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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
CLF icon
76
Cleveland-Cliffs
CLF
$6.73B
$5.56M 0.32%
556,500
+389,500
+233% +$3.9M
IWN icon
77
iShares Russell 2000 Value ETF
IWN
$14.2B
$5.54M 0.32%
46,200
+17,400
+60% +$2.08M
KRE icon
78
State Street SPDR S&P Regional Banking ETF
KRE
$4.31B
$5.53M 0.32%
107,800
-54,800
-34% -$2.92M
SIX
79
DELISTED
Six Flags Entertainment Corp.
SIX
$5.53M 0.32%
112,067
+77,567
+225% +$4.39M
SNA icon
80
Snap-on
SNA
$19.4B
$5.46M 0.32%
34,900
+22,600
+184% +$3.59M
NBIS
81
Nebius Group N.V.
NBIS
$56.4B
$5.38M 0.31%
+156,700
New +$5.2M
PXD
82
DELISTED
Pioneer Natural Resource Co.
PXD
$5.38M 0.31%
35,300
+7,000
+25% +$988K
SBAC icon
83
SBA Communications
SBAC
$19.4B
$5.37M 0.31%
26,900
+6,500
+32% +$1.18M
WW
84
DELISTED
WW International
WW
$5.36M 0.31%
266,062
+186,362
+234% +$5.15M
INFY icon
85
Infosys
INFY
$45.8B
$5.34M 0.31%
488,979
+455,979
+1,382% +$4.83M
TXN icon
86
Texas Instruments
TXN
$241B
$5.32M 0.31%
+50,200
New +$5.2M
CB icon
87
Chubb
CB
$132B
$5.32M 0.31%
38,000
+18,100
+91% +$2.41M
SPR
88
DELISTED
Spirit AeroSystems
SPR
$5.31M 0.31%
+58,000
New +$5.12M
HSY icon
89
Hershey
HSY
$34.2B
$5.22M 0.3%
+45,500
New +$4.95M
UN
90
DELISTED
Unilever NV New York Registry Shares
UN
$5.22M 0.3%
+89,531
New +$4.92M
CAT icon
91
Caterpillar
CAT
$360B
$5.22M 0.3%
+38,500
New +$5.11M
RCL icon
92
Royal Caribbean
RCL
$66.7B
$5.19M 0.3%
+45,300
New +$5.15M
EXR icon
93
Extra Space Storage
EXR
$29B
$5.05M 0.29%
+49,585
New +$4.76M
MHK icon
94
Mohawk Industries
MHK
$8.74B
$4.96M 0.29%
39,300
-17,200
-30% -$2.24M
ORLY icon
95
O'Reilly Automotive
ORLY
$68.9B
$4.93M 0.29%
+190,500
New +$4.61M
STMP
96
DELISTED
Stamps.com, Inc.
STMP
$4.92M 0.28%
60,451
+50,351
+499% +$7.08M
FAST icon
97
Fastenal
FAST
$56.7B
$4.91M 0.28%
+305,200
New +$4.59M
TFC icon
98
Truist Financial
TFC
$61.6B
$4.87M 0.28%
+104,600
New +$5.1M
BSX icon
99
Boston Scientific
BSX
$63.6B
$4.85M 0.28%
+126,300
New +$4.82M
LEA icon
100
Lear
LEA
$6.22B
$4.84M 0.28%
35,700
-7,300
-17% -$1.07M
2 3
4
5 6

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.