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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
DHC
276
Diversified Healthcare Trust
DHC
$1.89B
$1.04M 0.05%
89,100
+66,600
+296% +$988K
EVR icon
277
Evercore
EVR
$10.5B
$1.04M 0.05%
+14,500
New +$1.19M
CSL icon
278
Carlisle Companies
CSL
$12.8B
$1.03M 0.05%
10,300
+2,700
+36% +$278K
URBN icon
279
Urban Outfitters
URBN
$6.68B
$1.03M 0.05%
+31,200
New +$1.17M
RL icon
280
Ralph Lauren
RL
$20.3B
$1.03M 0.05%
+10,000
New +$1.18M
ICUI icon
281
ICU Medical
ICUI
$3.95B
$1.03M 0.05%
+4,500
New +$1.11M
DO
282
DELISTED
Diamond Offshore Drilling
DO
$1.03M 0.05%
109,100
+60,800
+126% +$863K
STL
283
DELISTED
Sterling Bancorp
STL
$1.01M 0.05%
+61,400
New +$1.14M
REGN icon
284
Regeneron Pharmaceuticals
REGN
$80B
$1.01M 0.05%
2,700
+200
+8% +$73.2K
CLR
285
DELISTED
CONTINENTAL RESOURCES INC.
CLR
$1.01M 0.05%
25,100
-35,200
-58% -$1.8M
CCL icon
286
Carnival Corporation Ltd
CCL
$30.7B
$976K 0.05%
19,800
-24,200
-55% -$1.39M
AVB
287
DELISTED
AvalonBay Communities
AVB
$974K 0.05%
5,600
-6,400
-53% -$1.16M
TYL icon
288
Tyler Technologies
TYL
$14.2B
$966K 0.05%
5,200
+300
+6% +$59.3K
CRZO
289
DELISTED
Carrizo Oil & Gas Inc
CRZO
$958K 0.05%
+84,900
New +$1.51M
SBRA icon
290
Sabra Healthcare REIT
SBRA
$5.17B
$957K 0.05%
58,100
+28,700
+98% +$578K
DY icon
291
Dycom Industries
DY
$8.78B
$940K 0.05%
+17,400
New +$1.17M
AIV
292
Aimco
AIV
$337M
$939K 0.05%
160,646
+83,326
+108% +$495K
PFG icon
293
Principal Financial Group
PFG
$25.3B
$927K 0.05%
21,000
+12,600
+150% +$620K
CDP icon
294
COPT Defense Properties
CDP
$3.94B
$919K 0.05%
43,700
+29,500
+208% +$750K
ENOV icon
295
Enovis
ENOV
$1.04B
$913K 0.05%
+25,390
New +$1.18M
DDD icon
296
3D Systems Corp
DDD
$528M
$906K 0.05%
+89,100
New +$1.22M
IART icon
297
Integra LifeSciences
IART
$1.24B
$906K 0.05%
+20,100
New +$1.1M
AWK icon
298
American Water Works
AWK
$27.3B
$898K 0.05%
9,900
+900
+10% +$82.2K
AAXJ icon
299
iShares MSCI All Country Asia ex Japan ETF
AAXJ
$3.91B
$895K 0.05%
+14,100
New +$915K
SRCI
300
DELISTED
SRC Energy Inc
SRCI
$894K 0.05%
190,300
+95,000
+100% +$636K
10 11
12
13 14

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.