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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
HBAN icon
451
Huntington Bancshares
HBAN
$33.8B
$651K 0.04%
+51,400
New +$691K
LAD icon
452
Lithia Motors
LAD
$7.6B
$649K 0.04%
+7,000
New +$609K
NTGR icon
453
NETGEAR
NTGR
$594M
$649K 0.04%
19,600
+13,800
+238% +$501K
BKD icon
454
Brookdale Senior Living
BKD
$2.83B
$648K 0.04%
+98,548
New +$724K
ACOR
455
DELISTED
Acorda Therapeutics
ACOR
$648K 0.04%
407
+304
+295% +$548K
SIG icon
456
Signet Jewelers
SIG
$3.83B
$646K 0.04%
23,800
-56,000
-70% -$1.54M
AX icon
457
Axos Financial
AX
$5.26B
$645K 0.04%
22,300
+13,400
+151% +$402K
UBSI icon
458
United Bankshares
UBSI
$6.52B
$645K 0.04%
+17,800
New +$642K
SANM icon
459
Sanmina
SANM
$10.3B
$643K 0.04%
+22,300
New +$657K
MDC
460
DELISTED
M.D.C. Holdings, Inc.
MDC
$636K 0.04%
+23,652
New +$626K
MTOR
461
DELISTED
MERITOR, Inc.
MTOR
$636K 0.04%
+31,284
New +$637K
TSS
462
DELISTED
Total System Services, Inc.
TSS
$636K 0.04%
+6,700
New +$606K
AVT icon
463
Avnet
AVT
$7.6B
$633K 0.04%
+14,600
New +$616K
MNRO icon
464
Monro
MNRO
$391M
$631K 0.04%
+7,300
New +$553K
CIT
465
DELISTED
CIT Group Inc.
CIT
$628K 0.04%
13,100
-3,500
-21% -$165K
DDD icon
466
3D Systems Corp
DDD
$522M
$625K 0.04%
58,178
-30,922
-35% -$367K
ENS icon
467
EnerSys
ENS
$6.15B
$625K 0.04%
+9,600
New +$725K
LEN icon
468
Lennar Class A
LEN
$19.3B
$623K 0.04%
13,119
-75,719
-85% -$3.43M
DK icon
469
Delek US
DK
$4.78B
$619K 0.04%
+17,000
New +$579K
ARNA
470
DELISTED
Arena Pharmaceuticals Inc
ARNA
$618K 0.04%
+13,807
New +$633K
BBD icon
471
Banco Bradesco
BBD
$37B
$610K 0.04%
+89,443
New +$643K
PB icon
472
Prosperity Bancshares
PB
$8.53B
$607K 0.04%
+8,800
New +$628K
MRVL icon
473
Marvell Technology
MRVL
$199B
$606K 0.04%
+30,500
New +$570K
JCP
474
DELISTED
J.C. Penney Company, Inc.
JCP
$606K 0.04%
407,356
-236,444
-37% -$333K
FTR
475
DELISTED
Frontier Communications Corp.
FTR
$606K 0.04%
304,600
+122,700
+67% +$298K
17 18
19
20 21

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.