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QIM

Quantitative Investment Management Portfolio holdings

AUM $963M
1-Year Est. Return 12.95%
This Fund
S&P 500
This Quarter Est. Return
-23.16%
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
$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 Technology 18.1%
2 Consumer Discretionary 10.44%
3 Energy 8.71%
4 Industrials 6.44%
5 Consumer Staples 5.74%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
EWZ icon
26
iShares MSCI Brazil ETF
EWZ
$8.98B
$13.7M 0.71%
+358,500
New +$13.9M
HAL icon
27
Halliburton
HAL
$26.1B
$13M 0.67%
+487,500
New +$16.4M
GE icon
28
GE Aerospace
GE
$364B
$12.4M 0.64%
342,602
+334,923
+4,362% +$15.1M
MPC icon
29
Marathon Petroleum
MPC
$90.1B
$12.1M 0.63%
+205,500
New +$14M
OIH icon
30
VanEck Oil Services ETF
OIH
$1.97B
$11.9M 0.62%
42,560
+15,115
+55% +$5.98M
MO icon
31
Altria Group
MO
$125B
$11.7M 0.6%
236,100
+113,300
+92% +$6.56M
OXY icon
32
Occidental Petroleum
OXY
$55.7B
$11.1M 0.57%
181,500
+133,000
+274% +$9.35M
AMT icon
33
American Tower
AMT
$83.5B
$11M 0.57%
69,800
+52,600
+306% +$8.22M
WYNN icon
34
Wynn Resorts
WYNN
$10.3B
$10.7M 0.55%
108,300
+60,200
+125% +$6.49M
XBI icon
35
State Street SPDR S&P Biotech ETF
XBI
$10B
$10.6M 0.55%
148,300
+118,100
+391% +$9.52M
T icon
36
AT&T
T
$164B
$10.5M 0.54%
486,967
+286,249
+143% +$6.66M
RTN
37
DELISTED
Raytheon Company
RTN
$10.4M 0.54%
+68,000
New +$12.2M
TJX icon
38
TJX Companies
TJX
$179B
$9.87M 0.51%
+220,600
New +$11.1M
BMY icon
39
Bristol-Myers Squibb
BMY
$129B
$9.58M 0.49%
+184,300
New +$9.9M
XRT icon
40
State Street SPDR S&P Retail ETF
XRT
$457M
$9.35M 0.48%
228,000
-264,100
-54% -$12.1M
EZU icon
41
iShare MSCI Eurozone ETF
EZU
$9.38B
$9.14M 0.47%
260,800
-2,300
-0.9% -$85.9K
PCG icon
42
PG&E
PCG
$39B
$9.13M 0.47%
384,300
+366,300
+2,035% +$13.1M
APC
43
DELISTED
Anadarko Petroleum
APC
$8.86M 0.46%
202,000
+192,300
+1,982% +$10.8M
WDC icon
44
Western Digital
WDC
$159B
$8.58M 0.44%
306,936
+232,716
+314% +$8.25M
CRM icon
45
Salesforce
CRM
$154B
$8.53M 0.44%
+62,300
New +$8.57M
DVN icon
46
Devon Energy
DVN
$51.3B
$8.52M 0.44%
378,200
+338,600
+855% +$10.4M
LMT icon
47
Lockheed Martin
LMT
$131B
$8.27M 0.43%
+31,600
New +$9.59M
DD icon
48
DuPont de Nemours
DD
$18.6B
$8.25M 0.43%
60,930
+38,619
+173% +$5.55M
IEFA icon
49
iShares Core MSCI EAFE ETF
IEFA
$186B
$8.11M 0.42%
147,400
-575,000
-80% -$33.7M
NOC icon
50
Northrop Grumman
NOC
$76B
$8.08M 0.42%
+33,000
New +$9.12M
1
2
3 4 5

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UWPG
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FWM
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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 Technology at 18% of assets, up from 10% a quarter earlier, followed by Consumer Discretionary and Energy.

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.