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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
ALXN
876
DELISTED
Alexion Pharmaceuticals
ALXN
– –
-9,000
Closed -$1.25M
WDR
877
DELISTED
Waddell & Reed Financial, Inc.
WDR
– –
-10,000
Closed -$211K
IPHI
878
DELISTED
INPHI CORPORATION
IPHI
– –
-9,000
Closed -$341K
CXO
879
DELISTED
CONCHO RESOURCES INC.
CXO
– –
-35,100
Closed -$5.36M
GPOR
880
DELISTED
Gulfport Energy Corp.
GPOR
– –
-11,600
Closed -$120K
HTZ
881
DELISTED
Hertz Global Holdings, Inc.
HTZ
– –
-67,103
Closed -$952K
TIVO
882
DELISTED
Tivo Inc
TIVO
– –
-10,000
Closed -$124K
LPT
883
DELISTED
Liberty Property Trust
LPT
– –
-8,600
Closed -$363K
VIAB
884
DELISTED
Viacom Inc. Class B
VIAB
– –
-33,300
Closed -$1.12M
MDSO
885
DELISTED
Medidata Solutions, Inc.
MDSO
– –
-14,500
Closed -$1.06M
LLL
886
DELISTED
L3 Technologies, Inc.
LLL
– –
-7,100
Closed -$1.51M
BMS
887
DELISTED
Bemis
BMS
– –
-25,700
Closed -$1.25M
RDC
888
DELISTED
Rowan Companies Plc
RDC
– –
-23,300
Closed -$438K
IDTI
889
DELISTED
Integrated Device Technology I
IDTI
– –
-9,100
Closed -$427K
TFCFA
890
DELISTED
Twenty-First Century Fox, Inc. Class A
TFCFA
– –
-298,600
Closed -$13.8M
TFCF
891
DELISTED
Twenty-First Century Fox, Inc. Class B
TFCF
– –
-74,900
Closed -$3.43M
ESL
892
DELISTED
Esterline Technologies
ESL
– –
-2,600
Closed -$236K
SCG
893
DELISTED
Scana
SCG
– –
-12,200
Closed -$474K
AET
894
DELISTED
Aetna Inc
AET
– –
-18,400
Closed -$3.73M
SHLD
895
DELISTED
Sears Holding Corporation
SHLD
– –
-91,500
Closed -$88K
BBL
896
DELISTED
BHP Group Plc American Depositary Shares (Each representing two Ordinary Shares)
BBL
– –
-56,800
Closed -$2.5M
UFS
897
DELISTED
DOMTAR CORPORATION (New)
UFS
– –
-10,700
Closed -$558K
CEO
898
DELISTED
CNOOC Limited
CEO
– –
-1,300
Closed -$256K
CY
899
DELISTED
Cypress Semiconductor
CY
– –
-42,400
Closed -$614K
TSS
900
DELISTED
Total System Services, Inc.
TSS
– –
-10,400
Closed -$1.03M
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.