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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
NAV
526
DELISTED
Navistar International
NAV
$413K 0.02%
+12,800
New +$425K
NTES icon
527
NetEase
NTES
$75.8B
$410K 0.02%
+8,500
New +$404K
MRSH
528
Marsh
MRSH
$85B
$394K 0.02%
+4,200
New +$371K
JNPR
529
DELISTED
Juniper Networks
JNPR
$389K 0.02%
+14,700
New +$396K
TECD
530
DELISTED
Tech Data Corp
TECD
$389K 0.02%
+3,800
New +$371K
WBS
531
DELISTED
Webster Financial
WBS
$385K 0.02%
+7,600
New +$412K
DF
532
DELISTED
Dean Foods Company
DF
$384K 0.02%
126,800
+16,800
+15% +$67.6K
SPXC icon
533
SPX Corp
SPXC
$9.04B
$382K 0.02%
+11,000
New +$357K
POOL icon
534
Pool Corp
POOL
$6.23B
$379K 0.02%
+2,300
New +$357K
OSIS icon
535
OSI Systems
OSIS
$3.27B
$377K 0.02%
+4,315
New +$361K
BTG icon
536
B2Gold
BTG
$6.96B
$364K 0.02%
129,600
+50,500
+64% +$150K
SLAB icon
537
Silicon Laboratories
SLAB
$7.35B
$363K 0.02%
+4,500
New +$374K
CNX icon
538
CNX Resources
CNX
$5.04B
$360K 0.02%
+33,500
New +$378K
HII icon
539
Huntington Ingalls Industries
HII
$11B
$352K 0.02%
1,700
-12,700
-88% -$2.6M
NG icon
540
NovaGold Resources
NG
$3.18B
$345K 0.02%
+82,813
New +$326K
GEN icon
541
Gen Digital
GEN
$18.5B
$344K 0.02%
+15,000
New +$326K
ASNA
542
DELISTED
Ascena Retail Group, Inc.
ASNA
$339K 0.02%
15,740
+11,035
+235% +$495K
RGEN icon
543
Repligen
RGEN
$9.86B
$336K 0.02%
+5,700
New +$328K
SMTC icon
544
Semtech
SMTC
$15.5B
$336K 0.02%
+6,600
New +$341K
NOG icon
545
Northern Oil and Gas
NOG
$2.71B
$326K 0.02%
11,900
+7,570
+175% +$189K
LAMR icon
546
Lamar Advertising Co
LAMR
$15.1B
$324K 0.02%
+4,100
New +$310K
MTW icon
547
Manitowoc
MTW
$744M
$324K 0.02%
19,800
+5,300
+37% +$88.3K
EHC icon
548
Encompass Health
EHC
$12.2B
$321K 0.02%
+6,914
New +$350K
ENB icon
549
Enbridge
ENB
$106B
$319K 0.02%
8,800
-9,400
-52% -$339K
WST icon
550
West Pharmaceutical
WST
$25.6B
$319K 0.02%
2,900
+500
+21% +$52K
20 21
22
23 24

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.