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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
EXPR
401
DELISTED
Express, Inc.
EXPR
$806K 0.05%
9,425
+2,420
+35% +$244K
CFR icon
402
Cullen/Frost Bankers
CFR
$10.1B
$805K 0.05%
8,300
-6,500
-44% -$645K
FHN icon
403
First Horizon
FHN
$11.6B
$805K 0.05%
+57,600
New +$851K
GTLS
404
DELISTED
Chart Industries
GTLS
$805K 0.05%
+8,900
New +$719K
BAH icon
405
Booz Allen Hamilton
BAH
$9.63B
$802K 0.05%
+13,800
New +$717K
SGMO
406
DELISTED
SANGAMO THERAPEUTICS INC
SGMO
$801K 0.05%
84,000
+67,800
+419% +$692K
UMPQ
407
DELISTED
Umpqua Holdings Corp
UMPQ
$800K 0.05%
48,500
-28,100
-37% -$495K
TTM
408
DELISTED
Tata Motors Limited
TTM
$798K 0.05%
63,587
+34,687
+120% +$434K
STLD icon
409
Steel Dynamics
STLD
$34.3B
$797K 0.05%
+22,600
New +$803K
MKL icon
410
Markel Group
MKL
$22.2B
$796K 0.05%
+800
New +$812K
SSYS icon
411
Stratasys
SSYS
$659M
$793K 0.05%
+33,325
New +$802K
TGNA
412
DELISTED
TEGNA Inc
TGNA
$793K 0.05%
+56,300
New +$715K
VMI icon
413
Valmont Industries
VMI
$9.14B
$793K 0.05%
+6,100
New +$787K
WSM icon
414
Williams-Sonoma
WSM
$26.1B
$793K 0.05%
28,200
-29,200
-51% -$806K
PETS icon
415
PetMed Express
PETS
$35.1M
$783K 0.05%
+34,400
New +$776K
HRB icon
416
H&R Block
HRB
$5.65B
$773K 0.04%
+32,300
New +$794K
CSII
417
DELISTED
Cardiovascular Systems, Inc.
CSII
$773K 0.04%
+20,000
New +$678K
MFA
418
MFA Financial
MFA
$852M
$770K 0.04%
+26,487
New +$767K
EQT icon
419
EQT Corp
EQT
$33.2B
$765K 0.04%
36,900
-1,400
-4% -$27.4K
MSTR icon
420
Strategy Inc
MSTR
$51.5B
$764K 0.04%
+53,000
New +$734K
CMC icon
421
Commercial Metals
CMC
$7.21B
$748K 0.04%
+43,800
New +$723K
L icon
422
Loews
L
$22.3B
$747K 0.04%
+15,600
New +$736K
NE
423
DELISTED
Noble Corporation
NE
$747K 0.04%
260,300
-48,900
-16% -$152K
FCN icon
424
FTI Consulting
FCN
$4.06B
$745K 0.04%
+9,700
New +$685K
AFG icon
425
American Financial Group
AFG
$11.9B
$740K 0.04%
+7,700
New +$737K
15 16
17
18 19

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.