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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
VMRK
701
Vivmark Residential
VMRK
$50.8B
– –
-19,600
Closed -$1.29M
ERX icon
702
Direxion Daily Energy Bull 2X ETF
ERX
$266M
– –
-19,690
Closed -$2.98M
ES icon
703
Eversource Energy
ES
$25.3B
– –
-10,300
Closed -$669K
ESS icon
704
Essex Property Trust
ESS
$17.7B
– –
-5,200
Closed -$1.27M
EVR icon
705
Evercore
EVR
$10.4B
– –
-14,500
Closed -$1.04M
EWG icon
706
iShares MSCI Germany ETF
EWG
$1.68B
– –
-261,400
Closed -$6.63M
EWZ icon
707
iShares MSCI Brazil ETF
EWZ
$8.6B
– –
-358,500
Closed -$13.7M
EXEL icon
708
Exelixis
EXEL
$14.1B
– –
-27,300
Closed -$536K
EZU icon
709
iShare MSCI Eurozone ETF
EZU
$9.61B
– –
-260,800
Closed -$9.14M
FCX icon
710
Freeport-McMoran
FCX
$99.6B
– –
-232,900
Closed -$2.4M
FDN icon
711
First Trust Dow Jones Internet Index Fund ETF
FDN
$5.31B
– –
-19,100
Closed -$2.23M
FEZ icon
712
State Street SPDR EURO STOXX 50 ETF
FEZ
$4.34B
– –
-97,300
Closed -$3.24M
FLR icon
713
Fluor
FLR
$7.23B
– –
-84,000
Closed -$2.7M
FLS icon
714
Flowserve
FLS
$9.03B
– –
-17,500
Closed -$665K
FTI icon
715
TechnipFMC
FTI
$29.4B
– –
-191,251
Closed -$2.79M
FTK icon
716
Flotek Industries
FTK
$977M
– –
-9,150
Closed -$59K
GE icon
717
GE Aerospace
GE
$319B
– –
-342,602
Closed -$12.4M
GERN icon
718
Geron
GERN
$842M
– –
-290,400
Closed -$290K
GLD icon
719
SPDR Gold Trust
GLD
$145B
– –
-315,500
Closed -$38.3M
GNTX icon
720
Gentex
GNTX
$4.72B
– –
-12,400
Closed -$250K
GPK icon
721
Graphic Packaging
GPK
$2.86B
– –
-51,300
Closed -$545K
GPRO icon
722
GoPro
GPRO
$272M
– –
-93,800
Closed -$397K
GS icon
723
Goldman Sachs
GS
$284B
– –
-122,100
Closed -$20.4M
HAIN icon
724
Hain Celestial
HAIN
$56.7M
– –
-88,300
Closed -$1.4M
HD icon
725
Home Depot
HD
$305B
– –
-15,300
Closed -$2.63M
27 28
29
30 31

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.