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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
COHR
201
DELISTED
Coherent Inc
COHR
$1.84M 0.09%
17,400
+15,800
+988% +$2.03M
SAVE
202
DELISTED
Spirit Airlines, Inc.
SAVE
$1.84M 0.09%
31,700
-4,400
-12% -$236K
EXP icon
203
Eagle Materials
EXP
$5.59B
$1.83M 0.09%
+30,000
New +$2.15M
LBTYA icon
204
Liberty Global Class A
LBTYA
$3.54B
$1.83M 0.09%
+85,700
New +$2.1M
TS icon
205
Tenaris
TS
$29B
$1.82M 0.09%
+85,500
New +$2.37M
SNA icon
206
Snap-on
SNA
$19.5B
$1.79M 0.09%
+12,300
New +$1.95M
OZK icon
207
Bank OZK
OZK
$5.33B
$1.78M 0.09%
78,200
+66,600
+574% +$1.85M
SWK icon
208
Stanley Black & Decker
SWK
$13.5B
$1.78M 0.09%
+14,900
New +$1.86M
SBH icon
209
Sally Beauty Holdings
SBH
$1.48B
$1.76M 0.09%
103,500
+75,200
+266% +$1.41M
FLIR
210
DELISTED
FLIR Systems, Inc. (DE) Common Stock
FLIR
$1.76M 0.09%
40,400
+21,700
+116% +$1.07M
BWXT icon
211
BWX Technologies
BWXT
$13.3B
$1.73M 0.09%
+45,200
New +$2.24M
SM icon
212
SM Energy
SM
$9.51B
$1.73M 0.09%
+111,500
New +$2.58M
VGT icon
213
Vanguard Information Technology ETF
VGT
$146B
$1.72M 0.09%
+82,400
New +$1.87M
SFLY
214
DELISTED
Shutterfly, Inc.
SFLY
$1.71M 0.09%
42,500
+27,300
+180% +$1.43M
ULTI
215
DELISTED
Ultimate Software Group Inc
ULTI
$1.69M 0.09%
+6,900
New +$1.83M
CBOE icon
216
Cboe Global Markets
CBOE
$28.5B
$1.67M 0.09%
+17,100
New +$1.78M
TCBI icon
217
Texas Capital Bancshares
TCBI
$4.23B
$1.65M 0.09%
+32,300
New +$2.04M
SPB icon
218
Spectrum Brands
SPB
$1.98B
$1.64M 0.08%
+38,900
New +$2.25M
CLB icon
219
Core Laboratories
CLB
$562M
$1.62M 0.08%
27,200
+22,400
+467% +$1.93M
PENN icon
220
PENN Entertainment
PENN
$2.35B
$1.58M 0.08%
83,900
+72,900
+663% +$1.73M
PDCE
221
DELISTED
PDC Energy, Inc.
PDCE
$1.57M 0.08%
+52,900
New +$2.12M
STMP
222
DELISTED
Stamps.com, Inc.
STMP
$1.57M 0.08%
10,100
+6,400
+173% +$1.14M
EMR icon
223
Emerson Electric
EMR
$82.2B
$1.56M 0.08%
26,100
-2,200
-8% -$148K
BFH icon
224
Bread Financial
BFH
$4.11B
$1.54M 0.08%
+12,906
New +$2.02M
NBR icon
225
Nabors Industries
NBR
$1.33B
$1.54M 0.08%
+15,448
New +$3.4M
7 8
9
10 11

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.