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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
HZNP
401
DELISTED
Horizon Therapeutics Public Limited Company Ordinary Shares
HZNP
$425K 0.02%
21,800
-19,800
-48% -$388K
OPLN
402
Openlane
OPLN
$4.31B
$424K 0.02%
23,514
-30,647
-57% -$636K
MGA icon
403
Magna International
MGA
$17.2B
$422K 0.02%
+9,300
New +$450K
BCE icon
404
BCE
BCE
$21B
$419K 0.02%
+10,600
New +$434K
DF
405
DELISTED
Dean Foods Company
DF
$419K 0.02%
110,000
+94,100
+592% +$569K
TEN
406
DELISTED
Tenneco Inc. Class A Voting Common Stock
TEN
$416K 0.02%
+15,200
New +$509K
CPE
407
DELISTED
Callon Petroleum Company
CPE
$415K 0.02%
6,400
+3,510
+121% +$339K
PSMT icon
408
Pricesmart
PSMT
$5.22B
$407K 0.02%
6,900
+3,800
+123% +$262K
INVX
409
Innovex International
INVX
$2.06B
$405K 0.02%
+13,500
New +$545K
UDR icon
410
UDR
UDR
$11.2B
$404K 0.02%
10,200
+3,800
+59% +$154K
CRI icon
411
Carter's
CRI
$1.08B
$399K 0.02%
+4,900
New +$445K
SMG icon
412
ScottsMiracle-Gro
SMG
$3.29B
$399K 0.02%
+6,500
New +$462K
GPRO icon
413
GoPro
GPRO
$260M
$397K 0.02%
+93,800
New +$525K
MT icon
414
ArcelorMittal
MT
$56.1B
$394K 0.02%
19,100
-26,400
-58% -$653K
LCI
415
DELISTED
Lannett Company, Inc.
LCI
$394K 0.02%
19,900
+6,050
+44% +$115K
PNW icon
416
Pinnacle West Capital
PNW
$11.6B
$391K 0.02%
4,600
-4,500
-49% -$388K
SAN icon
417
Banco Santander
SAN
$211B
$390K 0.02%
+90,991
New +$413K
OIS icon
418
Oil States International
OIS
$515M
$385K 0.02%
+27,000
New +$621K
SEIC icon
419
SEI Investments
SEIC
$12.7B
$378K 0.02%
+8,200
New +$432K
USCR
420
DELISTED
U S Concrete, Inc.
USCR
$377K 0.02%
+10,700
New +$387K
PVG
421
DELISTED
PRETIUM RESOURCES INC.
PVG
$370K 0.02%
43,900
+1,600
+4% +$12.5K
HRI icon
422
Herc Holdings
HRI
$4.8B
$369K 0.02%
+14,200
New +$495K
LIVN icon
423
LivaNova
LIVN
$4.38B
$365K 0.02%
4,000
+1,600
+67% +$172K
MASI
424
DELISTED
Masimo
MASI
$365K 0.02%
+3,400
New +$379K
BECN
425
DELISTED
Beacon Roofing Supply, Inc.
BECN
$358K 0.02%
11,300
-400
-3% -$12.4K
15 16
17
18 19

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.