We are live on ! Find out more
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
SYY icon
101
Sysco
SYY
$40.8B
$3.89M 0.2%
62,100
+8,500
+16% +$573K
ITA icon
102
iShares US Aerospace & Defense ETF
ITA
$14B
$3.89M 0.2%
45,000
+12,400
+38% +$1.2M
FTNT icon
103
Fortinet
FTNT
$112B
$3.81M 0.2%
+270,500
New +$4.12M
EEM icon
104
iShares MSCI Emerging Markets ETF
EEM
$27.5B
$3.8M 0.2%
+97,200
New +$3.89M
SU icon
105
Suncor Energy
SU
$77.7B
$3.73M 0.19%
133,200
+109,200
+455% +$3.63M
PXD
106
DELISTED
Pioneer Natural Resource Co.
PXD
$3.72M 0.19%
28,300
-4,900
-15% -$749K
AMRN
107
Amarin Corp
AMRN
$297M
$3.63M 0.19%
13,350
+8,620
+182% +$3.14M
NFX
108
DELISTED
Newfield Exploration
NFX
$3.63M 0.19%
247,600
+163,000
+193% +$3.28M
MCHP icon
109
Microchip Technology
MCHP
$38.8B
$3.62M 0.19%
100,600
-44,600
-31% -$1.57M
SHW icon
110
Sherwin-Williams
SHW
$84.8B
$3.38M 0.17%
25,800
+19,500
+310% +$2.63M
LEN icon
111
Lennar Class A
LEN
$20.4B
$3.37M 0.17%
+88,838
New +$3.62M
IPGP icon
112
IPG Photonics
IPGP
$3.4B
$3.32M 0.17%
29,300
+27,700
+1,731% +$3.68M
SBAC icon
113
SBA Communications
SBAC
$19.8B
$3.3M 0.17%
+20,400
New +$3.32M
BIDU icon
114
Baidu
BIDU
$35.7B
$3.28M 0.17%
+20,700
New +$3.86M
FEZ icon
115
State Street SPDR EURO STOXX 50 ETF
FEZ
$4.29B
$3.24M 0.17%
97,300
-60,500
-38% -$2.12M
TAL icon
116
TAL Education Group
TAL
$6.04B
$3.21M 0.17%
120,300
+63,800
+113% +$1.69M
PRGO icon
117
Perrigo
PRGO
$1.44B
$3.13M 0.16%
+80,700
New +$5.12M
JKHY icon
118
Jack Henry & Associates
JKHY
$11.4B
$3.11M 0.16%
+24,600
New +$3.49M
VUG icon
119
Vanguard Growth ETF
VUG
$212B
$3.1M 0.16%
+138,600
New +$3.36M
IWN icon
120
iShares Russell 2000 Value ETF
IWN
$14.3B
$3.1M 0.16%
28,800
+10,000
+53% +$1.2M
SPGI icon
121
S&P Global
SPGI
$124B
$3.08M 0.16%
+18,100
New +$3.24M
WW
122
DELISTED
WW International
WW
$3.07M 0.16%
79,700
+75,400
+1,753% +$4.14M
HRL icon
123
Hormel Foods
HRL
$14.2B
$3.06M 0.16%
71,600
+56,200
+365% +$2.42M
PKG icon
124
Packaging Corp of America
PKG
$22.2B
$3.04M 0.16%
+36,400
New +$3.39M
LBTYK icon
125
Liberty Global Class C
LBTYK
$3.5B
$3.03M 0.16%
147,000
+130,000
+765% +$3.11M
3 4
5
6 7

Similar funds

MK
MASTERINVEST Kapitalanlage Vienna $962M AUM 27.59% 1-Year Est. Return
TFP
Triple Frond Partners San Francisco, California $963M AUM 27.45% 1-Year Est. Return
UWPG
Ullmann Wealth Partners Group Jacksonville Beach, Florida $963M AUM 17.06% 1-Year Est. Return
FWM
Focused Wealth Management Newburgh, New York $964M AUM 18.71% 1-Year Est. Return
RCIM
Red Cedar Investment Management Grand Rapids, Michigan $965M AUM 30.25% 1-Year Est. Return
TC
TwinBeech Capital Purchase, New York $965M AUM 0.23% 1-Year Est. Return
NA
Navellier & Associates Reno, Nevada $960M AUM 79.37% 1-Year Est. Return
GHC
Graham Holdings Company Arlington, Virginia $967M AUM 15.12% 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 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.