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QIM

Quantitative Investment Management Portfolio holdings

AUM $963M
1-Year Est. Return 12.95%
This Fund
S&P 500
This Quarter Est. Return
-23.16%
1 Year Est. Return
+12.95%
3 Year Est. Return
+35.29%
5 Year Est. Return
+26.17%
10 Year Est. Return
+187.22%
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 Technology 18.1%
2 Consumer Discretionary 10.44%
3 Energy 8.71%
4 Industrials 6.44%
5 Consumer Staples 5.74%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
EFII
901
DELISTED
Electronics for Imaging
EFII
– –
-8,400
Closed -$286K
REN
902
DELISTED
Resolute Energy Corporaton
REN
– –
-14,900
Closed -$563K
33 34 35 36
37

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FWM
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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 Technology at 18% of assets, up from 10% a quarter earlier, followed by Consumer Discretionary and Energy.

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.