We are live on ! Find out more
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
DIS icon
626
Walt Disney
DIS
$185B
– –
-123,800
Closed -$14.5M
DKS icon
627
Dick's Sporting Goods
DKS
$11B
– –
-11,500
Closed -$408K
DLB icon
628
Dolby
DLB
$5.5B
– –
-6,500
Closed -$454K
DLR icon
629
Digital Realty Trust
DLR
$67.2B
– –
-34,200
Closed -$3.85M
DRI icon
630
Darden Restaurants
DRI
$23.6B
– –
-5,300
Closed -$589K
DVA icon
631
DaVita
DVA
$12.4B
– –
-9,500
Closed -$680K
DXJ icon
632
WisdomTree Japan Hedged Equity Fund
DXJ
$7.1B
– –
-415,800
Closed -$24.1M
EBS icon
633
Emergent Biosolutions
EBS
$346M
– –
-5,200
Closed -$342K
ED icon
634
Consolidated Edison
ED
$39B
– –
-6,900
Closed -$525K
EG icon
635
Everest Group
EG
$14.5B
– –
-6,400
Closed -$1.46M
EGHT icon
636
8x8 Inc
EGHT
$260M
– –
-16,600
Closed -$352K
EHC icon
637
Encompass Health
EHC
$12.2B
– –
-25,014
Closed -$1.55M
ELS icon
638
Equity Lifestyle Properties
ELS
$11.8B
– –
-15,200
Closed -$733K
ELV icon
639
Elevance Health
ELV
$89.5B
– –
-12,600
Closed -$3.45M
EPP icon
640
iShares MSCI Pacific ex Japan ETF
EPP
$2.22B
– –
-32,700
Closed -$1.49M
EPR icon
641
EPR Properties
EPR
$4.37B
– –
-10,300
Closed -$704K
ETN icon
642
Eaton
ETN
$155B
– –
-36,000
Closed -$3.12M
ETR icon
643
Entergy
ETR
$48.9B
– –
-47,200
Closed -$1.91M
EW icon
644
Edwards Lifesciences
EW
$51.5B
– –
-80,400
Closed -$4.67M
EWA icon
645
iShares MSCI Australia ETF
EWA
$1.26B
– –
-194,200
Closed -$4.29M
EWC icon
646
iShares MSCI Canada ETF
EWC
$6.78B
– –
-285,800
Closed -$8.22M
EWH icon
647
iShares MSCI Hong Kong ETF
EWH
$1.15B
– –
-274,300
Closed -$6.56M
EWJ icon
648
iShares MSCI Japan ETF
EWJ
$23.3B
– –
-1,192,300
Closed -$71.8M
EXPD icon
649
Expeditors International
EXPD
$24.6B
– –
-14,300
Closed -$1.05M
EXPE icon
650
Expedia Group
EXPE
$34.4B
– –
-30,400
Closed -$3.97M
24 25
26
27 28

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.