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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
CHTR icon
51
Charter Communications
CHTR
$16.8B
$7.56M 0.44%
+21,800
New +$7.18M
SHW icon
52
Sherwin-Williams
SHW
$78.5B
$7.54M 0.44%
52,500
+26,700
+103% +$3.72M
CTRA
53
DELISTED
Coterra Energy
CTRA
$7.47M 0.43%
+286,404
New +$7.18M
CMA
54
DELISTED
Comerica
CMA
$7.45M 0.43%
101,600
+64,400
+173% +$5.16M
ISRG icon
55
Intuitive Surgical
ISRG
$133B
$7.25M 0.42%
+38,100
New +$6.77M
BXP icon
56
Boston Properties
BXP
$10.2B
$7.2M 0.42%
+53,800
New +$6.91M
AGNC icon
57
AGNC Investment
AGNC
$11.8B
$7.08M 0.41%
+393,454
New +$7.03M
XLB icon
58
State Street Materials Select Sector SPDR ETF
XLB
$8.39B
$6.98M 0.4%
+251,400
New +$6.78M
LOW icon
59
Lowe's Companies
LOW
$109B
$6.94M 0.4%
+63,400
New +$6.33M
ITA icon
60
iShares US Aerospace & Defense ETF
ITA
$12.6B
$6.92M 0.4%
69,400
+24,400
+54% +$2.38M
FDX icon
61
FedEx
FDX
$73B
$6.89M 0.4%
+38,000
New +$6.72M
FIS icon
62
Fidelity National Information Services
FIS
$19.3B
$6.88M 0.4%
+60,800
New +$6.48M
NLY icon
63
Annaly Capital Management
NLY
$16.1B
$6.77M 0.39%
+169,350
New +$6.91M
YUM icon
64
Yum! Brands
YUM
$38.4B
$6.75M 0.39%
67,600
+55,100
+441% +$5.22M
SJM icon
65
J.M. Smucker
SJM
$13B
$6.63M 0.38%
+56,900
New +$5.95M
EXPE icon
66
Expedia Group
EXPE
$35.2B
$6.62M 0.38%
+55,600
New +$6.75M
EOG icon
67
EOG Resources
EOG
$80.6B
$6.53M 0.38%
68,600
+59,300
+638% +$5.65M
ILMN icon
68
Illumina
ILMN
$33.6B
$6.34M 0.37%
+20,971
New +$6.12M
CTSH icon
69
Cognizant
CTSH
$28.5B
$6.22M 0.36%
+85,800
New +$6.01M
HDB icon
70
HDFC Bank
HDB
$116B
$6.05M 0.35%
+208,800
New +$5.42M
HRL icon
71
Hormel Foods
HRL
$11.4B
$6.04M 0.35%
134,900
+63,300
+88% +$2.71M
IBN icon
72
ICICI Bank
IBN
$102B
$5.89M 0.34%
514,114
+469,114
+1,042% +$4.87M
SKX
73
DELISTED
Skechers
SKX
$5.89M 0.34%
+175,300
New +$5.24M
GD icon
74
General Dynamics
GD
$97B
$5.82M 0.34%
34,400
+7,700
+29% +$1.3M
PEG icon
75
Public Service Enterprise Group
PEG
$35.1B
$5.59M 0.32%
+94,127
New +$5.26M
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.