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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
CMP icon
676
Compass Minerals
CMP
$1B
– –
-21,200
Closed -$883K
CNQ icon
677
Canadian Natural Resources
CNQ
$106B
– –
-119,049
Closed -$1.41M
CPRT icon
678
Copart
CPRT
$28.7B
– –
-191,200
Closed -$2.28M
CRI icon
679
Carter's
CRI
$1.07B
– –
-4,900
Closed -$399K
CUZ icon
680
Cousins Properties
CUZ
$4.6B
– –
-7,400
Closed -$233K
CVE icon
681
Cenovus Energy
CVE
$62.6B
– –
-38,000
Closed -$267K
CW icon
682
Curtiss-Wright
CW
$20.8B
– –
-6,700
Closed -$684K
DB icon
683
Deutsche Bank
DB
$72.7B
– –
-256,300
Closed -$2.09M
DD icon
684
DuPont de Nemours
DD
$17.3B
– –
-60,930
Closed -$8.25M
DEO icon
685
Diageo
DEO
$48.3B
– –
-2,200
Closed -$311K
DINO icon
686
HF Sinclair
DINO
$20B
– –
-11,600
Closed -$592K
DOC icon
687
Healthpeak Properties
DOC
$13.9B
– –
-68,000
Closed -$1.9M
DTE icon
688
DTE Energy
DTE
$27.1B
– –
-5,288
Closed -$496K
DUK icon
689
Duke Energy
DUK
$91.8B
– –
-21,600
Closed -$1.86M
DVN icon
690
Devon Energy
DVN
$56.5B
– –
-378,200
Closed -$8.52M
EA
691
DELISTED
Electronic Arts
EA
– –
-203,200
Closed -$16M
EBAY icon
692
eBay
EBAY
$48.1B
– –
-197,000
Closed -$5.53M
ECL icon
693
Ecolab
ECL
$77B
– –
-17,700
Closed -$2.61M
EDU icon
694
New Oriental
EDU
$8.95B
– –
-77,200
Closed -$4.23M
EFA icon
695
iShares MSCI EAFE ETF
EFA
$77.9B
– –
-419,800
Closed -$24.7M
EFX icon
696
Equifax
EFX
$19.6B
– –
-65,200
Closed -$6.07M
EIX icon
697
Edison International
EIX
$21B
– –
-70,300
Closed -$3.99M
EMR icon
698
Emerson Electric
EMR
$82B
– –
-26,100
Closed -$1.56M
ENOV icon
699
Enovis
ENOV
$1.03B
– –
-25,390
Closed -$913K
EQNR icon
700
Equinor
EQNR
$108B
– –
-11,100
Closed -$234K
26 27
28
29 30

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.