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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 | |
|---|---|---|---|---|---|---|
576
Best Buy
BBY
$19.4B
| – | – |
-62,000
| Closed | -$4.92M |
|
577
BGC Group
BGC
$5.79B
| – | – |
-34,055
| Closed | -$258K |
|
578
Bausch Health
BHC
$2.13B
| – | – |
-49,200
| Closed | -$1.26M |
|
579
BHP
BHP
$214B
| – | – |
-106,159
| Closed | -$4.72M |
|
|
BNY
580
Bank of New York Mellon
BNY
$104B
| – | – |
-6,400
| Closed | -$326K |
|
581
Brookdale Senior Living
BKD
$2.79B
| – | – |
-21,700
| Closed | -$213K |
|
582
Bank of Montreal
BMO
$120B
| – | – |
-7,100
| Closed | -$585K |
|
583
Brookfield
BN
$82.7B
| – | – |
-65,584
| Closed | -$1.04M |
|
584
Scotiabank
BNS
$113B
| – | – |
-7,400
| Closed | -$441K |
|
585
Bruker
BRKR
$9.24B
| – | – |
-12,300
| Closed | -$411K |
|
586
Boston Properties
BXP
$10.2B
| – | – |
-8,700
| Closed | -$1.07M |
|
587
Citigroup
C
$223B
| – | – |
-79,000
| Closed | -$5.67M |
|
588
Cal-Maine
CALM
$3.47B
| – | – |
-7,600
| Closed | -$367K |
|
589
Avis
CAR
$4.13B
| – | – |
-24,200
| Closed | -$777K |
|
590
Caterpillar
CAT
$360B
| – | – |
-52,700
| Closed | -$8.04M |
|
591
Crown Castle
CCI
$31.2B
| – | – |
-22,000
| Closed | -$2.45M |
|
592
Crown Holdings
CCK
$12.2B
| – | – |
-5,500
| Closed | -$264K |
|
593
Cadence Design Systems
CDNS
$77.1B
| – | – |
-13,300
| Closed | -$602K |
|
594
Celanese
CE
$5.14B
| – | – |
-2,500
| Closed | -$285K |
|
595
C.H. Robinson
CHRW
$17.9B
| – | – |
-10,700
| Closed | -$1.05M |
|
596
Cigna
CI
$74.1B
| – | – |
-43,200
| Closed | -$9M |
|
|
CIM
597
Chimera Investment
CIM
$912M
| – | – |
-6,600
| Closed | -$358K |
|
598
Canadian Imperial Bank of Commerce
CM
$103B
| – | – |
-14,600
| Closed | -$684K |
|
599
Chipotle Mexican Grill
CMG
$42.6B
| – | – |
-660,000
| Closed | -$6M |
|
600
CMS Energy
CMS
$20.7B
| – | – |
-30,100
| Closed | -$1.47M |
|
Similar funds
HIC
AGAM
RFA
SPG
TCM
DLP
SIC
GC
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.