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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 | |
|---|---|---|---|---|---|---|
776
RPC Inc
RES
$1.37B
| – | – |
-38,100
| Closed | -$589K |
|
777
Repligen
RGEN
$9.86B
| – | – |
-5,000
| Closed | -$277K |
|
778
Sturm, Ruger & Co
RGR
$595M
| – | – |
-4,000
| Closed | -$276K |
|
779
ResMed
RMD
$33.1B
| – | – |
-9,500
| Closed | -$1.09M |
|
780
RenaissanceRe
RNR
$13.7B
| – | – |
-2,500
| Closed | -$333K |
|
781
Rockwell Automation
ROK
$46.3B
| – | – |
-18,600
| Closed | -$3.49M |
|
782
Roper Technologies
ROP
$38B
| – | – |
-1,500
| Closed | -$444K |
|
783
Ross Stores
ROST
$72.3B
| – | – |
-4,900
| Closed | -$485K |
|
784
Range Resources
RRC
$9.79B
| – | – |
-200,000
| Closed | -$3.4M |
|
785
Royal Bank of Canada
RY
$283B
| – | – |
-16,900
| Closed | -$1.35M |
|
786
Sabesp
SBS
$18.4B
| – | – |
-127,366
| Closed | -$145K |
|
|
SEM
787
DELISTED
Select Medical
SEM
| – | – |
-20,416
| Closed | -$202K |
|
788
Sunstone Hotel Investors
SHO
$2.05B
| – | – |
-17,200
| Closed | -$281K |
|
789
Steven Madden
SHOO
$2.96B
| – | – |
-7,500
| Closed | -$264K |
|
790
SITE Centers
SITC
$150M
| – | – |
-25,122
| Closed | -$262K |
|
791
J.M. Smucker
SJM
$13B
| – | – |
-15,500
| Closed | -$1.59M |
|
|
SKX
792
DELISTED
Skechers
SKX
| – | – |
-91,600
| Closed | -$2.56M |
|
793
SLM Corp
SLM
$4.92B
| – | – |
-20,900
| Closed | -$233K |
|
794
VanEck Semiconductor ETF
SMH
$67.1B
| – | – |
-364,800
| Closed | -$19.4M |
|
795
Semtech
SMTC
$14.1B
| – | – |
-5,100
| Closed | -$283K |
|
|
SNBR
796
DELISTED
Sleep Number
SNBR
| – | – |
-15,000
| Closed | -$551K |
|
797
Southern Company
SO
$98.9B
| – | – |
-140,100
| Closed | -$6.11M |
|
798
Sony
SONY
$140B
| – | – |
-73,500
| Closed | -$891K |
|
799
iShares Semiconductor ETF
SOXX
$42.6B
| – | – |
-97,800
| Closed | -$6.03M |
|
800
Simon Property Group
SPG
$66B
| – | – |
-24,400
| Closed | -$4.31M |
|
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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.