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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
LVS icon
726
Las Vegas Sands
LVS
$26.6B
– –
-12,300
Closed -$729K
LZB icon
727
La-Z-Boy
LZB
$1.21B
– –
-7,500
Closed -$237K
M icon
728
Macy's
M
$5.72B
– –
-116,600
Closed -$4.05M
MAA icon
729
Mid-America Apartment Communities
MAA
$14.2B
– –
-10,200
Closed -$1.02M
MANH icon
730
Manhattan Associates
MANH
$12.3B
– –
-4,500
Closed -$245K
MCO icon
731
Moody's
MCO
$80.9B
– –
-5,400
Closed -$902K
MDY icon
732
State Street SPDR S&P MIDCAP 400 ETF Trust
MDY
$25.7B
– –
-63,800
Closed -$23.4M
MET icon
733
MetLife
MET
$61.5B
– –
-70,100
Closed -$3.27M
MFA
734
MFA Financial
MFA
$849M
– –
-19,875
Closed -$584K
MKL icon
735
Markel Group
MKL
$22.2B
– –
-300
Closed -$356K
MLCO icon
736
Melco Resorts & Entertainment
MLCO
$1.74B
– –
-39,200
Closed -$829K
MRSH
737
Marsh
MRSH
$84.6B
– –
-8,100
Closed -$670K
MMYT icon
738
MakeMyTrip
MMYT
$4.49B
– –
-8,100
Closed -$222K
MNST icon
739
Monster Beverage
MNST
$87.6B
– –
-142,800
Closed -$2.08M
MOS icon
740
The Mosaic Company
MOS
$7.88B
– –
-82,900
Closed -$2.69M
MSTR icon
741
Strategy Inc
MSTR
$49.5B
– –
-17,000
Closed -$239K
MTD icon
742
Mettler-Toledo International
MTD
$27.8B
– –
-3,700
Closed -$2.25M
MTG icon
743
MGIC Investment
MTG
$6.02B
– –
-40,400
Closed -$537K
MTN icon
744
Vail Resorts
MTN
$5.01B
– –
-3,200
Closed -$878K
MUR icon
745
Murphy Oil
MUR
$5.52B
– –
-17,800
Closed -$593K
NDSN icon
746
Nordson
NDSN
$17.2B
– –
-10,600
Closed -$1.47M
NGD
747
DELISTED
New Gold Inc
NGD
– –
-228,800
Closed -$181K
NI icon
748
NiSource
NI
$19.4B
– –
-38,800
Closed -$966K
NLY icon
749
Annaly Capital Management
NLY
$16B
– –
-17,325
Closed -$708K
NRG icon
750
NRG Energy
NRG
$22.5B
– –
-69,400
Closed -$2.6M
28 29
30
31 32

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.