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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
HIMX
451
Himax Technologies
HIMX
$2.26B
$296K 0.02%
+86,300
New +$407K
VRSN icon
452
VeriSign
VRSN
$27.1B
$296K 0.02%
+2,000
New +$300K
GERN icon
453
Geron
GERN
$829M
$290K 0.02%
290,400
+239,600
+472% +$364K
CNO icon
454
CNO Financial Group
CNO
$5.15B
$284K 0.01%
+19,100
New +$348K
AL
455
DELISTED
Air Lease Corp
AL
$280K 0.01%
9,300
-1,600
-15% -$61K
IBKC
456
DELISTED
IBERIABANK Corp
IBKC
$276K 0.01%
4,300
-3,600
-46% -$264K
HPR
457
DELISTED
HighPoint Resources Corporation
HPR
$274K 0.01%
+2,202
New +$406K
LEG
458
DELISTED
Leggett & Platt
LEG
$272K 0.01%
7,600
-7,000
-48% -$266K
NNN icon
459
NNN REIT
NNN
$8.03B
$271K 0.01%
5,600
-10,000
-64% -$477K
CVE icon
460
Cenovus Energy
CVE
$60.5B
$267K 0.01%
+38,000
New +$313K
MLNX
461
DELISTED
Mellanox Technologies, Ltd.
MLNX
$267K 0.01%
+2,900
New +$246K
STX icon
462
Seagate
STX
$178B
$266K 0.01%
+6,900
New +$291K
UCTT
463
Ultra Clean Holdings
UCTT
$3.01B
$255K 0.01%
+30,200
New +$295K
KRA
464
DELISTED
Kraton Corporation
KRA
$253K 0.01%
+11,600
New +$340K
DBD
465
DELISTED
Diebold Nixdorf Incorporated
DBD
$252K 0.01%
101,600
+8,100
+9% +$29K
PRAA icon
466
PRA Group
PRAA
$739M
$251K 0.01%
+10,300
New +$308K
GNTX icon
467
Gentex
GNTX
$4.67B
$250K 0.01%
+12,400
New +$260K
TREX icon
468
Trex
TREX
$4.33B
$249K 0.01%
+8,400
New +$263K
Y
469
DELISTED
Alleghany Corp
Y
$249K 0.01%
400
-300
-43% -$185K
VEU icon
470
Vanguard FTSE All-World ex-US ETF
VEU
$68.8B
$246K 0.01%
5,400
-229,200
-98% -$11M
ENLC
471
DELISTED
ENLINK MIDSTREAM, LLC
ENLC
$245K 0.01%
+25,900
New +$334K
LGF.A
472
DELISTED
Lions Gate Entertainment Corp. Class A Voting Shares
LGF.A
$243K 0.01%
+15,100
New +$292K
RHP icon
473
Ryman Hospitality Properties
RHP
$8.32B
$240K 0.01%
3,600
+700
+24% +$52.5K
TDS icon
474
Telephone and Data Systems
TDS
$4.28B
$237K 0.01%
7,300
-1,200
-14% -$39.8K
CTB
475
DELISTED
Cooper Tire & Rubber Co.
CTB
$236K 0.01%
+7,300
New +$222K
17 18
19
20 21

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.