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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 | |
|---|---|---|---|---|---|---|
751
Nucor
NUE
$58.7B
| – | – |
-12,300
| Closed | -$780K |
|
752
Novavax
NVAX
$1.52B
| – | – |
-2,540
| Closed | -$95K |
|
|
NVO
753
Novo Nordisk
NVO
$188B
| – | – |
-14,600
| Closed | -$344K |
|
|
ODP
754
DELISTED
ODP
ODP
| – | – |
-8,720
| Closed | -$279K |
|
755
OGE Energy
OGE
$9.44B
| – | – |
-26,200
| Closed | -$951K |
|
756
Oneok
OKE
$59.7B
| – | – |
-64,300
| Closed | -$4.36M |
|
757
Universal Display
OLED
$3.58B
| – | – |
-28,800
| Closed | -$3.4M |
|
758
Oracle
ORCL
$424B
| – | – |
-280,500
| Closed | -$14.5M |
|
759
Old Republic International
ORI
$9.91B
| – | – |
-18,000
| Closed | -$402K |
|
760
Open Text
OTEX
$5.73B
| – | – |
-9,100
| Closed | -$346K |
|
761
Pitney Bowes
PBI
$2.37B
| – | – |
-67,500
| Closed | -$477K |
|
762
PACCAR
PCAR
$64.5B
| – | – |
-27,300
| Closed | -$1.24M |
|
763
Public Service Enterprise Group
PEG
$35.1B
| – | – |
-17,400
| Closed | -$918K |
|
764
Parker-Hannifin
PH
$117B
| – | – |
-11,500
| Closed | -$2.12M |
|
765
Polaris
PII
$3.29B
| – | – |
-2,600
| Closed | -$262K |
|
766
Children's Place
PLCE
$42.3M
| – | – |
-6,300
| Closed | -$805K |
|
767
Prologis
PLD
$129B
| – | – |
-6,200
| Closed | -$420K |
|
768
Insulet
PODD
$9.66B
| – | – |
-15,000
| Closed | -$1.59M |
|
|
PPL
769
PPL Corp
PPL
$25B
| – | – |
-14,600
| Closed | -$427K |
|
770
Prudential Financial
PRU
$41.2B
| – | – |
-8,300
| Closed | -$840K |
|
771
Prospect Capital
PSEC
$1.14B
| – | – |
-39,300
| Closed | -$288K |
|
772
RB Global
RBA
$15.9B
| – | – |
-16,600
| Closed | -$599K |
|
773
Royal Caribbean
RCL
$66.7B
| – | – |
-8,900
| Closed | -$1.16M |
|
774
Radian Group
RDN
$4.68B
| – | – |
-33,400
| Closed | -$690K |
|
775
Regency Centers
REG
$13.6B
| – | – |
-26,100
| Closed | -$1.69M |
|
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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.