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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
IWO icon
76
iShares Russell 2000 Growth ETF
IWO
$14.1B
$5.56M 0.29%
33,100
-19,100
-37% -$3.56M
EBAY icon
77
eBay
EBAY
$51.2B
$5.53M 0.29%
+197,000
New +$5.79M
LEA icon
78
Lear
LEA
$7.39B
$5.28M 0.27%
43,000
+25,100
+140% +$3.36M
WY icon
79
Weyerhaeuser
WY
$17.6B
$5.28M 0.27%
+241,400
New +$6.43M
LH icon
80
Labcorp
LH
$25.2B
$5.23M 0.27%
48,190
+44,582
+1,236% +$5.97M
HES
81
DELISTED
Hess
HES
$5.23M 0.27%
129,100
+48,800
+61% +$2.78M
WMT icon
82
Walmart Inc
WMT
$909B
$5.18M 0.27%
166,800
-611,700
-79% -$19.6M
COP icon
83
ConocoPhillips
COP
$144B
$5.17M 0.27%
82,900
-85,800
-51% -$5.84M
APA icon
84
APA Corp
APA
$13B
$5.15M 0.27%
196,200
+159,700
+438% +$5.89M
AA icon
85
Alcoa
AA
$11.3B
$5.15M 0.27%
193,700
+187,400
+2,975% +$6.3M
NBL
86
DELISTED
Noble Energy, Inc.
NBL
$5.14M 0.27%
+274,100
New +$7.01M
ALGN icon
87
Align Technology
ALGN
$12.9B
$5.09M 0.26%
+24,300
New +$6.14M
PBR icon
88
Petrobras
PBR
$120B
$4.98M 0.26%
+383,100
New +$5.55M
BTI icon
89
British American Tobacco
BTI
$136B
$4.87M 0.25%
152,700
+127,500
+506% +$4.96M
OVV icon
90
Ovintiv
OVV
$17B
$4.84M 0.25%
167,580
+142,040
+556% +$6.12M
DGX icon
91
Quest Diagnostics
DGX
$26B
$4.82M 0.25%
57,900
+54,800
+1,768% +$5.14M
BR icon
92
Broadridge
BR
$18.4B
$4.66M 0.24%
48,400
+45,700
+1,693% +$4.95M
PVH icon
93
PVH
PVH
$4.07B
$4.54M 0.23%
+48,800
New +$5.59M
IP icon
94
International Paper
IP
$22.6B
$4.35M 0.22%
+113,942
New +$4.78M
WBD icon
95
Warner Bros
WBD
$64.3B
$4.25M 0.22%
+171,700
New +$5.23M
EDU icon
96
New Oriental
EDU
$9.32B
$4.23M 0.22%
+77,200
New +$4.47M
GD icon
97
General Dynamics
GD
$103B
$4.2M 0.22%
26,700
+18,800
+238% +$3.37M
EIX icon
98
Edison International
EIX
$30.3B
$3.99M 0.21%
70,300
+66,900
+1,968% +$4.16M
IVZ icon
99
Invesco
IVZ
$12.4B
$3.96M 0.2%
236,700
+227,200
+2,392% +$4.55M
NOV icon
100
NOV
NOV
$6.84B
$3.92M 0.2%
152,500
+141,400
+1,274% +$4.89M
2 3
4
5 6

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UWPG
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FWM
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RCIM
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GHC
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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.