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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
WMT icon
851
Walmart Inc
WMT
$858B
– –
-166,800
Closed -$5.18M
WTFC icon
852
Wintrust Financial
WTFC
$10.2B
– –
-11,300
Closed -$751K
WTW icon
853
Willis Towers Watson
WTW
$29.9B
– –
-16,800
Closed -$2.55M
WYNN icon
854
Wynn Resorts
WYNN
$8.93B
– –
-108,300
Closed -$10.7M
WY icon
855
Weyerhaeuser
WY
$16.1B
– –
-241,400
Closed -$5.28M
XBI icon
856
State Street SPDR S&P Biotech ETF
XBI
$10.4B
– –
-148,300
Closed -$10.6M
XHB icon
857
State Street SPDR S&P Homebuilders ETF
XHB
$1.29B
– –
-62,600
Closed -$2.04M
XLE icon
858
State Street Energy Select Sector SPDR ETF
XLE
$43.3B
– –
-3,063,000
Closed -$87.8M
XLK icon
859
State Street Technology Select Sector SPDR ETF
XLK
$119B
– –
-238,400
Closed -$7.39M
XLY icon
860
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
$21.1B
– –
-463,400
Closed -$22.9M
XOP icon
861
State Street SPDR S&P Oil & Gas Exploration & Production ETF
XOP
$4.19B
– –
-594,725
Closed -$63.1M
XRAY icon
862
Dentsply Sirona
XRAY
$1.96B
– –
-53,600
Closed -$1.99M
XRT icon
863
State Street SPDR S&P Retail ETF
XRT
$395M
– –
-228,000
Closed -$9.35M
ONIT
864
Onity Group
ONIT
$290M
– –
-3,580
Closed -$71K
INVX
865
Innovex International
INVX
$2.09B
– –
-13,500
Closed -$405K
BECN
866
DELISTED
Beacon Roofing Supply, Inc.
BECN
– –
-11,300
Closed -$358K
ENLC
867
DELISTED
ENLINK MIDSTREAM, LLC
ENLC
– –
-25,900
Closed -$245K
MRO
868
DELISTED
Marathon Oil Corporation
MRO
– –
-453,700
Closed -$6.51M
SAVE
869
DELISTED
Spirit Airlines, Inc.
SAVE
– –
-31,700
Closed -$1.84M
SRCL
870
DELISTED
Stericycle Inc
SRCL
– –
-63,900
Closed -$2.34M
LL
871
DELISTED
LL Flooring Holdings, Inc.
LL
– –
-48,600
Closed -$462K
ERF
872
DELISTED
Enerplus Corporation
ERF
– –
-13,100
Closed -$101K
CPE
873
DELISTED
Callon Petroleum Company
CPE
– –
-6,400
Closed -$415K
SGEN
874
DELISTED
Seagen Inc. Common Stock
SGEN
– –
-12,000
Closed -$679K
VMW
875
DELISTED
VMware, Inc
VMW
– –
-8,900
Closed -$1.22M
33 34
35
36 37

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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.