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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
WTI icon
576
W&T Offshore
WTI
$593M
$267K 0.02%
38,800
+3,000
+8% +$16.3K
SEM
577
DELISTED
Select Medical
SEM
$266K 0.02%
+35,078
New +$282K
STNG icon
578
Scorpio Tankers
STNG
$4.35B
$265K 0.02%
13,400
+5,610
+72% +$106K
ZUMZ icon
579
Zumiez
ZUMZ
$207M
$264K 0.02%
+10,632
New +$252K
TTMI icon
580
TTM Technologies
TTMI
$12.2B
$262K 0.02%
22,400
-23,500
-51% -$270K
R icon
581
Ryder
R
$9.11B
$254K 0.01%
4,100
-18,700
-82% -$1.09M
MBT
582
DELISTED
Mobile TeleSystems Public Joint Stock Company American Depositary Shares (Each representing 2 Shares
MBT
$249K 0.01%
+33,000
New +$262K
AMG icon
583
Affiliated Managers Group
AMG
$9.01B
$246K 0.01%
2,300
-25,300
-92% -$2.69M
XME icon
584
State Street SPDR S&P Metals & Mining ETF
XME
$4.5B
$246K 0.01%
8,300
-77,300
-90% -$2.29M
GL icon
585
Globe Life
GL
$13.4B
$245K 0.01%
+3,000
New +$245K
BDN
586
Brandywine Realty Trust
BDN
$510M
$242K 0.01%
15,300
-1,000
-6% -$15.1K
PPC icon
587
Pilgrim's Pride
PPC
$7.11B
$242K 0.01%
+10,900
New +$214K
RJF icon
588
Raymond James Financial
RJF
$32B
$241K 0.01%
4,500
-10,200
-69% -$546K
NBIX icon
589
Neurocrine Biosciences
NBIX
$15.3B
$237K 0.01%
2,700
-29,400
-92% -$2.46M
WEN icon
590
Wendy's
WEN
$1.38B
$237K 0.01%
+13,300
New +$226K
HUN icon
591
Huntsman Corp
HUN
$1.63B
$233K 0.01%
+10,400
New +$234K
ZG icon
592
Zillow
ZG
$7.34B
$232K 0.01%
6,800
-31,600
-82% -$1.12M
CACC icon
593
Credit Acceptance
CACC
$6.26B
$225K 0.01%
+500
New +$215K
TAN icon
594
Invesco Solar ETF
TAN
$961M
$224K 0.01%
+9,714
New +$221K
EV
595
DELISTED
Eaton Vance Corp.
EV
$221K 0.01%
5,500
-26,300
-83% -$1.04M
AMAG
596
DELISTED
AMAG Pharmaceuticals
AMAG
$212K 0.01%
16,497
+4,497
+37% +$67K
CXT icon
597
Crane NXT
CXT
$2.75B
$211K 0.01%
+7,197
New +$204K
AMKR icon
598
Amkor Technology
AMKR
$11.7B
$208K 0.01%
+24,400
New +$202K
COHR icon
599
Coherent
COHR
$56.5B
$208K 0.01%
5,600
-12,200
-69% -$451K
MWA icon
600
Mueller Water Products
MWA
$3.58B
$207K 0.01%
+20,700
New +$208K
22 23
24
25 26

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.