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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
INO icon
701
Inovio Pharmaceuticals
INO
$117M
– –
-1,833
Closed -$122K
INTC icon
702
Intel
INTC
$537B
– –
-149,200
Closed -$7.05M
IPG
703
DELISTED
Interpublic Group of Companies
IPG
– –
-24,000
Closed -$548K
IRM icon
704
Iron Mountain
IRM
$34.2B
– –
-8,300
Closed -$286K
ITRI icon
705
Itron
ITRI
$4.08B
– –
-4,100
Closed -$263K
IYR icon
706
iShares US Real Estate ETF
IYR
$4.29B
– –
-597,000
Closed -$47.8M
IYT icon
707
iShares US Transportation ETF
IYT
$2.07B
– –
-62,800
Closed -$3.21M
JBL icon
708
Jabil
JBL
$32B
– –
-13,100
Closed -$354K
JNPR
709
DELISTED
Juniper Networks
JNPR
– –
-95,200
Closed -$2.85M
JPM icon
710
JPMorgan Chase
JPM
$930B
– –
-66,800
Closed -$7.54M
KIM icon
711
Kimco Realty
KIM
$15.4B
– –
-25,700
Closed -$430K
KMB icon
712
Kimberly-Clark
KMB
$32.7B
– –
-7,200
Closed -$818K
KMX icon
713
CarMax
KMX
$8.44B
– –
-16,800
Closed -$1.25M
KR icon
714
Kroger
KR
$36.6B
– –
-66,400
Closed -$1.93M
KSS icon
715
Kohl's
KSS
$1.86B
– –
-17,300
Closed -$1.29M
KTOS icon
716
Kratos Defense & Security Solutions
KTOS
$8.86B
– –
-20,300
Closed -$300K
LAMR icon
717
Lamar Advertising Co
LAMR
$15.1B
– –
-8,000
Closed -$622K
LECO icon
718
Lincoln Electric
LECO
$14.1B
– –
-5,100
Closed -$476K
LII icon
719
Lennox International
LII
$12.6B
– –
-8,200
Closed -$1.79M
LNC icon
720
Lincoln National
LNC
$8.31B
– –
-7,100
Closed -$480K
LNG icon
721
Cheniere Energy
LNG
$56B
– –
-6,000
Closed -$416K
LNN icon
722
Lindsay Corp
LNN
$1.19B
– –
-2,300
Closed -$230K
LNT icon
723
Alliant Energy
LNT
$17.3B
– –
-5,000
Closed -$212K
LOW icon
724
Lowe's Companies
LOW
$110B
– –
-30,200
Closed -$3.47M
LSTR icon
725
Landstar System
LSTR
$5.77B
– –
-2,200
Closed -$268K
27 28
29
30 31

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.