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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 | |
|---|---|---|---|---|---|---|
551
AGNC Investment
AGNC
$11.7B
| – | – |
-101,000
| Closed | -$1.88M |
|
552
Assured Guaranty
AGO
$3.14B
| – | – |
-9,500
| Closed | -$401K |
|
553
American International
AIG
$39.8B
| – | – |
-90,800
| Closed | -$4.83M |
|
554
Akamai
AKAM
$15B
| – | – |
-8,500
| Closed | -$621K |
|
555
Albemarle
ALB
$12.9B
| – | – |
-4,400
| Closed | -$439K |
|
556
Allegiant Air
ALGT
$2.15B
| – | – |
-3,800
| Closed | -$481K |
|
557
Alaska Air
ALK
$4.43B
| – | – |
-39,600
| Closed | -$2.73M |
|
558
Allstate
ALL
$64.4B
| – | – |
-29,000
| Closed | -$2.86M |
|
559
Ametek
AME
$53.2B
| – | – |
-24,300
| Closed | -$1.92M |
|
560
Amgen
AMGN
$203B
| – | – |
-31,600
| Closed | -$6.55M |
|
561
Ameriprise Financial
AMP
$47.8B
| – | – |
-1,800
| Closed | -$265K |
|
562
Aon
AON
$63.8B
| – | – |
-31,700
| Closed | -$4.87M |
|
563
Air Products & Chemicals
APD
$63.9B
| – | – |
-14,700
| Closed | -$2.46M |
|
564
ATI
ATI
$25.8B
| – | – |
-78,200
| Closed | -$2.31M |
|
565
Broadcom
AVGO
$1.62T
| – | – |
-99,000
| Closed | -$2.44M |
|
566
Avnet
AVT
$7.61B
| – | – |
-32,400
| Closed | -$1.45M |
|
567
Armstrong World Industries
AWI
$6.67B
| – | – |
-4,900
| Closed | -$341K |
|
568
American Express
AXP
$211B
| – | – |
-20,600
| Closed | -$2.19M |
|
569
AstraZeneca
AZN
$253B
| – | – |
-16,300
| Closed | -$1.29M |
|
570
Azenta
AZTA
$1.45B
| – | – |
-14,800
| Closed | -$518K |
|
571
Boeing
BA
$160B
| – | – |
-42,300
| Closed | -$15.7M |
|
572
Bank of America
BAC
$405B
| – | – |
-161,200
| Closed | -$4.75M |
|
573
Credicorp
BAP
$30.3B
| – | – |
-1,000
| Closed | -$223K |
|
574
Baxter International
BAX
$12.2B
| – | – |
-45,000
| Closed | -$3.47M |
|
575
BlackBerry
BB
$4.48B
| – | – |
-29,900
| Closed | -$340K |
|
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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.