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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
KEY icon
426
KeyCorp
KEY
$22.8B
$356K 0.02%
24,100
-6,800
-22% -$120K
CX icon
427
Cemex
CX
$14.8B
$354K 0.02%
+73,600
New +$393K
TTM
428
DELISTED
Tata Motors Limited
TTM
$352K 0.02%
28,900
-26,700
-48% -$333K
JBHT icon
429
JB Hunt Transport Services
JBHT
$22.4B
$344K 0.02%
+3,700
New +$392K
EWBC icon
430
East-West Bancorp
EWBC
$17.6B
$339K 0.02%
+7,800
New +$404K
ACC
431
DELISTED
American Campus Communities, Inc.
ACC
$335K 0.02%
+8,100
New +$336K
BC icon
432
Brunswick
BC
$4.54B
$334K 0.02%
7,200
-7,900
-52% -$423K
RRGB icon
433
Red Robin
RRGB
$142M
$334K 0.02%
12,500
+6,000
+92% +$202K
EXTR icon
434
Extreme Networks
EXTR
$2.86B
$332K 0.02%
54,500
-41,300
-43% -$240K
TCO
435
DELISTED
Taubman Centers Inc.
TCO
$332K 0.02%
7,300
-4,400
-38% -$231K
CACI icon
436
CACI
CACI
$14.1B
$331K 0.02%
2,300
+400
+21% +$68.1K
WOLF icon
437
Wolfspeed
WOLF
$1.28B
$329K 0.02%
7,700
-400
-5% -$16.2K
AN icon
438
AutoNation
AN
$6.56B
$328K 0.02%
+9,200
New +$348K
BKE icon
439
Buckle
BKE
$2.09B
$328K 0.02%
+17,000
New +$344K
TECK icon
440
Teck Resources
TECK
$31.8B
$323K 0.02%
+15,000
New +$325K
AKS
441
DELISTED
AK Steel Holding Corp
AKS
$319K 0.02%
141,900
-167,900
-54% -$607K
IONS icon
442
Ionis Pharmaceuticals
IONS
$7.7B
$318K 0.02%
5,900
-12,300
-68% -$627K
INFY icon
443
Infosys
INFY
$45.2B
$314K 0.02%
33,000
-121,400
-79% -$1.16M
RYN icon
444
Rayonier
RYN
$6.08B
$312K 0.02%
12,455
+4,850
+64% +$134K
IMGN
445
DELISTED
Immunogen Inc
IMGN
$312K 0.02%
+65,000
New +$394K
DEO icon
446
Diageo
DEO
$48.5B
$311K 0.02%
2,200
-1,900
-46% -$267K
GVA icon
447
Granite Construction
GVA
$5.19B
$310K 0.02%
+7,700
New +$352K
BVN icon
448
Compañía de Minas Buenaventura
BVN
$8.53B
$304K 0.02%
+18,800
New +$271K
NTGR icon
449
NETGEAR
NTGR
$610M
$301K 0.02%
+5,800
New +$313K
OHI icon
450
Omega Healthcare
OHI
$14.2B
$298K 0.02%
8,500
-29,700
-78% -$1.03M
16 17
18
19 20

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.