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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
FLG
101
Flagstar Bank National Association
FLG
$5.33B
$4.72M 0.27%
+135,883
New +$4.68M
IONS icon
102
Ionis Pharmaceuticals
IONS
$7.85B
$4.68M 0.27%
57,639
+51,739
+877% +$3.34M
NXST icon
103
Nexstar Media Group
NXST
$5.2B
$4.65M 0.27%
+42,900
New +$3.96M
MGM icon
104
MGM Resorts International
MGM
$9.87B
$4.58M 0.26%
+178,300
New +$4.89M
WHR icon
105
Whirlpool
WHR
$2.15B
$4.54M 0.26%
+34,131
New +$4.51M
HAL icon
106
Halliburton
HAL
$29.7B
$4.53M 0.26%
154,500
-333,000
-68% -$10.1M
MDT icon
107
Medtronic
MDT
$120B
$4.53M 0.26%
+49,700
New +$4.45M
HOLX
108
DELISTED
Hologic
HOLX
$4.51M 0.26%
+93,100
New +$4.2M
NWL icon
109
Newell Brands
NWL
$2.4B
$4.36M 0.25%
284,500
-46,100
-14% -$847K
EVRG icon
110
Evergy
EVRG
$18.5B
$4.36M 0.25%
+75,169
New +$4.28M
CVS icon
111
CVS Health
CVS
$121B
$4.35M 0.25%
+80,700
New +$4.98M
AEO icon
112
American Eagle Outfitters
AEO
$2.48B
$4.3M 0.25%
+193,800
New +$3.98M
F icon
113
Ford
F
$53.8B
$4.25M 0.25%
484,500
+209,200
+76% +$1.8M
WU icon
114
Western Union
WU
$2.14B
$4.23M 0.24%
+229,000
New +$4.12M
VRTX icon
115
Vertex Pharmaceuticals
VRTX
$130B
$4.21M 0.24%
+22,900
New +$4.23M
NXPI icon
116
NXP Semiconductors
NXPI
$57.1B
$4.2M 0.24%
47,500
-42,600
-47% -$3.74M
WBD icon
117
Warner Bros
WBD
$70.3B
$4.2M 0.24%
155,400
-16,300
-9% -$454K
MMM icon
118
3M
MMM
$84.9B
$4.16M 0.24%
23,920
+11,003
+85% +$1.85M
AJG icon
119
Arthur J. Gallagher & Co
AJG
$63.6B
$4.12M 0.24%
52,800
+41,500
+367% +$3.2M
NOV icon
120
NOV
NOV
$7.48B
$4.11M 0.24%
154,300
+1,800
+1% +$51.1K
CHKP icon
121
Check Point Software Technologies
CHKP
$14.1B
$4.06M 0.23%
+32,100
New +$3.73M
GSK icon
122
GSK
GSK
$100B
$4.04M 0.23%
+77,280
New +$3.86M
BEN icon
123
Franklin Templeton
BEN
$16.9B
$3.98M 0.23%
+120,139
New +$3.79M
DE icon
124
Deere & Co
DE
$184B
$3.98M 0.23%
+24,900
New +$3.98M
RL icon
125
Ralph Lauren
RL
$20B
$3.97M 0.23%
30,600
+20,600
+206% +$2.45M
3 4
5
6 7

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.