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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 | |
|---|---|---|---|---|---|---|
|
ONIT
526
Onity Group
ONIT
$286M
| $71K | ﹤0.01% |
3,580
+2,913
| +437% | +$120K |
|
|
ASRT
527
DELISTED
Assertio
ASRT
| $70K | ﹤0.01% |
+327
| New | +$98.2K |
|
528
Titan International
TWI
$458M
| $70K | ﹤0.01% |
+15,100
| New | +$97.9K |
|
|
PDS
529
Precision Drilling
PDS
$1.11B
| $68K | ﹤0.01% |
+1,980
| New | +$98.1K |
|
|
PDLI
530
DELISTED
PDL BioPharma, Inc.
PDLI
| $66K | ﹤0.01% |
+23,100
| New | +$63.5K |
|
531
Flotek Industries
FTK
$1.02B
| $59K | ﹤0.01% |
+9,150
| New | +$92.6K |
|
|
BLDP
532
Ballard Power Systems
BLDP
$633M
| $41K | ﹤0.01% |
17,400
-20,000
| -53% | -$62.9K |
|
533
Nordic American Tanker
NAT
$1.69B
| $23K | ﹤0.01% |
11,600
-6,000
| -34% | -$15.6K |
|
|
HOS
534
DELISTED
Hornbeck Offshore Services, Inc.
HOS
| $18K | ﹤0.01% |
+12,700
| New | +$44.5K |
|
|
INFI
535
DELISTED
Infinity Pharmaceuticals, Inc.
INFI
| $17K | ﹤0.01% |
+15,000
| New | +$27K |
|
|
PIR
536
DELISTED
Pier 1 Imports, Inc.
PIR
| $11K | ﹤0.01% |
1,860
-1,305
| -41% | -$35.7K |
|
537
Agilent Technologies
A
$43.3B
| – | – |
-29,000
| Closed | -$2.04M |
|
538
American Airlines Group
AAL
$8.41B
| – | – |
-29,300
| Closed | -$1.21M |
|
539
Abbott
ABT
$177B
| – | – |
-135,000
| Closed | -$9.9M |
|
540
Acadia Pharmaceuticals
ACAD
$4.75B
| – | – |
-97,500
| Closed | -$2.02M |
|
541
Accenture
ACN
$116B
| – | – |
-21,600
| Closed | -$3.68M |
|
542
iShares MSCI ACWI ETF
ACWI
$32.6B
| – | – |
-272,700
| Closed | -$20.3M |
|
543
Adobe
ADBE
$99.6B
| – | – |
-18,300
| Closed | -$4.94M |
|
544
Archer Daniels Midland
ADM
$41B
| – | – |
-18,900
| Closed | -$950K |
|
545
Ameren
AEE
$28.5B
| – | – |
-23,000
| Closed | -$1.45M |
|
546
American Electric Power
AEP
$65.7B
| – | – |
-45,000
| Closed | -$3.19M |
|
547
AerCap
AER
$22.4B
| – | – |
-20,600
| Closed | -$1.18M |
|
548
AES
AES
$10.6B
| – | – |
-69,100
| Closed | -$967K |
|
549
Aflac
AFL
$58.6B
| – | – |
-21,400
| Closed | -$1.01M |
|
550
First Majestic Silver
AG
$9.03B
| – | – |
-15,200
| Closed | -$86K |
|
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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.