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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
WFT
326
DELISTED
Weatherford International plc
WFT
$722K 0.04%
+1,292,060
New +$1.69M
KOS icon
327
Kosmos Energy
KOS
$1.74B
$718K 0.04%
+176,500
New +$1.09M
ALV icon
328
Autoliv
ALV
$8.53B
$716K 0.04%
+10,200
New +$828K
EXPR
329
DELISTED
Express, Inc.
EXPR
$715K 0.04%
+7,005
New +$1.08M
WERN icon
330
Werner Enterprises
WERN
$2.16B
$708K 0.04%
+24,000
New +$782K
DLX icon
331
Deluxe
DLX
$1.09B
$707K 0.04%
+18,400
New +$878K
BYD icon
332
Boyd Gaming
BYD
$5.55B
$706K 0.04%
+34,000
New +$894K
IRWD icon
333
Ironwood Pharmaceuticals
IRWD
$686M
$700K 0.04%
+80,714
New +$926K
IFF icon
334
International Flavors & Fragrances
IFF
$21.7B
$698K 0.04%
5,200
-6,700
-56% -$927K
ELLI
335
DELISTED
Ellie Mae Inc
ELLI
$697K 0.04%
11,100
+8,000
+258% +$570K
CW icon
336
Curtiss-Wright
CW
$21.1B
$684K 0.04%
+6,700
New +$748K
SGEN
337
DELISTED
Seagen Inc. Common Stock
SGEN
$679K 0.04%
+12,000
New +$753K
J icon
338
Jacobs Solutions
J
$17B
$678K 0.04%
+14,024
New +$802K
PACW
339
DELISTED
PacWest Bancorp
PACW
$675K 0.03%
+20,300
New +$809K
DG icon
340
Dollar General
DG
$27.6B
$670K 0.03%
6,200
-29,700
-83% -$3.22M
ES icon
341
Eversource Energy
ES
$25.6B
$669K 0.03%
10,300
-29,500
-74% -$1.92M
JCP
342
DELISTED
J.C. Penney Company, Inc.
JCP
$669K 0.03%
+643,800
New +$903K
FLS icon
343
Flowserve
FLS
$9.37B
$665K 0.03%
+17,500
New +$819K
CHS
344
DELISTED
Chicos FAS, Inc.
CHS
$664K 0.03%
+118,200
New +$823K
O icon
345
Realty Income
O
$55.2B
$661K 0.03%
10,836
-31,063
-74% -$1.85M
BDC icon
346
Belden
BDC
$4.46B
$659K 0.03%
+15,800
New +$860K
ODFL icon
347
Old Dominion Freight Line
ODFL
$36.6B
$654K 0.03%
15,900
-900
-5% -$39.9K
CGNX icon
348
Cognex
CGNX
$10.2B
$653K 0.03%
+16,900
New +$733K
IDXX icon
349
Idexx Laboratories
IDXX
$40.9B
$651K 0.03%
+3,500
New +$718K
CIT
350
DELISTED
CIT Group Inc.
CIT
$635K 0.03%
+16,600
New +$753K
12 13
14
15 16

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.