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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 | |
|---|---|---|---|---|---|---|
751
KeyCorp
KEY
$23.2B
| – | – |
-24,100
| Closed | -$356K |
|
752
Coca-Cola
KO
$382B
| – | – |
-354,900
| Closed | -$16.8M |
|
753
Kosmos Energy
KOS
$1.84B
| – | – |
-176,500
| Closed | -$718K |
|
754
Liberty Global Class A
LBTYA
$3.58B
| – | – |
-85,700
| Closed | -$1.83M |
|
755
Liberty Global Class C
LBTYK
$3.44B
| – | – |
-147,000
| Closed | -$3.03M |
|
756
Leidos
LDOS
$16.2B
| – | – |
-26,000
| Closed | -$1.37M |
|
757
Ligand Pharmaceuticals
LGND
$5.52B
| – | – |
-25,969
| Closed | -$2.2M |
|
758
Labcorp
LH
$26.3B
| – | – |
-48,190
| Closed | -$5.23M |
|
759
LivaNova
LIVN
$4.38B
| – | – |
-4,000
| Closed | -$365K |
|
760
LKQ Corp
LKQ
$5.92B
| – | – |
-115,200
| Closed | -$2.73M |
|
761
Lexicon Pharmaceuticals
LXRX
$894M
| – | – |
-16,900
| Closed | -$112K |
|
762
Lloyds Banking Group
LYG
$84.9B
| – | – |
-38,900
| Closed | -$99K |
|
763
Mastercard
MA
$502B
| – | – |
-42,600
| Closed | -$8.04M |
|
764
Masco
MAS
$13.6B
| – | – |
-74,100
| Closed | -$2.17M |
|
|
MASI
765
DELISTED
Masimo
MASI
| – | – |
-3,400
| Closed | -$365K |
|
766
Mativ Holdings
MATV
$656M
| – | – |
-8,600
| Closed | -$215K |
|
767
Methanex
MEOH
$4.99B
| – | – |
-22,000
| Closed | -$1.06M |
|
768
Manulife Financial
MFC
$72.7B
| – | – |
-33,600
| Closed | -$476K |
|
769
Magna International
MGA
$17B
| – | – |
-9,300
| Closed | -$422K |
|
770
Martin Marietta Materials
MLM
$36B
| – | – |
-13,000
| Closed | -$2.23M |
|
771
Altria Group
MO
$117B
| – | – |
-236,100
| Closed | -$11.7M |
|
|
MPT
772
Medical Properties Trust
MPT
$2.11B
| – | – |
-85,700
| Closed | -$1.38M |
|
773
ArcelorMittal
MT
$55.2B
| – | – |
-19,100
| Closed | -$394K |
|
774
Myriad Genetics
MYGN
$371M
| – | – |
-30,300
| Closed | -$880K |
|
775
Nabors Industries
NBR
$1.36B
| – | – |
-15,448
| Closed | -$1.54M |
|
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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.