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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 | |
|---|---|---|---|---|---|---|
|
ASNA
476
DELISTED
Ascena Retail Group, Inc.
ASNA
| $236K | 0.01% |
+4,705
| New | +$333K |
|
477
FNB Corp
FNB
$6.33B
| $235K | 0.01% |
+23,900
| New | +$277K |
|
478
West Pharmaceutical
WST
$25.7B
| $235K | 0.01% |
+2,400
| New | +$260K |
|
479
Equinor
EQNR
$106B
| $234K | 0.01% |
11,100
-34,900
| -76% | -$856K |
|
480
Cousins Properties
CUZ
$4.61B
| $233K | 0.01% |
+7,400
| New | +$247K |
|
481
Winnebago Industries
WGO
$768M
| $232K | 0.01% |
+9,600
| New | +$254K |
|
482
B2Gold
BTG
$6.79B
| $230K | 0.01% |
+79,100
| New | +$206K |
|
483
Clean Harbors
CLH
$16.9B
| $227K | 0.01% |
+4,600
| New | +$287K |
|
484
Synopsys
SNPS
$72.3B
| $227K | 0.01% |
2,700
-19,500
| -88% | -$1.73M |
|
485
Axos Financial
AX
$5.21B
| $224K | 0.01% |
8,900
+2,200
| +33% | +$66.4K |
|
|
SPPI
486
DELISTED
Spectrum Pharmaceuticals Inc
SPPI
| $224K | 0.01% |
+25,700
| New | +$327K |
|
487
Cimpress
CMPR
$2B
| $217K | 0.01% |
+2,100
| New | +$244K |
|
488
Century Aluminum
CENX
$3.96B
| $216K | 0.01% |
+29,600
| New | +$268K |
|
489
Mativ Holdings
MATV
$656M
| $215K | 0.01% |
+8,600
| New | +$264K |
|
490
Manitowoc
MTW
$740M
| $214K | 0.01% |
+14,500
| New | +$271K |
|
491
Patterson-UTI
PTEN
$4.61B
| $213K | 0.01% |
+20,600
| New | +$304K |
|
|
BDN
492
Brandywine Realty Trust
BDN
$496M
| $209K | 0.01% |
+16,300
| New | +$230K |
|
493
Adtran
ADTN
$575M
| $207K | 0.01% |
+19,300
| New | +$263K |
|
494
World Kinect Corp
WKC
$1.8B
| $207K | 0.01% |
+9,700
| New | +$256K |
|
495
Carpenter Technology
CRS
$20.7B
| $202K | 0.01% |
+5,700
| New | +$257K |
|
496
Oshkosh
OSK
$8.91B
| $202K | 0.01% |
+3,300
| New | +$212K |
|
497
BioCryst Pharmaceuticals
BCRX
$2.14B
| $192K | 0.01% |
+23,800
| New | +$185K |
|
498
Baytex Energy
BTE
$3.43B
| $191K | 0.01% |
+108,800
| New | +$222K |
|
|
ACOR
499
DELISTED
Acorda Therapeutics
ACOR
| $191K | 0.01% |
+103
| New | +$224K |
|
500
Regions Financial
RF
$24.3B
| $187K | 0.01% |
14,000
-46,600
| -77% | -$749K |
|
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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.