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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
WAB icon
326
Wabtec
WAB
$47B
$1.25M 0.07%
+17,000
New +$1.23M
NDSN icon
327
Nordson
NDSN
$17.2B
$1.25M 0.07%
+9,430
New +$1.23M
ALV icon
328
Autoliv
ALV
$8.51B
$1.23M 0.07%
16,700
+6,500
+64% +$504K
ALGT icon
329
Allegiant Air
ALGT
$2.14B
$1.22M 0.07%
+9,427
New +$1.2M
VIAV icon
330
Viavi Solutions
VIAV
$8.33B
$1.22M 0.07%
+98,600
New +$1.16M
EWA icon
331
iShares MSCI Australia ETF
EWA
$1.28B
$1.22M 0.07%
+56,533
New +$1.18M
AG icon
332
First Majestic Silver
AG
$9.19B
$1.21M 0.07%
+184,483
New +$1.15M
FLO icon
333
Flowers Foods
FLO
$1.3B
$1.2M 0.07%
+56,346
New +$1.13M
CL icon
334
Colgate-Palmolive
CL
$69.4B
$1.2M 0.07%
+17,500
New +$1.13M
PII icon
335
Polaris
PII
$3.29B
$1.2M 0.07%
+14,200
New +$1.2M
BBWI icon
336
Bath & Body Works
BBWI
$3.37B
$1.19M 0.07%
+53,438
New +$1.17M
EPP icon
337
iShares MSCI Pacific ex Japan ETF
EPP
$2.25B
$1.18M 0.07%
+25,656
New +$1.14M
DCH
338
Dauch Corp
DCH
$1.45B
$1.17M 0.07%
82,000
+32,400
+65% +$469K
HSIC icon
339
Henry Schein
HSIC
$9.75B
$1.17M 0.07%
+19,500
New +$1.18M
EPC icon
340
Edgewell Personal Care
EPC
$1.23B
$1.17M 0.07%
26,700
-5,900
-18% -$246K
GTN icon
341
Gray Television
GTN
$492M
$1.17M 0.07%
+54,688
New +$1.02M
LECO icon
342
Lincoln Electric
LECO
$13.8B
$1.16M 0.07%
+13,800
New +$1.17M
TGI
343
DELISTED
Triumph Group
TGI
$1.14M 0.07%
60,000
+23,000
+62% +$433K
BHP icon
344
BHP
BHP
$215B
$1.14M 0.07%
+23,429
New +$1.07M
FOSL icon
345
Fossil Group
FOSL
$298M
$1.13M 0.07%
82,700
+43,000
+108% +$685K
ESV
346
DELISTED
Ensco Rowan plc
ESV
$1.13M 0.07%
72,200
-35,700
-33% -$622K
ACM icon
347
Aecom
ACM
$8.26B
$1.13M 0.07%
+38,200
New +$1.14M
VNO icon
348
Vornado Realty Trust
VNO
$6.45B
$1.13M 0.07%
+16,800
New +$1.13M
STX icon
349
Seagate
STX
$176B
$1.13M 0.07%
23,600
+16,700
+242% +$741K
EXP icon
350
Eagle Materials
EXP
$5.59B
$1.13M 0.07%
13,400
-16,600
-55% -$1.2M
12 13
14
15 16

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.