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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 | |
|---|---|---|---|---|---|---|
601
Centene
CNC
$32.6B
| – | – |
-62,800
| Closed | -$4.55M |
|
602
Canadian National Railway
CNI
$72.3B
| – | – |
-10,200
| Closed | -$915K |
|
603
Capital One
COF
$125B
| – | – |
-15,700
| Closed | -$1.49M |
|
604
Cooper Companies
COO
$10.4B
| – | – |
-28,800
| Closed | -$2M |
|
605
Cencora
COR
$60.8B
| – | – |
-33,500
| Closed | -$3.09M |
|
606
Corcept Therapeutics
CORT
$12.1B
| – | – |
-25,000
| Closed | -$350K |
|
607
Canadian Pacific Kansas City
CP
$77.1B
| – | – |
-32,000
| Closed | -$1.36M |
|
608
Copa Holdings
CPA
$5.23B
| – | – |
-2,900
| Closed | -$231K |
|
609
Campbell Soup
CPB
$6.38B
| – | – |
-64,000
| Closed | -$2.34M |
|
610
Camden Property Trust
CPT
$11.7B
| – | – |
-6,300
| Closed | -$589K |
|
611
Cisco
CSCO
$425B
| – | – |
-372,400
| Closed | -$18.1M |
|
612
Cintas
CTAS
$79.8B
| – | – |
-9,200
| Closed | -$454K |
|
613
CSX Corp
CSX
$88.7B
| – | – |
-218,100
| Closed | -$5.38M |
|
614
Cognizant
CTSH
$27.9B
| – | – |
-28,600
| Closed | -$2.21M |
|
615
CubeSmart
CUBE
$8.94B
| – | – |
-23,900
| Closed | -$681K |
|
616
CVR Energy
CVI
$5.33B
| – | – |
-10,500
| Closed | -$422K |
|
617
Commault Systems
CVLT
$6.02B
| – | – |
-4,400
| Closed | -$308K |
|
618
Chevron
CVX
$415B
| – | – |
-165,900
| Closed | -$20.3M |
|
619
Dominion Energy
D
$55.9B
| – | – |
-39,900
| Closed | -$2.8M |
|
620
Delta Air Lines
DAL
$51.2B
| – | – |
-166,600
| Closed | -$9.63M |
|
621
Deere & Co
DE
$181B
| – | – |
-24,000
| Closed | -$3.61M |
|
622
Deckers Outdoor
DECK
$10.6B
| – | – |
-88,800
| Closed | -$1.75M |
|
623
Douglas Emmett
DEI
$1.74B
| – | – |
-10,400
| Closed | -$392K |
|
|
DFS
624
DELISTED
Discover Financial Services
DFS
| – | – |
-24,000
| Closed | -$1.83M |
|
625
Danaher
DHR
$146B
| – | – |
-77,719
| Closed | -$7.49M |
|
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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.