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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
UHAL icon
826
U-Haul Holding Co
UHAL
$12.3B
– –
-6,000
Closed -$213K
UHS icon
827
Universal Health Services
UHS
$10.4B
– –
-8,900
Closed -$1.14M
ULTA icon
828
Ulta Beauty
ULTA
$23.3B
– –
-17,900
Closed -$5.05M
UNH icon
829
UnitedHealth
UNH
$337B
– –
-38,800
Closed -$10.3M
UNM icon
830
Unum
UNM
$15.2B
– –
-12,000
Closed -$468K
UNP icon
831
Union Pacific
UNP
$169B
– –
-97,700
Closed -$15.9M
UPS icon
832
United Parcel Service
UPS
$87.1B
– –
-84,700
Closed -$9.89M
UTHR icon
833
United Therapeutics
UTHR
$21.5B
– –
-2,800
Closed -$358K
VALE icon
834
Vale
VALE
$61.6B
– –
-926,600
Closed -$13.8M
VB icon
835
Vanguard Morningstar Small-Cap ETF
VB
$78.5B
– –
-47,900
Closed -$7.79M
VIAV icon
836
Viavi Solutions
VIAV
$8.33B
– –
-58,000
Closed -$657K
VNO icon
837
Vornado Realty Trust
VNO
$6.45B
– –
-28,100
Closed -$2.05M
VNQ icon
838
Vanguard Real Estate ETF
VNQ
$37.2B
– –
-349,100
Closed -$28.2M
VRE
839
DELISTED
Veris Residential
VRE
– –
-11,100
Closed -$235K
VRTX icon
840
Vertex Pharmaceuticals
VRTX
$130B
– –
-25,900
Closed -$4.99M
VSH icon
841
Vishay Intertechnology
VSH
$4.82B
– –
-27,700
Closed -$563K
WAL icon
842
Western Alliance Bancorporation
WAL
$8.62B
– –
-4,200
Closed -$238K
WAT icon
843
Waters Corp
WAT
$41B
– –
-4,600
Closed -$895K
WCC
844
WESCO International
WCC
$16.3B
– –
-4,200
Closed -$258K
WCN
845
Waste Connections
WCN
$40.1B
– –
-10,900
Closed -$869K
WEC icon
846
WEC Energy
WEC
$33.7B
– –
-49,800
Closed -$3.32M
WEN icon
847
Wendy's
WEN
$1.42B
– –
-27,400
Closed -$469K
WHR icon
848
Whirlpool
WHR
$2.15B
– –
-49,100
Closed -$5.83M
WMB icon
849
Williams Companies
WMB
$87.6B
– –
-238,300
Closed -$6.48M
WM icon
850
Waste Management
WM
$86.8B
– –
-19,800
Closed -$1.79M
32 33
34
35 36

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.