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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
TDG icon
376
TransDigm Group
TDG
$60.9B
$510K 0.03%
1,500
-4,600
-75% -$1.58M
SLV icon
377
iShares Silver Trust
SLV
$31.4B
$509K 0.03%
+35,100
New +$480K
HIBB
378
DELISTED
Hibbett, Inc. Common Stock
HIBB
$500K 0.03%
+35,000
New +$595K
LUV icon
379
Southwest Airlines
LUV
$19B
$497K 0.03%
10,700
-93,000
-90% -$4.94M
DTE icon
380
DTE Energy
DTE
$27.3B
$496K 0.03%
5,288
-30,315
-85% -$2.96M
EBIX
381
DELISTED
Ebix Inc
EBIX
$489K 0.03%
+11,500
New +$612K
ACH
382
Accendra Health
ACH
$81.5M
$488K 0.03%
77,100
+58,500
+315% +$607K
OMER icon
383
Omeros
OMER
$1.28B
$484K 0.03%
43,500
+27,400
+170% +$384K
TXRH icon
384
Texas Roadhouse
TXRH
$11.4B
$483K 0.02%
8,100
-700
-8% -$44.9K
MFC icon
385
Manulife Financial
MFC
$72.8B
$476K 0.02%
+33,600
New +$533K
LM
386
DELISTED
Legg Mason, Inc.
LM
$469K 0.02%
+18,400
New +$516K
ILF icon
387
iShares Latin America 40 ETF
ILF
$3.91B
$465K 0.02%
+15,100
New +$486K
IBN icon
388
ICICI Bank
IBN
$102B
$463K 0.02%
45,000
-110,800
-71% -$1.05M
LL
389
DELISTED
LL Flooring Holdings, Inc.
LL
$462K 0.02%
+48,600
New +$588K
ALKS icon
390
Alkermes
ALKS
$7.72B
$457K 0.02%
15,500
+2,500
+19% +$92.1K
MNTA
391
DELISTED
Momenta Pharmaceuticals, Inc.
MNTA
$454K 0.02%
+41,200
New +$573K
TTMI icon
392
TTM Technologies
TTMI
$12.2B
$446K 0.02%
+45,900
New +$563K
UIS icon
393
Unisys
UIS
$179M
$445K 0.02%
+38,300
New +$603K
CBL
394
DELISTED
CBL& Associates Properties, Inc.
CBL
$445K 0.02%
231,900
+165,800
+251% +$486K
BMA icon
395
Banco Macro
BMA
$4.93B
$442K 0.02%
+10,000
New +$421K
CBT icon
396
Cabot Corp
CBT
$4.1B
$437K 0.02%
+10,200
New +$508K
INVA icon
397
Innoviva
INVA
$1.52B
$432K 0.02%
+24,800
New +$403K
FTR
398
DELISTED
Frontier Communications Corp.
FTR
$432K 0.02%
+181,900
New +$771K
HIW icon
399
Highwoods Properties
HIW
$3.42B
$429K 0.02%
11,100
+1,200
+12% +$51.9K
TGI
400
DELISTED
Triumph Group
TGI
$425K 0.02%
+37,000
New +$643K
14 15
16
17 18

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.