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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
ENDP
276
DELISTED
Endo International plc
ENDP
$1.66M 0.1%
206,300
-68,000
-25% -$640K
IPG
277
DELISTED
Interpublic Group of Companies
IPG
$1.66M 0.1%
+78,800
New +$1.75M
DISH
278
DELISTED
DISH Network Corp.
DISH
$1.65M 0.1%
+52,000
New +$1.59M
JLL icon
279
Jones Lang LaSalle
JLL
$15.7B
$1.63M 0.09%
+10,600
New +$1.59M
RNR icon
280
RenaissanceRe
RNR
$13.7B
$1.63M 0.09%
+11,369
New +$1.59M
MTZ icon
281
MasTec
MTZ
$17.9B
$1.62M 0.09%
+33,700
New +$1.51M
CPA icon
282
Copa Holdings
CPA
$5.13B
$1.6M 0.09%
+19,800
New +$1.74M
WBC
283
DELISTED
WABCO HOLDINGS INC.
WBC
$1.59M 0.09%
+12,100
New +$1.49M
H icon
284
Hyatt Hotels
H
$15.1B
$1.58M 0.09%
+21,802
New +$1.55M
PENN icon
285
PENN Entertainment
PENN
$2.38B
$1.58M 0.09%
78,500
-5,400
-6% -$126K
IWO icon
286
iShares Russell 2000 Growth ETF
IWO
$14.1B
$1.56M 0.09%
7,936
-25,164
-76% -$4.79M
MDR
287
DELISTED
McDermott International
MDR
$1.56M 0.09%
209,500
-2,000
-0.9% -$16.5K
LPLA icon
288
LPL Financial
LPLA
$26.9B
$1.52M 0.09%
+21,900
New +$1.58M
CMPR icon
289
Cimpress
CMPR
$2.03B
$1.52M 0.09%
19,000
+16,900
+805% +$1.54M
IEMG icon
290
iShares Core MSCI Emerging Markets ETF
IEMG
$158B
$1.51M 0.09%
+29,200
New +$1.48M
UPS icon
291
United Parcel Service
UPS
$87.1B
$1.51M 0.09%
+13,500
New +$1.43M
MDSO
292
DELISTED
Medidata Solutions, Inc.
MDSO
$1.49M 0.09%
+20,400
New +$1.47M
GLUU
293
DELISTED
Glu Mobile Inc.
GLUU
$1.49M 0.09%
+136,238
New +$1.28M
ZION icon
294
Zions Bancorporation
ZION
$9.92B
$1.49M 0.09%
+32,800
New +$1.56M
CAKE icon
295
Cheesecake Factory
CAKE
$4.81B
$1.49M 0.09%
30,400
+18,400
+153% +$846K
WDC icon
296
Western Digital
WDC
$149B
$1.48M 0.09%
40,616
-266,320
-87% -$9.12M
TOL icon
297
Toll Brothers
TOL
$12.4B
$1.46M 0.08%
40,300
+21,600
+116% +$776K
UGI icon
298
UGI
UGI
$8.11B
$1.46M 0.08%
+26,300
New +$1.44M
SHO icon
299
Sunstone Hotel Investors
SHO
$2.05B
$1.45M 0.08%
+100,700
New +$1.45M
FLEX icon
300
Flex
FLEX
$39.9B
$1.43M 0.08%
189,761
-236,206
-55% -$1.69M
10 11
12
13 14

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.