We are live on ! Find out more
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
ERX icon
126
Direxion Daily Energy Bull 2X ETF
ERX
$266M
$2.98M 0.15%
19,690
-3,560
-15% -$909K
ABEV icon
127
Ambev
ABEV
$46.6B
$2.93M 0.15%
+747,200
New +$3.19M
THO icon
128
Thor Industries
THO
$3.71B
$2.91M 0.15%
+56,000
New +$3.79M
VTR icon
129
Ventas
VTR
$45.4B
$2.85M 0.15%
+48,700
New +$2.87M
AZO icon
130
AutoZone
AZO
$46.7B
$2.85M 0.15%
3,400
-9,400
-73% -$7.53M
VMC icon
131
Vulcan Materials
VMC
$32.3B
$2.83M 0.15%
+28,600
New +$2.9M
RIG icon
132
Transocean
RIG
$6.63B
$2.81M 0.15%
405,400
+114,000
+39% +$1.16M
BBBY
133
DELISTED
Bed Bath & Beyond Inc
BBBY
$2.79M 0.14%
+246,800
New +$3.22M
FTI icon
134
TechnipFMC
FTI
$29.4B
$2.79M 0.14%
191,251
+104,832
+121% +$1.95M
VOD icon
135
Vodafone
VOD
$40.9B
$2.76M 0.14%
143,400
+130,300
+995% +$2.6M
HII icon
136
Huntington Ingalls Industries
HII
$11B
$2.74M 0.14%
+14,400
New +$3.13M
LKQ icon
137
LKQ Corp
LKQ
$5.92B
$2.73M 0.14%
+115,200
New +$3.13M
BP icon
138
BP
BP
$121B
$2.71M 0.14%
73,875
-158,534
-68% -$6.33M
FLR icon
139
Fluor
FLR
$7.23B
$2.7M 0.14%
+84,000
New +$3.62M
AMG icon
140
Affiliated Managers Group
AMG
$9B
$2.69M 0.14%
+27,600
New +$3.12M
TPR icon
141
Tapestry
TPR
$23.4B
$2.67M 0.14%
79,200
+48,300
+156% +$1.94M
CME icon
142
CME Group
CME
$98.9B
$2.67M 0.14%
14,200
-11,800
-45% -$2.18M
HD icon
143
Home Depot
HD
$305B
$2.63M 0.14%
15,300
-81,400
-84% -$14.6M
DISCK
144
DELISTED
Discovery, Inc. Series C Common Stock
DISCK
$2.62M 0.14%
+113,600
New +$3.16M
OC icon
145
Owens Corning
OC
$10.2B
$2.61M 0.13%
59,400
+53,200
+858% +$2.58M
ECL icon
146
Ecolab
ECL
$77B
$2.61M 0.13%
17,700
+8,300
+88% +$1.27M
CB icon
147
Chubb
CB
$132B
$2.57M 0.13%
+19,900
New +$2.57M
CMA
148
DELISTED
Comerica
CMA
$2.56M 0.13%
+37,200
New +$2.96M
WTW icon
149
Willis Towers Watson
WTW
$29.9B
$2.55M 0.13%
+16,800
New +$2.51M
CCEP icon
150
Coca-Cola Europacific Partners
CCEP
$45.4B
$2.54M 0.13%
55,500
+33,200
+149% +$1.54M
4 5
6
7 8

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.