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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
(-32%)
Cap. Flow
-$380M
Cap. Flow
% of AUM
-19.62%
Top 10 Holdings %
Top 10 Hldgs %
31.92%
Holding
902
New
291
Increased
154
Reduced
91
Closed
366
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
NVIDIA
NVDA
|
+$72.2M |
| 2 |
Apple
AAPL
|
+$58.1M |
| 3 |
Advanced Micro Devices
AMD
|
+$40.6M |
| 4 |
SPDR Gold Trust
GLD
|
+$36.7M |
| 5 |
State Street SPDR S&P 500 ETF Trust
SPY
|
+$31.8M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
iShares MSCI EAFE ETF
EFA
|
+$166M |
| 2 |
State Street Utilities Select Sector SPDR ETF
XLU
|
+$94.4M |
| 3 |
State Street Energy Select Sector SPDR ETF
XLE
|
+$90.1M |
| 4 |
iShares MSCI Japan ETF
EWJ
|
+$71.8M |
| 5 |
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 | |
|---|---|---|---|---|---|---|
651
Extra Space Storage
EXR
$28.8B
| – | – |
-15,700
| Closed | -$1.36M |
|
652
Fastenal
FAST
$56.3B
| – | – |
-131,600
| Closed | -$1.91M |
|
653
FTI Consulting
FCN
$4.01B
| – | – |
-5,700
| Closed | -$417K |
|
654
Factset
FDS
$9.83B
| – | – |
-6,400
| Closed | -$1.43M |
|
655
FedEx
FDX
$71.4B
| – | – |
-3,500
| Closed | -$842K |
|
656
FirstEnergy
FE
$26.3B
| – | – |
-70,100
| Closed | -$2.6M |
|
657
F5
FFIV
$24B
| – | – |
-4,700
| Closed | -$937K |
|
|
FISV
658
Fiserv Inc
FISV
$26.3B
| – | – |
-7,500
| Closed | -$617K |
|
659
Fidelity National Information Services
FIS
$19B
| – | – |
-13,400
| Closed | -$1.46M |
|
|
FL
660
DELISTED
Foot Locker
FL
| – | – |
-7,700
| Closed | -$392K |
|
661
FMC
FMC
$1.35B
| – | – |
-34,821
| Closed | -$2.63M |
|
662
Fabrinet
FN
$14.1B
| – | – |
-10,200
| Closed | -$471K |
|
663
Federal Realty Investment Trust
FRT
$9.77B
| – | – |
-7,200
| Closed | -$910K |
|
664
Genesco
GCO
$361M
| – | – |
-6,100
| Closed | -$287K |
|
665
The GEO Group
GEO
$4.14B
| – | – |
-9,500
| Closed | -$239K |
|
666
Gerdau
GGB
$9.79B
| – | – |
-162,540
| Closed | -$543K |
|
667
Graco
GGG
$12.4B
| – | – |
-14,500
| Closed | -$671K |
|
668
G-III Apparel Group
GIII
$1.21B
| – | – |
-4,200
| Closed | -$202K |
|
669
Globe Life
GL
$13.3B
| – | – |
-9,600
| Closed | -$832K |
|
670
General Motors
GM
$74B
| – | – |
-27,000
| Closed | -$909K |
|
671
GameStop
GME
$11.1B
| – | – |
-487,200
| Closed | -$1.86M |
|
672
Generac Holdings
GNRC
$10.3B
| – | – |
-3,600
| Closed | -$203K |
|
673
Genworth Financial
GNW
$3.81B
| – | – |
-18,300
| Closed | -$76K |
|
674
Genuine Parts
GPC
$18B
| – | – |
-11,200
| Closed | -$1.11M |
|
675
Group 1 Automotive
GPI
$3.13B
| – | – |
-4,000
| Closed | -$259K |
|
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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.