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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
SGMO
501
DELISTED
SANGAMO THERAPEUTICS INC
SGMO
$185K 0.01%
16,200
-21,000
-56% -$261K
SEMG
502
DELISTED
SEMGROUP CORPORATION
SEMG
$183K 0.01%
+13,300
New +$239K
AMAG
503
DELISTED
AMAG Pharmaceuticals
AMAG
$182K 0.01%
+12,000
New +$229K
SFUN
504
DELISTED
Fang Holdings Limited American Depositary Shares (each representing ten Class A Ordinary Shares)
SFUN
$179K 0.01%
2,504
+1,342
+115% +$127K
AVEO
505
DELISTED
AVEO Pharmaceuticals, Inc.
AVEO
$165K 0.01%
+10,370
New +$228K
VSI
506
DELISTED
Vitamin Shoppe Inc.
VSI
$162K 0.01%
34,200
+22,100
+183% +$166K
BLDR icon
507
Builders FirstSource
BLDR
$6.42B
$161K 0.01%
+14,800
New +$186K
VG
508
DELISTED
Vonage Holdings Corporation
VG
$157K 0.01%
18,000
-100
-0.6% -$1.15K
KRO icon
509
KRONOS Worldwide
KRO
$936M
$149K 0.01%
+13,000
New +$175K
WTI icon
510
W&T Offshore
WTI
$587M
$147K 0.01%
+35,800
New +$229K
JKS
511
JinkoSolar
JKS
$538M
$138K 0.01%
14,000
+1,600
+13% +$15.8K
RMBS icon
512
Rambus
RMBS
$8.83B
$137K 0.01%
+17,900
New +$156K
STNG icon
513
Scorpio Tankers
STNG
$4.29B
$137K 0.01%
+7,790
New +$145K
YELL
514
DELISTED
Yellow Corporation Common Stock
YELL
$133K 0.01%
+42,300
New +$269K
BRS
515
DELISTED
Bristow Group, Inc.
BRS
$120K 0.01%
+49,700
New +$376K
LXRX icon
516
Lexicon Pharmaceuticals
LXRX
$899M
$112K 0.01%
+16,900
New +$137K
PGNX
517
DELISTED
Progenics Pharmaceuticals Inc
PGNX
$109K 0.01%
+26,000
New +$132K
ERF
518
DELISTED
Enerplus Corporation
ERF
$101K 0.01%
+13,100
New +$128K
LYG icon
519
Lloyds Banking Group
LYG
$84.9B
$99K 0.01%
+38,900
New +$111K
NOG icon
520
Northern Oil and Gas
NOG
$2.7B
$97K 0.01%
+4,330
New +$127K
CRR
521
DELISTED
Carbo Ceramics Inc.
CRR
$87K ﹤0.01%
+25,200
New +$126K
FRAN
522
DELISTED
Francesca's Holdings Corporation
FRAN
$79K ﹤0.01%
6,800
+3,050
+81% +$88.8K
GNC
523
DELISTED
GNC Holdings, Inc.
GNC
$79K ﹤0.01%
33,700
+6,900
+26% +$23.2K
TK icon
524
Teekay
TK
$1.26B
$75K ﹤0.01%
+22,500
New +$123K
VECO icon
525
Veeco
VECO
$2.51B
$74K ﹤0.01%
10,000
-2,983
-23% -$25.5K
19 20
21
22 23

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.