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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
ARW icon
351
Arrow Electronics
ARW
$10.8B
$1.13M 0.07%
+14,600
New +$1.12M
ALNY icon
352
Alnylam Pharmaceuticals
ALNY
$31.9B
$1.12M 0.06%
12,000
-7,900
-40% -$661K
UNM icon
353
Unum
UNM
$15.2B
$1.11M 0.06%
+32,800
New +$1.14M
DGX icon
354
Quest Diagnostics
DGX
$27.3B
$1.1M 0.06%
12,200
-45,700
-79% -$3.96M
OI icon
355
O-I Glass
OI
$974M
$1.09M 0.06%
+57,500
New +$1.11M
CVI icon
356
CVR Energy
CVI
$5.24B
$1.09M 0.06%
+26,400
New +$1.05M
IP icon
357
International Paper
IP
$18B
$1.09M 0.06%
24,816
-89,126
-78% -$3.86M
RLJ icon
358
RLJ Lodging Trust
RLJ
$1.67B
$1.08M 0.06%
+61,600
New +$1.12M
HTZ
359
DELISTED
Hertz Global Holdings, Inc.
HTZ
$1.08M 0.06%
+71,707
New +$1.04M
ALXN
360
DELISTED
Alexion Pharmaceuticals
ALXN
$1.08M 0.06%
+8,000
New +$995K
STT icon
361
State Street
STT
$50.9B
$1.07M 0.06%
16,200
-83,300
-84% -$5.77M
MDRX
362
DELISTED
Veradigm Inc. Common Stock
MDRX
$1.04M 0.06%
+108,800
New +$1.2M
CVLT icon
363
Commault Systems
CVLT
$5.94B
$1.04M 0.06%
+16,007
New +$1.03M
RGLD icon
364
Royal Gold
RGLD
$21.3B
$1.04M 0.06%
+11,400
New +$996K
RPM icon
365
RPM International
RPM
$12.8B
$1.03M 0.06%
+17,800
New +$1.01M
CSIQ icon
366
Canadian Solar
CSIQ
$831M
$1.03M 0.06%
+55,368
New +$1.14M
DAR icon
367
Darling Ingredients
DAR
$10.5B
$1.02M 0.06%
+47,200
New +$996K
TWO
368
DELISTED
Two Harbors Investment
TWO
$1.02M 0.06%
+18,825
New +$1.05M
SONY icon
369
Sony
SONY
$140B
$1.02M 0.06%
+120,500
New +$1.13M
PCAR icon
370
PACCAR
PCAR
$64.5B
$1.01M 0.06%
+22,200
New +$966K
PEB icon
371
Pebblebrook Hotel Trust
PEB
$2.05B
$1.01M 0.06%
+32,400
New +$1.02M
FNB icon
372
FNB Corp
FNB
$6.5B
$1M 0.06%
94,800
+70,900
+297% +$816K
TD icon
373
Toronto Dominion Bank
TD
$199B
$988K 0.06%
+18,200
New +$1.01M
EBIX
374
DELISTED
Ebix Inc
EBIX
$987K 0.06%
19,998
+8,498
+74% +$448K
IPGP icon
375
IPG Photonics
IPGP
$3.2B
$986K 0.06%
6,500
-22,800
-78% -$3.23M
13 14
15
16 17

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.