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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
THO icon
376
Thor Industries
THO
$3.71B
$979K 0.06%
15,700
-40,300
-72% -$2.55M
KMX icon
377
CarMax
KMX
$8.49B
$970K 0.06%
+13,900
New +$857K
NKTR icon
378
Nektar Therapeutics
NKTR
$2.28B
$967K 0.06%
1,920
-240
-11% -$142K
RY icon
379
Royal Bank of Canada
RY
$283B
$967K 0.06%
+12,800
New +$968K
BCO icon
380
Brink's
BCO
$4.48B
$957K 0.06%
+12,700
New +$944K
TTC icon
381
Toro Company
TTC
$8.81B
$956K 0.06%
+13,900
New +$882K
AMP icon
382
Ameriprise Financial
AMP
$49.4B
$935K 0.05%
+7,300
New +$906K
MAN icon
383
ManpowerGroup
MAN
$2.72B
$934K 0.05%
+11,300
New +$891K
CHS
384
DELISTED
Chicos FAS, Inc.
CHS
$932K 0.05%
218,500
+100,300
+85% +$556K
EWBC icon
385
East-West Bancorp
EWBC
$17.6B
$930K 0.05%
19,400
+11,600
+149% +$593K
ACIW icon
386
ACI Worldwide
ACIW
$5.18B
$920K 0.05%
+28,000
New +$853K
VSH icon
387
Vishay Intertechnology
VSH
$4.82B
$912K 0.05%
+49,400
New +$987K
LM
388
DELISTED
Legg Mason, Inc.
LM
$905K 0.05%
33,100
+14,700
+80% +$421K
RRX icon
389
Regal Rexnord
RRX
$10.2B
$900K 0.05%
+11,000
New +$868K
COP icon
390
ConocoPhillips
COP
$170B
$894K 0.05%
13,400
-69,500
-84% -$4.68M
PWR icon
391
Quanta Services
PWR
$92.2B
$894K 0.05%
+23,700
New +$827K
MDP
392
DELISTED
Meredith Corporation
MDP
$884K 0.05%
+16,000
New +$888K
EMN icon
393
Eastman Chemical
EMN
$7.53B
$880K 0.05%
11,600
-16,300
-58% -$1.3M
SNBR
394
DELISTED
Sleep Number
SNBR
$869K 0.05%
+18,500
New +$745K
CNO icon
395
CNO Financial Group
CNO
$5.16B
$855K 0.05%
52,900
+33,800
+177% +$573K
UHAL icon
396
U-Haul Holding Co
UHAL
$12.3B
$854K 0.05%
+23,000
New +$836K
ITW icon
397
Illinois Tool Works
ITW
$76.5B
$846K 0.05%
5,900
+1,200
+26% +$166K
DLX icon
398
Deluxe
DLX
$1.08B
$835K 0.05%
19,100
+700
+4% +$31.4K
MDU icon
399
MDU Resources
MDU
$3.91B
$834K 0.05%
+84,945
New +$825K
CLGX
400
DELISTED
Corelogic, Inc.
CLGX
$808K 0.05%
21,700
+3,000
+16% +$111K
14 15
16
17 18

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.