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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
NOC icon
26
Northrop Grumman
NOC
$75.5B
$11.3M 0.65%
41,800
+8,800
+27% +$2.4M
AVGO icon
27
Broadcom
AVGO
$1.62T
$10.9M 0.63%
+363,000
New +$9.84M
D icon
28
Dominion Energy
D
$56.2B
$10.8M 0.62%
+140,300
New +$10.2M
AMGN icon
29
Amgen
AMGN
$203B
$10.6M 0.61%
+55,800
New +$10.7M
STI
30
DELISTED
SunTrust Banks, Inc.
STI
$10.4M 0.6%
175,100
+146,900
+521% +$8.99M
SPG icon
31
Simon Property Group
SPG
$66B
$9.86M 0.57%
+54,100
New +$9.62M
LULU icon
32
lululemon athletica
LULU
$10.9B
$9.81M 0.57%
+59,900
New +$8.75M
AABA
33
DELISTED
Altaba Inc
AABA
$9.4M 0.54%
+126,800
New +$8.73M
ORCL icon
34
Oracle
ORCL
$404B
$8.98M 0.52%
+167,200
New +$8.52M
GOOGL icon
35
Alphabet (Google) Class A
GOOGL
$4.22T
$8.94M 0.52%
+152,000
New +$8.58M
HBI
36
DELISTED
Hanesbrands
HBI
$8.55M 0.49%
478,300
+380,500
+389% +$6.32M
ROST icon
37
Ross Stores
ROST
$72.3B
$8.5M 0.49%
+91,300
New +$8.38M
WBA
38
DELISTED
Walgreens Boots Alliance
WBA
$8.4M 0.49%
132,800
+121,600
+1,086% +$8.3M
ADI icon
39
Analog Devices
ADI
$175B
$8.24M 0.48%
+78,300
New +$7.86M
SYY icon
40
Sysco
SYY
$38.1B
$8.18M 0.47%
122,600
+60,500
+97% +$3.94M
VTR icon
41
Ventas
VTR
$45.4B
$8.17M 0.47%
128,100
+79,400
+163% +$4.96M
MSI icon
42
Motorola Solutions
MSI
$77.6B
$8.06M 0.47%
+57,400
New +$7.45M
LIN icon
43
Linde
LIN
$213B
$7.99M 0.46%
+45,400
New +$7.54M
TPR icon
44
Tapestry
TPR
$23.4B
$7.98M 0.46%
245,700
+166,500
+210% +$5.84M
GOOG icon
45
Alphabet (Google) Class C
GOOG
$4.18T
$7.86M 0.45%
+134,000
New +$7.52M
TSCO icon
46
Tractor Supply
TSCO
$17.2B
$7.86M 0.45%
+402,000
New +$7.31M
CAH icon
47
Cardinal Health
CAH
$54.1B
$7.79M 0.45%
+161,800
New +$8.11M
M icon
48
Macy's
M
$5.77B
$7.65M 0.44%
+318,500
New +$8.04M
MCHP icon
49
Microchip Technology
MCHP
$38.8B
$7.62M 0.44%
183,800
+83,200
+83% +$3.45M
TEVA icon
50
Teva Pharmaceuticals
TEVA
$45.7B
$7.6M 0.44%
485,000
+388,900
+405% +$6.86M
1
2
3 4 5

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.