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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
BCS icon
651
Barclays
BCS
$85.2B
– –
-82,006
Closed -$591K
BIDU icon
652
Baidu
BIDU
$30.8B
– –
-20,700
Closed -$3.28M
BKE icon
653
Buckle
BKE
$2.04B
– –
-17,000
Closed -$328K
BKR icon
654
Baker Hughes
BKR
$56.3B
– –
-111,600
Closed -$2.4M
BLDP
655
Ballard Power Systems
BLDP
$639M
– –
-17,400
Closed -$41K
BLKB icon
656
Blackbaud
BLKB
$2.05B
– –
-18,600
Closed -$1.17M
BMA icon
657
Banco Macro
BMA
$4.86B
– –
-10,000
Closed -$442K
BMY icon
658
Bristol-Myers Squibb
BMY
$130B
– –
-184,300
Closed -$9.58M
BP icon
659
BP
BP
$121B
– –
-73,875
Closed -$2.71M
BR icon
660
Broadridge
BR
$19.4B
– –
-48,400
Closed -$4.66M
BTI icon
661
British American Tobacco
BTI
$122B
– –
-152,700
Closed -$4.87M
BUD icon
662
AB InBev
BUD
$156B
– –
-94,200
Closed -$6.2M
BVN icon
663
Compañía de Minas Buenaventura
BVN
$8.44B
– –
-18,800
Closed -$304K
CACI icon
664
CACI
CACI
$14.1B
– –
-2,300
Closed -$331K
CAG icon
665
Conagra Brands
CAG
$7.21B
– –
-316,600
Closed -$6.76M
CBOE icon
666
Cboe Global Markets
CBOE
$28.2B
– –
-17,100
Closed -$1.67M
CBRL icon
667
Cracker Barrel
CBRL
$1.01B
– –
-9,400
Closed -$1.5M
CDP icon
668
COPT Defense Properties
CDP
$3.92B
– –
-43,700
Closed -$919K
CENX icon
669
Century Aluminum
CENX
$3.93B
– –
-29,600
Closed -$216K
CHRD icon
670
Chord Energy
CHRD
$8.59B
– –
-386,300
Closed -$2.14M
CIEN icon
671
Ciena
CIEN
$47.4B
– –
-33,100
Closed -$1.12M
CINF icon
672
Cincinnati Financial
CINF
$26.3B
– –
-6,900
Closed -$534K
CLB icon
673
Core Laboratories
CLB
$563M
– –
-27,200
Closed -$1.62M
CLH icon
674
Clean Harbors
CLH
$16.8B
– –
-4,600
Closed -$227K
CME icon
675
CME Group
CME
$98.9B
– –
-14,200
Closed -$2.67M
25 26
27
28 29

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.