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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
WRLD icon
851
World Acceptance Corp
WRLD
$860M
– –
-2,400
Closed -$274K
XEL icon
852
Xcel Energy
XEL
$45.3B
– –
-46,000
Closed -$2.17M
XLB icon
853
State Street Materials Select Sector SPDR ETF
XLB
$8.39B
– –
-310,800
Closed -$9M
XLF icon
854
State Street Financial Select Sector SPDR ETF
XLF
$54.4B
– –
-1,306,600
Closed -$36M
XLU icon
855
State Street Utilities Select Sector SPDR ETF
XLU
$21.5B
– –
-3,585,800
Closed -$94.4M
XOM icon
856
ExxonMobil
XOM
$696B
– –
-283,600
Closed -$24.1M
ZBH icon
857
Zimmer Biomet
ZBH
$18.8B
– –
-12,463
Closed -$1.59M
ZUMZ icon
858
Zumiez
ZUMZ
$209M
– –
-10,200
Closed -$268K
CPAY icon
859
Corpay
CPAY
$26.8B
– –
-29,200
Closed -$6.65M
SGI
860
Somnigroup International
SGI
$13.8B
– –
-17,200
Closed -$227K
PDCO
861
DELISTED
Patterson Companies, Inc.
PDCO
– –
-33,400
Closed -$816K
SWN
862
DELISTED
Southwestern Energy Company
SWN
– –
-259,200
Closed -$1.32M
MDRX
863
DELISTED
Veradigm Inc. Common Stock
MDRX
– –
-59,400
Closed -$846K
NUVA
864
DELISTED
NuVasive, Inc.
NUVA
– –
-10,200
Closed -$723K
AJRD
865
DELISTED
Aerojet Rocketdyne Holdings
AJRD
– –
-20,700
Closed -$703K
LSI
866
DELISTED
Life Storage, Inc.
LSI
– –
-7,200
Closed -$456K
RSX
867
DELISTED
VanEck Russia ETF
RSX
– –
-1,064,700
Closed -$23M
DRE
868
DELISTED
Duke Realty Corp.
DRE
– –
-11,900
Closed -$337K
CTXS
869
DELISTED
Citrix Systems Inc
CTXS
– –
-15,700
Closed -$1.75M
PTR
870
DELISTED
PETROCHINA COMPANY LIMITED ADS (REP 100 H SHARES)
PTR
– –
-3,000
Closed -$244K
MIC
871
DELISTED
Macquarie Infrastructure Holdings, LLC
MIC
– –
-12,100
Closed -$558K
CERN
872
DELISTED
Cerner Corp
CERN
– –
-20,400
Closed -$1.31M
KSU
873
DELISTED
Kansas City Southern
KSU
– –
-12,400
Closed -$1.4M
HRC
874
DELISTED
HILL-ROM HOLDINGS, INC.
HRC
– –
-2,900
Closed -$273K
WRI
875
DELISTED
Weingarten Realty Investors
WRI
– –
-7,000
Closed -$208K
33 34
35
36 37

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.