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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
MMS icon
476
Maximus
MMS
$3.03B
$596K 0.03%
+8,400
New +$589K
GRFS
477
Grifois
GRFS
$5.04B
$581K 0.03%
28,900
-4,600
-14% -$87.9K
PBI icon
478
Pitney Bowes
PBI
$2.36B
$577K 0.03%
+84,000
New +$581K
AXS icon
479
AXIS Capital
AXS
$7.25B
$575K 0.03%
+10,500
New +$582K
CBL
480
DELISTED
CBL& Associates Properties, Inc.
CBL
$571K 0.03%
368,619
+136,719
+59% +$291K
FOLD
481
DELISTED
Amicus Therapeutics
FOLD
$563K 0.03%
+41,400
New +$506K
CORT icon
482
Corcept Therapeutics
CORT
$12.1B
$559K 0.03%
+47,700
New +$593K
TMUS icon
483
T-Mobile US
TMUS
$192B
$559K 0.03%
+8,100
New +$567K
ARCC icon
484
Ares Capital
ARCC
$14B
$558K 0.03%
+32,600
New +$546K
LYV icon
485
Live Nation Entertainment
LYV
$39.9B
$552K 0.03%
+8,700
New +$493K
VRNT
486
DELISTED
Verint Systems
VRNT
$550K 0.03%
+18,060
New +$459K
GWW icon
487
W.W. Grainger
GWW
$59.7B
$541K 0.03%
+1,800
New +$535K
RDY icon
488
Dr. Reddy's Laboratories
RDY
$9.67B
$534K 0.03%
+66,000
New +$501K
PACW
489
DELISTED
PacWest Bancorp
PACW
$534K 0.03%
14,200
-6,100
-30% -$236K
FHI icon
490
Federated Hermes
FHI
$4.35B
$530K 0.03%
+18,100
New +$503K
OTEX icon
491
Open Text
OTEX
$5.69B
$526K 0.03%
+13,700
New +$501K
NTCT icon
492
NETSCOUT
NTCT
$2.83B
$516K 0.03%
+18,404
New +$489K
ARRY
493
DELISTED
Array Biopharma Inc
ARRY
$516K 0.03%
+21,200
New +$441K
LNW
494
DELISTED
Light & Wonder
LNW
$514K 0.03%
25,200
-57,800
-70% -$1.38M
MCD icon
495
McDonald's
MCD
$176B
$512K 0.03%
2,700
-94,200
-97% -$17.1M
BRFS
496
DELISTED
BRF SA
BRFS
$508K 0.03%
+87,300
New +$524K
DXC icon
497
DXC Technology
DXC
$1.88B
$508K 0.03%
7,900
-121,800
-94% -$7.79M
SKT icon
498
Tanger
SKT
$4.16B
$484K 0.03%
+23,100
New +$498K
ZGNX
499
DELISTED
Zogenix, Inc.
ZGNX
$484K 0.03%
+8,800
New +$419K
LGF.A
500
DELISTED
Lions Gate Entertainment Corp. Class A Voting Shares
LGF.A
$470K 0.03%
30,057
+14,957
+99% +$248K
18 19
20
21 22

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.