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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
WLK icon
251
Westlake Corp
WLK
$8.95B
$1.85M 0.11%
27,300
-9,400
-26% -$681K
ED icon
252
Consolidated Edison
ED
$38.9B
$1.85M 0.11%
+21,800
New +$1.74M
PBCT
253
DELISTED
People's United Financial Inc
PBCT
$1.84M 0.11%
+111,900
New +$1.86M
ACGL icon
254
Arch Capital
ACGL
$33.1B
$1.84M 0.11%
56,824
+36,824
+184% +$1.12M
TEX icon
255
Terex
TEX
$6.67B
$1.83M 0.11%
+57,000
New +$1.81M
UTHR icon
256
United Therapeutics
UTHR
$21.5B
$1.83M 0.11%
+15,600
New +$1.82M
BHC icon
257
Bausch Health
BHC
$2.12B
$1.8M 0.1%
+72,866
New +$1.74M
ARWR icon
258
Arrowhead Research
ARWR
$9.98B
$1.8M 0.1%
+98,005
New +$1.62M
BBL
259
DELISTED
BHP Group Plc American Depositary Shares (Each representing two Ordinary Shares)
BBL
$1.79M 0.1%
+37,100
New +$1.66M
ROK icon
260
Rockwell Automation
ROK
$46.3B
$1.79M 0.1%
+10,200
New +$1.73M
RYAAY icon
261
Ryanair
RYAAY
$26.9B
$1.79M 0.1%
59,658
-7,092
-11% -$206K
PTC icon
262
PTC
PTC
$14.4B
$1.78M 0.1%
+19,300
New +$1.71M
LOPE icon
263
Grand Canyon Education
LOPE
$4B
$1.77M 0.1%
+15,500
New +$1.6M
CNK icon
264
Cinemark Holdings
CNK
$3.93B
$1.77M 0.1%
+44,200
New +$1.73M
CLR
265
DELISTED
CONTINENTAL RESOURCES INC.
CLR
$1.75M 0.1%
39,100
+14,000
+56% +$626K
PRGO icon
266
Perrigo
PRGO
$1.88B
$1.74M 0.1%
36,090
-44,610
-55% -$2.09M
HAS icon
267
Hasbro
HAS
$12.7B
$1.73M 0.1%
20,400
-7,300
-26% -$636K
NVO
268
Novo Nordisk
NVO
$188B
$1.73M 0.1%
+66,200
New +$1.63M
MCK icon
269
McKesson
MCK
$105B
$1.72M 0.1%
+14,700
New +$1.81M
DY icon
270
Dycom Industries
DY
$8.52B
$1.71M 0.1%
37,200
+19,800
+114% +$1.08M
AAN.A
271
DELISTED
The Aaron's Company Inc Class A
AAN.A
$1.7M 0.1%
+32,400
New +$1.7M
ASML icon
272
ASML
ASML
$611B
$1.69M 0.1%
9,000
+5,000
+125% +$885K
OZK icon
273
Bank OZK
OZK
$5.36B
$1.69M 0.1%
58,200
-20,000
-26% -$605K
TAP icon
274
Molson Coors Class B
TAP
$7.32B
$1.68M 0.1%
+28,200
New +$1.74M
SFLY
275
DELISTED
Shutterfly, Inc.
SFLY
$1.67M 0.1%
40,978
-1,522
-4% -$66.9K
9 10
11
12 13

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.