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
(-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 | |
|---|---|---|---|---|---|---|
676
Global Payments
GPN
$23.2B
| – | – |
-28,100
| Closed | -$3.58M |
|
|
GRMN
677
Garmin
GRMN
$54B
| – | – |
-9,200
| Closed | -$644K |
|
678
Hyatt Hotels
H
$15.2B
| – | – |
-5,100
| Closed | -$405K |
|
679
Halozyme
HALO
$12.4B
| – | – |
-13,300
| Closed | -$241K |
|
680
Huntington Bancshares
HBAN
$33.1B
| – | – |
-66,800
| Closed | -$996K |
|
|
HEES
681
DELISTED
H&E Equipment Services
HEES
| – | – |
-8,300
| Closed | -$313K |
|
682
Harmony Gold Mining
HMY
$12.2B
| – | – |
-13,700
| Closed | -$22K |
|
683
Harley-Davidson
HOG
$2.88B
| – | – |
-14,700
| Closed | -$665K |
|
|
HOLX
684
DELISTED
Hologic
HOLX
| – | – |
-8,400
| Closed | -$344K |
|
685
Honeywell
HON
$65.8B
| – | – |
-8,302
| Closed | -$1.25M |
|
686
Helmerich & Payne
HP
$4.25B
| – | – |
-17,000
| Closed | -$1.17M |
|
687
HP
HPQ
$30.1B
| – | – |
-188,700
| Closed | -$4.86M |
|
688
H&R Block
HRB
$5.6B
| – | – |
-21,300
| Closed | -$548K |
|
689
HSBC
HSBC
$349B
| – | – |
-13,226
| Closed | -$554K |
|
690
Host Hotels & Resorts
HST
$15.2B
| – | – |
-92,600
| Closed | -$1.95M |
|
691
Hershey
HSY
$34.5B
| – | – |
-19,100
| Closed | -$1.95M |
|
692
Humana
HUM
$46.8B
| – | – |
-11,100
| Closed | -$3.76M |
|
693
Hexcel
HXL
$7.02B
| – | – |
-4,700
| Closed | -$315K |
|
694
iShares Biotechnology ETF
IBB
$10.3B
| – | – |
-7,500
| Closed | -$914K |
|
695
Intercontinental Exchange
ICE
$86.6B
| – | – |
-55,500
| Closed | -$4.16M |
|
696
iShares Select U.S. REIT ETF
ICF
$1.96B
| – | – |
-20,400
| Closed | -$1.02M |
|
697
iShares Core S&P Mid-Cap ETF
IJH
$122B
| – | – |
-414,500
| Closed | -$16.7M |
|
698
IMAX
IMAX
$2.84B
| – | – |
-14,000
| Closed | -$361K |
|
699
Imperial Oil
IMO
$63.5B
| – | – |
-9,500
| Closed | -$307K |
|
700
Incyte
INCY
$25.1B
| – | – |
-11,900
| Closed | -$822K |
|
Similar funds
HIC
AGAM
RFA
SPG
TCM
DLP
SIC
GC
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.