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
(-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 | 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 | |
|---|---|---|---|---|---|---|
|
1
iShares Russell 2000 ETF
IWM
$79.1B
| $110M | 5.68% |
822,700
-388,800
| -32% | -$58M |
|
|
2
NVIDIA
NVDA
$4.6T
| $91.9M | 4.74% |
27,524,000
+15,088,000
| +121% | +$72.2M |
|
|
3
Apple
AAPL
$4.97T
| $90.5M | 4.67% |
2,296,000
+1,198,800
| +109% | +$58.1M |
|
|
4
State Street Energy Select Sector SPDR ETF
XLE
$39B
| $87.8M | 4.53% |
3,063,000
-2,691,800
| -47% | -$90.1M |
|
5
State Street SPDR S&P Oil & Gas Exploration & Production ETF
XOP
$3.54B
| $63.1M | 3.26% |
594,725
-44,225
| -7% | -$6.18M |
|
6
State Street Industrial Select Sector SPDR ETF
XLI
$32.2B
| $46.6M | 2.4% |
723,000
-257,000
| -26% | -$18.2M |
|
|
7
SPDR Gold Trust
GLD
$131B
| $38.3M | 1.97% |
+315,500
| New | +$36.7M |
|
|
8
Advanced Micro Devices
AMD
$700B
| $34.7M | 1.79% |
+1,879,800
| New | +$40.6M |
|
|
9
State Street SPDR S&P 500 ETF Trust
SPY
$771B
| $29.5M | 1.52% |
+118,100
| New | +$31.8M |
|
10
Starbucks
SBUX
$119B
| $26.4M | 1.36% |
+409,200
| New | +$25.6M |
|
|
11
iShares MSCI EAFE ETF
EFA
$76.4B
| $24.7M | 1.27% |
419,800
-2,662,500
| -86% | -$166M |
|
12
Tesla
TSLA
$1.18T
| $23.6M | 1.22% |
+1,062,000
| New | +$22.8M |
|
13
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
$21.7B
| $22.9M | 1.18% |
463,400
+112,200
| +32% | +$5.93M |
|
14
Verizon
VZ
$197B
| $22.5M | 1.16% |
399,400
-41,500
| -9% | -$2.35M |
|
15
RTX Corp
RTX
$290B
| $20.6M | 1.06% |
307,313
+230,882
| +302% | +$18.1M |
|
16
Goldman Sachs
GS
$289B
| $20.4M | 1.05% |
+122,100
| New | +$24.6M |
|
17
SLB Ltd
SLB
$72.7B
| $19.1M | 0.99% |
530,400
+477,200
| +897% | +$23.5M |
|
18
iShares Core S&P Small-Cap ETF
IJR
$109B
| $18.7M | 0.97% |
270,400
+28,800
| +12% | +$2.23M |
|
19
IBM
IBM
$213B
| $17.8M | 0.92% |
+164,013
| New | +$19.7M |
|
20
McDonald's
MCD
$193B
| $17.2M | 0.89% |
96,900
+14,900
| +18% | +$2.64M |
|
21
Coca-Cola
KO
$383B
| $16.8M | 0.87% |
354,900
+173,500
| +96% | +$8.3M |
|
22
Electronic Arts
EA
$52.4B
| $16M | 0.83% |
203,200
+186,000
| +1,081% | +$17.1M |
|
23
Vanguard FTSE Developed Markets ETF
VEA
$223B
| $15.5M | 0.8% |
418,100
-968,500
| -70% | -$38.3M |
|
|
ATVI
24
DELISTED
Activision Blizzard
ATVI
| $15.4M | 0.79% |
330,300
+290,800
| +736% | +$17.4M |
|
25
Micron Technology
MU
$835B
| $13.8M | 0.71% |
+436,400
| New | +$16.5M |
|
Similar funds
MK
TFP
UWPG
FWM
RCIM
TC
NA
GHC
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.