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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
+12.76%
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
$1.73B
AUM Growth
-$209M
Cap. Flow
-$304M
Cap. Flow %
-17.59%
Top 10 Hldgs %
15.35%
Holding
926
New
390
Increased
122
Reduced
114
Closed
300

Top Buys

Rank Stock Value
1
AMZN icon
Amazon
AMZN
+$56.9M
2
RSX
VanEck Russia ETF
RSX
+$26.8M
3
XLV icon
State Street Health Care Select Sector SPDR ETF
XLV
+$22.8M
4
FXI icon
iShares China Large-Cap ETF
FXI
+$20.7M
5
INTC icon
Intel
INTC
+$19.1M

Top Sells

Rank Stock Value
1
IWM icon
iShares Russell 2000 ETF
IWM
+$110M
2
NVDA icon
NVIDIA
NVDA
+$91.9M
3
AAPL icon
Apple
AAPL
+$90.5M
4
XLE icon
State Street Energy Select Sector SPDR ETF
XLE
+$87.8M
5
XOP icon
State Street SPDR S&P Oil & Gas Exploration & Production ETF
XOP
+$63.1M

Sector Composition

Rank Sector Weight
1 Consumer Discretionary 21.12%
2 Technology 14.33%
3 Industrials 10.4%
4 Healthcare 10.12%
5 Miscellaneous 10%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
DOX icon
301
Amdocs
DOX
$6.51B
$1.43M 0.08%
+26,400
New +$1.48M
DAN icon
302
Dana Inc
DAN
$3.24B
$1.42M 0.08%
80,000
-2,700
-3% -$47.9K
TUP
303
DELISTED
Tupperware Brands Corporation
TUP
$1.4M 0.08%
+54,920
New +$1.68M
FAF icon
304
First American
FAF
$7.44B
$1.38M 0.08%
26,800
+7,000
+35% +$347K
CRUS icon
305
Cirrus Logic
CRUS
$6.12B
$1.38M 0.08%
+32,800
New +$1.27M
TV icon
306
Televisa
TV
$1.19B
$1.37M 0.08%
123,900
+27,700
+29% +$329K
UFS
307
DELISTED
DOMTAR CORPORATION (New)
UFS
$1.37M 0.08%
+27,600
New +$1.31M
RHI icon
308
Robert Half
RHI
$3.92B
$1.37M 0.08%
21,000
+10,300
+96% +$653K
IDXX icon
309
Idexx Laboratories
IDXX
$40.2B
$1.36M 0.08%
6,100
+2,600
+74% +$537K
TLRD
310
DELISTED
Tailored Brands, Inc.
TLRD
$1.35M 0.08%
+172,787
New +$2.04M
BDC icon
311
Belden
BDC
$4.35B
$1.35M 0.08%
25,200
+9,400
+59% +$515K
UNFI icon
312
United Natural Foods
UNFI
$2.7B
$1.34M 0.08%
101,160
+18,760
+23% +$253K
AIZ icon
313
Assurant
AIZ
$14.1B
$1.33M 0.08%
+14,000
New +$1.36M
BG icon
314
Bunge Global
BG
$23.4B
$1.33M 0.08%
+25,000
New +$1.33M
PH icon
315
Parker-Hannifin
PH
$117B
$1.32M 0.08%
+7,700
New +$1.28M
SLG icon
316
SL Green Realty
SLG
$3.67B
$1.32M 0.08%
+15,185
New +$1.32M
GM icon
317
General Motors
GM
$74.9B
$1.3M 0.08%
+35,200
New +$1.34M
AL
318
DELISTED
Air Lease Corp
AL
$1.29M 0.07%
37,700
+28,400
+305% +$1.02M
FRT icon
319
Federal Realty Investment Trust
FRT
$9.9B
$1.28M 0.07%
+9,300
New +$1.22M
AGO icon
320
Assured Guaranty
AGO
$3.14B
$1.27M 0.07%
+28,700
New +$1.2M
TVTY
321
DELISTED
Tivity Health, Inc. Common Stock
TVTY
$1.27M 0.07%
+72,500
New +$1.54M
PVG
322
DELISTED
PRETIUM RESOURCES INC.
PVG
$1.26M 0.07%
147,800
+103,900
+237% +$826K
IPHI
323
DELISTED
INPHI CORPORATION
IPHI
$1.26M 0.07%
+28,927
New +$1.15M
SNX icon
324
TD Synnex
SNX
$21B
$1.26M 0.07%
+26,400
New +$1.25M
CNP icon
325
CenterPoint Energy
CNP
$25B
$1.25M 0.07%
+40,900
New +$1.24M
11 12
13
14 15

Similar funds

HIC
Harvey Investment Company Louisville, Kentucky $918M AUM 14.93% 1-Year Est. Return
AGAM
Avalon Global Asset Management San Francisco, California $917M AUM 87.67% 1-Year Est. Return
RFA
RTD Financial Advisors Philadelphia, Pennsylvania $917M AUM 19.69% 1-Year Est. Return
SPG
Strategic Planning Group Bountiful, Utah $918M AUM 37.38% 1-Year Est. Return
TCM
Twin Capital Management Mcmurray, Pennsylvania $916M AUM 43.28% 1-Year Est. Return
DLP
De Lisle Partners Poole, United Kingdom $916M AUM 54.05% 1-Year Est. Return
SIC
SJS Investment Consulting Sylvania, Ohio $919M AUM 23.4% 1-Year Est. Return
GC
Greenvale Capital London, United Kingdom $916M AUM 32.73% 1-Year Est. Return

Quantitative Investment Management's Q1 2019 Portfolio in Review

As of Q1 2019, Quantitative Investment Management held 926 positions worth $1.73B, down 11% from $1.94B the previous quarter. Its ten largest holdings account for 15% of the portfolio.

Quantitative Investment Management withdrew a net $304M in Q1 2019, closing 300 positions and reducing 114 holdings. Its most notable exit was iShares Russell 2000 ETF, an estimated $110M position sold in full.

By sector, the portfolio is most concentrated in Consumer Discretionary at 21% of assets, up from 11% a quarter earlier, followed by Technology and Industrials.

Against the trend, Quantitative Investment Management opened a new position in Amazon worth $60.9M.

  • Quantitative Investment Management's largest Q1 2019 buy was Amazon: 684,000 shares worth $60.9M.
  • Quantitative Investment Management added most to Dollar General in Q1 2019, an estimated $15.6M increase.
  • Quantitative Investment Management's biggest Q1 2019 reduction was State Street Industrial Select Sector SPDR ETF, cutting an estimated $27.3M.
  • Quantitative Investment Management fully exited iShares Russell 2000 ETF in Q1 2019, selling an estimated $110M.
  • Quantitative Investment Management's ten largest holdings make up 15% of its $1.73B portfolio in Q1 2019.
  • Quantitative Investment Management opened 390 new positions and closed 300 in Q1 2019.
  • Quantitative Investment Management's portfolio value fell 11% quarter-over-quarter to $1.73B.

Based on Quantitative Investment Management's 13F filing for Q1 2019, filed 15 May 2019.