M
OII icon
316
Oceaneering
OII
$4.69B
$782K 0.04%
64,700
+44,000
+213% +$828K
TEL icon
317
TE Connectivity
TEL
$59.5B
$778K 0.04%
+10,300
New +$793K
WBA
318
DELISTED
Walgreens Boots Alliance
WBA
$765K 0.04%
+11,200
New +$869K
CHL
319
DELISTED
China Mobile Limited
CHL
$763K 0.04%
15,900
-8,500
-35% -$409K
KBH icon
320
KB Home
KBH
$3.02B
$762K 0.04%
+39,900
New +$819K
WTFC icon
321
Wintrust Financial
WTFC
$10.2B
$751K 0.04%
+11,300
New +$859K
RDS.A
322
DELISTED
Royal Dutch Shell PLC ADS Class A
RDS.A
$751K 0.04%
12,900
-72,300
-85% -$4.48M
RDS.B
323
DELISTED
Royal Dutch Shell PLC ADS Class B
RDS.B
$743K 0.04%
12,400
-18,200
-59% -$1.16M
RJF icon
324
Raymond James Financial
RJF
$31.9B
$729K 0.04%
+14,700
New +$783K
EQT icon
325
EQT Corp
EQT
$32B
$723K 0.04%
+38,300
New +$777K
11 12
13
14 15

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.