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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
(-11%)
Cap. Flow
-$304M
Cap. Flow
% of AUM
-17.59%
Top 10 Holdings %
Top 10 Hldgs %
15.35%
Holding
926
New
390
Increased
122
Reduced
114
Closed
300
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
Amazon
AMZN
|
+$56.9M |
| 2 |
RSX
VanEck Russia ETF
RSX
|
+$26.8M |
| 3 |
State Street Health Care Select Sector SPDR ETF
XLV
|
+$22.8M |
| 4 |
iShares China Large-Cap ETF
FXI
|
+$20.7M |
| 5 |
Intel
INTC
|
+$19.1M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
iShares Russell 2000 ETF
IWM
|
+$110M |
| 2 |
NVIDIA
NVDA
|
+$91.9M |
| 3 |
Apple
AAPL
|
+$90.5M |
| 4 |
State Street Energy Select Sector SPDR ETF
XLE
|
+$87.8M |
| 5 |
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 | |
|---|---|---|---|---|---|---|
626
Baytex Energy
BTE
$3.61B
| $39K | ﹤0.01% |
23,300
-85,500
| -79% | -$150K |
|
|
627
Apple
AAPL
$4.84T
| – | – |
-2,296,000
| Closed | -$90.5M |
|
628
iShares MSCI All Country Asia ex Japan ETF
AAXJ
$3.87B
| – | – |
-14,100
| Closed | -$895K |
|
629
Adtran
ADTN
$577M
| – | – |
-19,300
| Closed | -$207K |
|
|
AIV
630
Aimco
AIV
$333M
| – | – |
-160,646
| Closed | -$939K |
|
631
Align Technology
ALGN
$10.4B
| – | – |
-24,300
| Closed | -$5.09M |
|
632
Alkermes
ALKS
$7.72B
| – | – |
-15,500
| Closed | -$457K |
|
633
Applied Materials
AMAT
$334B
| – | – |
-197,900
| Closed | -$6.48M |
|
|
AMRN
634
Amarin Corp
AMRN
$294M
| – | – |
-13,350
| Closed | -$3.63M |
|
635
American Tower
AMT
$82.8B
| – | – |
-69,800
| Closed | -$11M |
|
636
AutoNation
AN
$6.73B
| – | – |
-9,200
| Closed | -$328K |
|
|
ANSS
637
DELISTED
Ansys
ANSS
| – | – |
-10,600
| Closed | -$1.51M |
|
638
A.O. Smith
AOS
$7.78B
| – | – |
-14,400
| Closed | -$614K |
|
639
APA Corp
APA
$16.6B
| – | – |
-196,200
| Closed | -$5.15M |
|
640
Associated Banc-Corp
ASB
$5.73B
| – | – |
-66,600
| Closed | -$1.32M |
|
|
AVB
641
DELISTED
AvalonBay Communities
AVB
| – | – |
-5,600
| Closed | -$974K |
|
642
Avery Dennison
AVY
$13B
| – | – |
-9,000
| Closed | -$808K |
|
643
American Water Works
AWK
$27.4B
| – | – |
-9,900
| Closed | -$898K |
|
644
Acuity Brands
AYI
$8.98B
| – | – |
-13,200
| Closed | -$1.52M |
|
645
AutoZone
AZO
$46.7B
| – | – |
-3,400
| Closed | -$2.85M |
|
646
Ball Corp
BALL
$16.1B
| – | – |
-124,500
| Closed | -$5.72M |
|
647
Banco Bilbao Vizcaya Argentaria
BBVA
$159B
| – | – |
-119,300
| Closed | -$631K |
|
648
Brunswick
BC
$4.46B
| – | – |
-7,200
| Closed | -$334K |
|
649
BCE
BCE
$21.4B
| – | – |
-10,600
| Closed | -$419K |
|
650
BioCryst Pharmaceuticals
BCRX
$2.09B
| – | – |
-23,800
| Closed | -$192K |
|
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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.