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QIM

Quantitative Investment Management Portfolio holdings

AUM $963M
1-Year Est. Return 12.95%
This Fund
S&P 500
This Quarter Est. Return
-23.16%
1 Year Est. Return
+12.95%
3 Year Est. Return
+35.29%
5 Year Est. Return
+26.17%
10 Year Est. Return
+187.22%
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 Technology 18.1%
2 Consumer Discretionary 10.44%
3 Energy 8.71%
4 Industrials 6.44%
5 Consumer Staples 5.74%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
MA icon
51
Mastercard
MA
$498B
$8.04M 0.41%
+42,600
New +$8.46M
K
52
DELISTED
Kellanova
K
$7.82M 0.4%
+146,118
New +$8.82M
TGT icon
53
Target
TGT
$66.3B
$7.71M 0.4%
116,600
+21,300
+22% +$1.64M
KRE icon
54
State Street SPDR S&P Regional Banking ETF
KRE
$4.51B
$7.61M 0.39%
+162,600
New +$8.69M
VGK icon
55
Vanguard FTSE Europe ETF
VGK
$30.1B
$7.57M 0.39%
155,700
-202,800
-57% -$10.4M
VFC icon
56
VF Corp
VFC
$5.92B
$7.45M 0.38%
+110,873
New +$8.48M
XLK icon
57
State Street Technology Select Sector SPDR ETF
XLK
$109B
$7.39M 0.38%
+238,400
New +$8.06M
VLO icon
58
Valero Energy
VLO
$89.5B
$7.32M 0.38%
97,700
+76,800
+367% +$6.75M
AGN
59
DELISTED
Allergan plc
AGN
$7.27M 0.38%
54,400
+22,500
+71% +$3.69M
PM icon
60
Philip Morris
PM
$309B
$7.15M 0.37%
+107,166
New +$8.95M
DXC icon
61
DXC Technology
DXC
$1.91B
$6.9M 0.36%
+129,700
New +$8.96M
TIF
62
DELISTED
Tiffany & Co.
TIF
$6.87M 0.35%
+85,300
New +$8.69M
CAG icon
63
Conagra Brands
CAG
$7.42B
$6.76M 0.35%
+316,600
New +$10.2M
EWG icon
64
iShares MSCI Germany ETF
EWG
$1.56B
$6.63M 0.34%
261,400
+146,100
+127% +$3.95M
MHK icon
65
Mohawk Industries
MHK
$6.91B
$6.61M 0.34%
56,500
+15,900
+39% +$2.12M
NXPI icon
66
NXP Semiconductors
NXPI
$60.8B
$6.6M 0.34%
90,100
-108,300
-55% -$8.58M
MRO
67
DELISTED
Marathon Oil Corporation
MRO
$6.51M 0.34%
453,700
+199,400
+78% +$3.56M
AMAT icon
68
Applied Materials
AMAT
$347B
$6.48M 0.33%
197,900
+90,300
+84% +$3.1M
LUMN icon
69
Lumen
LUMN
$6.43B
$6.34M 0.33%
418,600
+358,300
+594% +$6.84M
STT icon
70
State Street
STT
$48.4B
$6.28M 0.32%
+99,500
New +$7.13M
BUD icon
71
AB InBev
BUD
$164B
$6.2M 0.32%
94,200
+85,000
+924% +$6.5M
NWL icon
72
Newell Brands
NWL
$2.21B
$6.14M 0.32%
330,600
+98,000
+42% +$1.95M
EFX icon
73
Equifax
EFX
$22B
$6.07M 0.31%
65,200
+41,600
+176% +$4.43M
JWN
74
DELISTED
Nordstrom
JWN
$5.81M 0.3%
124,700
+44,500
+55% +$2.51M
BALL icon
75
Ball Corp
BALL
$17.5B
$5.72M 0.3%
+124,500
New +$5.82M
1 2
3
4 5

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GHC
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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 Technology at 18% of assets, up from 10% a quarter earlier, followed by Consumer Discretionary and Energy.

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.