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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
SIG icon
151
Signet Jewelers
SIG
$3.94B
$2.54M 0.13%
+79,800
New +$4M
WRK
152
DELISTED
WestRock Company
WRK
$2.52M 0.13%
+66,700
New +$2.94M
PNC icon
153
PNC Financial Services
PNC
$92.4B
$2.49M 0.13%
+21,300
New +$2.72M
RSG icon
154
Republic Services
RSG
$67.3B
$2.48M 0.13%
34,400
+24,200
+237% +$1.77M
XLNX
155
DELISTED
Xilinx Inc
XLNX
$2.45M 0.13%
+28,800
New +$2.41M
FLEX icon
156
Flex
FLEX
$39.9B
$2.44M 0.13%
+425,967
New +$2.98M
WLL
157
DELISTED
Whiting Petroleum Corporation
WLL
$2.44M 0.13%
+1,433
New +$3.68M
WLK icon
158
Westlake Corp
WLK
$9.03B
$2.43M 0.13%
+36,700
New +$2.65M
FCX icon
159
Freeport-McMoran
FCX
$99.4B
$2.4M 0.12%
232,900
+95,700
+70% +$1.12M
BKR icon
160
Baker Hughes
BKR
$55.9B
$2.4M 0.12%
+111,600
New +$2.85M
SHPG
161
DELISTED
Shire pic
SHPG
$2.35M 0.12%
13,500
-9,600
-42% -$1.68M
SRCL
162
DELISTED
Stericycle Inc
SRCL
$2.34M 0.12%
63,900
+54,100
+552% +$2.54M
PGR icon
163
Progressive
PGR
$126B
$2.32M 0.12%
+38,500
New +$2.56M
NBIX icon
164
Neurocrine Biosciences
NBIX
$15.2B
$2.29M 0.12%
+32,100
New +$3.08M
CPRT icon
165
Copart
CPRT
$28.5B
$2.28M 0.12%
+191,200
New +$2.36M
SSNC icon
166
SS&C Technologies
SSNC
$18.9B
$2.28M 0.12%
+50,500
New +$2.45M
CHK
167
DELISTED
Chesapeake Energy Corporation
CHK
$2.25M 0.12%
5,370
+5,273
+5,436% +$3.63M
TXT icon
168
Textron
TXT
$13.9B
$2.25M 0.12%
49,000
+28,100
+134% +$1.58M
HAS icon
169
Hasbro
HAS
$12.6B
$2.25M 0.12%
+27,700
New +$2.58M
SNV
170
DELISTED
Synovus
SNV
$2.25M 0.12%
+70,300
New +$2.65M
XME icon
171
State Street SPDR S&P Metals & Mining ETF
XME
$4.45B
$2.24M 0.12%
+85,600
New +$2.58M
MLM icon
172
Martin Marietta Materials
MLM
$35.3B
$2.23M 0.12%
13,000
+10,100
+348% +$1.79M
FDN icon
173
First Trust Dow Jones Internet Index Fund ETF
FDN
$5.28B
$2.23M 0.11%
+19,100
New +$2.38M
HUBB icon
174
Hubbell
HUBB
$23.2B
$2.23M 0.11%
+22,400
New +$2.46M
LGND icon
175
Ligand Pharmaceuticals
LGND
$5.49B
$2.2M 0.11%
+25,969
New +$2.77M
5 6
7
8 9

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.