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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
INFI
876
DELISTED
Infinity Pharmaceuticals, Inc.
INFI
– –
-15,000
Closed -$17K
PDCE
877
DELISTED
PDC Energy, Inc.
PDCE
– –
-52,900
Closed -$1.57M
CS
878
DELISTED
Credit Suisse Group
CS
– –
-123,700
Closed -$1.34M
DBD
879
DELISTED
Diebold Nixdorf Incorporated
DBD
– –
-101,600
Closed -$252K
TEN
880
DELISTED
Tenneco Inc. Class A Voting Common Stock
TEN
– –
-15,200
Closed -$416K
Y
881
DELISTED
Alleghany Corp
Y
– –
-400
Closed -$249K
ACC
882
DELISTED
American Campus Communities, Inc.
ACC
– –
-8,100
Closed -$335K
COHR
883
DELISTED
Coherent Inc
COHR
– –
-17,400
Closed -$1.84M
XLNX
884
DELISTED
Xilinx Inc
XLNX
– –
-28,800
Closed -$2.45M
RDS.B
885
DELISTED
Royal Dutch Shell PLC ADS Class B
RDS.B
– –
-12,400
Closed -$743K
USCR
886
DELISTED
U S Concrete, Inc.
USCR
– –
-10,700
Closed -$377K
CTB
887
DELISTED
Cooper Tire & Rubber Co.
CTB
– –
-7,300
Closed -$236K
QEP
888
DELISTED
QEP RESOURCES, INC.
QEP
– –
-274,100
Closed -$1.54M
TIF
889
DELISTED
Tiffany & Co.
TIF
– –
-85,300
Closed -$6.87M
TCO
890
DELISTED
Taubman Centers Inc.
TCO
– –
-7,300
Closed -$332K
FRAN
891
DELISTED
Francesca's Holdings Corporation
FRAN
– –
-6,800
Closed -$79K
NBL
892
DELISTED
Noble Energy, Inc.
NBL
– –
-274,100
Closed -$5.14M
MNTA
893
DELISTED
Momenta Pharmaceuticals, Inc.
MNTA
– –
-41,200
Closed -$454K
IBKC
894
DELISTED
IBERIABANK Corp
IBKC
– –
-4,300
Closed -$276K
GNC
895
DELISTED
GNC Holdings, Inc.
GNC
– –
-33,700
Closed -$79K
CHK
896
DELISTED
Chesapeake Energy Corporation
CHK
– –
-5,370
Closed -$2.25M
PGNX
897
DELISTED
Progenics Pharmaceuticals Inc
PGNX
– –
-26,000
Closed -$109K
AGN
898
DELISTED
Allergan plc
AGN
– –
-54,400
Closed -$7.27M
MLNX
899
DELISTED
Mellanox Technologies, Ltd.
MLNX
– –
-2,900
Closed -$267K
RTN
900
DELISTED
Raytheon Company
RTN
– –
-68,000
Closed -$10.4M
34 35
36
37 38

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HIC
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AGAM
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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.