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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
MAS icon
176
Masco
MAS
$13.6B
$2.17M 0.11%
+74,100
New +$2.3M
CHRD icon
177
Chord Energy
CHRD
$8.59B
$2.14M 0.11%
386,300
+290,800
+305% +$2.64M
EXC icon
178
Exelon
EXC
$43.5B
$2.11M 0.11%
65,614
-116,085
-64% -$3.71M
PBR.A icon
179
Petrobras Class A
PBR.A
$126B
$2.11M 0.11%
+181,800
New +$2.37M
F icon
180
Ford
F
$53.8B
$2.11M 0.11%
+275,300
New +$2.45M
DB icon
181
Deutsche Bank
DB
$72.7B
$2.09M 0.11%
+256,300
New +$2.5M
TNL icon
182
Travel + Leisure Co
TNL
$4.01B
$2.08M 0.11%
58,100
+40,500
+230% +$1.58M
IWF icon
183
iShares Russell 1000 Growth ETF
IWF
$123B
$2.08M 0.11%
+63,600
New +$2.24M
CELG
184
DELISTED
Celgene Corp
CELG
$2.07M 0.11%
+32,300
New +$2.38M
MMM icon
185
3M
MMM
$84.9B
$2.06M 0.11%
12,917
-16,983
-57% -$2.82M
JNJ icon
186
Johnson & Johnson
JNJ
$644B
$2.05M 0.11%
+15,900
New +$2.22M
EMN icon
187
Eastman Chemical
EMN
$7.53B
$2.04M 0.11%
+27,900
New +$2.22M
XHB icon
188
State Street SPDR S&P Homebuilders ETF
XHB
$1.29B
$2.04M 0.11%
+62,600
New +$2.15M
ENDP
189
DELISTED
Endo International plc
ENDP
$2M 0.1%
+274,300
New +$3.76M
XRAY icon
190
Dentsply Sirona
XRAY
$1.96B
$1.99M 0.1%
53,600
-62,200
-54% -$2.26M
FNSR
191
DELISTED
Finisar Corp
FNSR
$1.93M 0.1%
89,300
+59,500
+200% +$1.18M
SIX
192
DELISTED
Six Flags Entertainment Corp.
SIX
$1.92M 0.1%
34,500
+24,800
+256% +$1.48M
RYAAY icon
193
Ryanair
RYAAY
$26.9B
$1.9M 0.1%
66,750
+60,500
+968% +$1.93M
DOC icon
194
Healthpeak Properties
DOC
$13.9B
$1.9M 0.1%
68,000
+2,300
+4% +$63.7K
OLN icon
195
Olin
OLN
$1.95B
$1.89M 0.1%
+94,200
New +$2.01M
VC icon
196
Visteon
VC
$2.61B
$1.89M 0.1%
31,400
+26,700
+568% +$2.01M
HLF icon
197
Herbalife
HLF
$1.25B
$1.89M 0.1%
32,000
+16,800
+111% +$927K
AZPN
198
DELISTED
ASPEN TECHNOLOGY INC
AZPN
$1.88M 0.1%
+22,900
New +$1.88M
DUK icon
199
Duke Energy
DUK
$91.8B
$1.86M 0.1%
21,600
-10,200
-32% -$868K
WEX icon
200
WEX
WEX
$6.82B
$1.86M 0.1%
+13,300
New +$2.19M
6 7
8
9 10

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.