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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
AVEO
901
DELISTED
AVEO Pharmaceuticals, Inc.
AVEO
– –
-10,370
Closed -$165K
PIR
902
DELISTED
Pier 1 Imports, Inc.
PIR
– –
-1,860
Closed -$11K
WCG
903
DELISTED
Wellcare Health Plans, Inc.
WCG
– –
-6,100
Closed -$1.44M
SRCI
904
DELISTED
SRC Energy Inc
SRCI
– –
-190,300
Closed -$894K
MDCO
905
DELISTED
Medicines Co
MDCO
– –
-55,300
Closed -$1.06M
CRR
906
DELISTED
Carbo Ceramics Inc.
CRR
– –
-25,200
Closed -$87K
HOS
907
DELISTED
Hornbeck Offshore Services, Inc.
HOS
– –
-12,700
Closed -$18K
VSI
908
DELISTED
Vitamin Shoppe Inc.
VSI
– –
-34,200
Closed -$162K
SEMG
909
DELISTED
SEMGROUP CORPORATION
SEMG
– –
-13,300
Closed -$183K
WFT
910
DELISTED
Weatherford International plc
WFT
– –
-1,292,060
Closed -$722K
ULTI
911
DELISTED
Ultimate Software Group Inc
ULTI
– –
-6,900
Closed -$1.69M
ELLI
912
DELISTED
Ellie Mae Inc
ELLI
– –
-11,100
Closed -$697K
NFX
913
DELISTED
Newfield Exploration
NFX
– –
-247,600
Closed -$3.63M
ATVI
914
DELISTED
Activision Blizzard
ATVI
– –
-330,300
Closed -$15.4M
HIBB
915
DELISTED
Hibbett, Inc. Common Stock
HIBB
– –
-35,000
Closed -$500K
PDLI
916
DELISTED
PDL BioPharma, Inc.
PDLI
– –
-23,100
Closed -$66K
YELL
917
DELISTED
Yellow Corporation Common Stock
YELL
– –
-42,300
Closed -$133K
WLL
918
DELISTED
Whiting Petroleum Corporation
WLL
– –
-1,433
Closed -$2.44M
CHL
919
DELISTED
China Mobile Limited
CHL
– –
-15,900
Closed -$763K
CELG
920
DELISTED
Celgene Corp
CELG
– –
-32,300
Closed -$2.07M
SHPG
921
DELISTED
Shire pic
SHPG
– –
-13,500
Closed -$2.35M
DO
922
DELISTED
Diamond Offshore Drilling
DO
– –
-109,100
Closed -$1.03M
VG
923
DELISTED
Vonage Holdings Corporation
VG
– –
-18,000
Closed -$157K
STL
924
DELISTED
Sterling Bancorp
STL
– –
-61,400
Closed -$1.01M
AZPN
925
DELISTED
ASPEN TECHNOLOGY INC
AZPN
– –
-22,900
Closed -$1.88M
34 35 36
37
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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.