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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
UL icon
126
Unilever
UL
$134B
$3.92M 0.23%
+60,444
New +$3.68M
UHS icon
127
Universal Health Services
UHS
$10.4B
$3.91M 0.23%
+29,200
New +$3.84M
JWN
128
DELISTED
Nordstrom
JWN
$3.9M 0.23%
88,000
-36,700
-29% -$1.67M
INCY icon
129
Incyte
INCY
$24.7B
$3.87M 0.22%
+45,000
New +$3.66M
SBNY
130
DELISTED
Signature Bank
SBNY
$3.85M 0.22%
+30,100
New +$3.83M
PPG icon
131
PPG Industries
PPG
$23.3B
$3.85M 0.22%
+34,100
New +$3.65M
EWW icon
132
iShares MSCI Mexico ETF
EWW
$1.71B
$3.81M 0.22%
+87,300
New +$3.83M
FMC icon
133
FMC
FMC
$1.41B
$3.76M 0.22%
+49,000
New +$3.6M
SLB icon
134
SLB Ltd
SLB
$80.4B
$3.75M 0.22%
86,100
-444,300
-84% -$19.2M
IRBT
135
DELISTED
iRobot
IRBT
$3.73M 0.22%
+31,722
New +$3.38M
MAT icon
136
Mattel
MAT
$3.83B
$3.72M 0.21%
+285,961
New +$3.82M
NFLX icon
137
Netflix
NFLX
$324B
$3.67M 0.21%
+103,000
New +$3.57M
CRM icon
138
Salesforce
CRM
$210B
$3.66M 0.21%
23,100
-39,200
-63% -$6.08M
ALB icon
139
Albemarle
ALB
$13.4B
$3.65M 0.21%
+44,500
New +$3.64M
DLR icon
140
Digital Realty Trust
DLR
$66.5B
$3.65M 0.21%
+30,646
New +$3.42M
PHM icon
141
Pultegroup
PHM
$22.8B
$3.62M 0.21%
+129,527
New +$3.53M
FTNT icon
142
Fortinet
FTNT
$126B
$3.5M 0.2%
208,500
-62,000
-23% -$988K
LEG
143
DELISTED
Leggett & Platt
LEG
$3.5M 0.2%
82,787
+75,187
+989% +$3.16M
GLW icon
144
Corning
GLW
$124B
$3.48M 0.2%
+105,000
New +$3.44M
ADSK icon
145
Autodesk
ADSK
$47.3B
$3.43M 0.2%
+22,000
New +$3.29M
HST icon
146
Host Hotels & Resorts
HST
$15.2B
$3.39M 0.2%
+179,400
New +$3.31M
URBN icon
147
Urban Outfitters
URBN
$6.5B
$3.39M 0.2%
114,241
+83,041
+266% +$2.56M
TDC icon
148
Teradata
TDC
$2.73B
$3.35M 0.19%
+76,700
New +$3.44M
TXT icon
149
Textron
TXT
$13.9B
$3.32M 0.19%
65,500
+16,500
+34% +$851K
TNL icon
150
Travel + Leisure Co
TNL
$4.01B
$3.32M 0.19%
81,900
+23,800
+41% +$1M
4 5
6
7 8

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.