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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
BBVA icon
351
Banco Bilbao Vizcaya Argentaria
BBVA
$157B
$631K 0.03%
+119,300
New +$674K
SPN
352
DELISTED
Superior Energy Services, Inc.
SPN
$628K 0.03%
18,750
+11,550
+160% +$802K
FOSL icon
353
Fossil Group
FOSL
$310M
$624K 0.03%
+39,700
New +$769K
CLGX
354
DELISTED
Corelogic, Inc.
CLGX
$624K 0.03%
+18,700
New +$759K
ASML icon
355
ASML
ASML
$616B
$622K 0.03%
+4,000
New +$678K
GRFS
356
Grifois
GRFS
$5.01B
$615K 0.03%
+33,500
New +$666K
TOL icon
357
Toll Brothers
TOL
$12.4B
$615K 0.03%
18,700
-18,600
-50% -$598K
AOS icon
358
A.O. Smith
AOS
$7.78B
$614K 0.03%
+14,400
New +$662K
RHI icon
359
Robert Half
RHI
$3.82B
$612K 0.03%
10,700
-13,600
-56% -$834K
INFN
360
DELISTED
Infinera Corporation Common Stock
INFN
$603K 0.03%
+151,300
New +$759K
ITW icon
361
Illinois Tool Works
ITW
$76.7B
$595K 0.03%
4,700
-4,800
-51% -$632K
DINO icon
362
HF Sinclair
DINO
$20.1B
$592K 0.03%
11,600
+3,600
+45% +$221K
BCS icon
363
Barclays
BCS
$85.8B
$591K 0.03%
+82,006
New +$661K
COHR icon
364
Coherent
COHR
$56.5B
$577K 0.03%
17,800
+7,500
+73% +$280K
PRI icon
365
Primerica
PRI
$9.05B
$576K 0.03%
5,900
+3,200
+119% +$356K
PPLI
366
People Inc
PPLI
$2.83B
$567K 0.03%
+17,346
New +$582K
ENB icon
367
Enbridge
ENB
$107B
$565K 0.03%
18,200
-5,300
-23% -$170K
DCH
368
Dauch Corp
DCH
$1.44B
$550K 0.03%
+49,600
New +$663K
GPK icon
369
Graphic Packaging
GPK
$2.91B
$545K 0.03%
+51,300
New +$600K
EXEL icon
370
Exelixis
EXEL
$14.2B
$536K 0.03%
27,300
+14,800
+118% +$264K
ITUB icon
371
Itaú Unibanco
ITUB
$90.6B
$536K 0.03%
+80,673
New +$518K
ACGL icon
372
Arch Capital
ACGL
$33.1B
$534K 0.03%
20,000
-18,400
-48% -$509K
BWA icon
373
BorgWarner
BWA
$12.8B
$534K 0.03%
+17,494
New +$586K
CINF icon
374
Cincinnati Financial
CINF
$26.4B
$534K 0.03%
+6,900
New +$537K
CAKE icon
375
Cheesecake Factory
CAKE
$4.84B
$522K 0.03%
12,000
+2,600
+28% +$126K
13 14
15
16 17

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.