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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
LNG icon
151
Cheniere Energy
LNG
$56B
$3.31M 0.19%
+48,400
New +$3.18M
AON icon
152
Aon
AON
$64.6B
$3.26M 0.19%
+19,100
New +$3.1M
CP icon
153
Canadian Pacific Kansas City
CP
$78.3B
$3.25M 0.19%
+79,000
New +$3.17M
DECK icon
154
Deckers Outdoor
DECK
$10.6B
$3.23M 0.19%
+132,000
New +$3M
B
155
Barrick Mining
B
$70.3B
$3.2M 0.18%
+233,400
New +$3.02M
MKTX icon
156
MarketAxess Holdings
MKTX
$5.75B
$3.2M 0.18%
+13,001
New +$2.94M
ADBE icon
157
Adobe
ADBE
$102B
$3.2M 0.18%
+12,000
New +$3.03M
COR icon
158
Cencora
COR
$61.7B
$3.18M 0.18%
+40,000
New +$3.21M
NRG icon
159
NRG Energy
NRG
$22.3B
$3.17M 0.18%
+74,600
New +$3.09M
CCL icon
160
Carnival Corporation Ltd
CCL
$30.3B
$3.14M 0.18%
62,000
+42,200
+213% +$2.34M
WOLF icon
161
Wolfspeed
WOLF
$1.25B
$3.13M 0.18%
54,700
+47,000
+610% +$2.41M
EXPD icon
162
Expeditors International
EXPD
$25.2B
$3.11M 0.18%
+41,039
New +$2.96M
VOD icon
163
Vodafone
VOD
$40.9B
$3.11M 0.18%
171,000
+27,600
+19% +$512K
X
164
DELISTED
US Steel
X
$3.1M 0.18%
158,900
+91,200
+135% +$1.94M
AA icon
165
Alcoa
AA
$12.3B
$3.09M 0.18%
109,900
-83,800
-43% -$2.4M
LRCX icon
166
Lam Research
LRCX
$339B
$3.08M 0.18%
+172,000
New +$2.87M
HZNP
167
DELISTED
Horizon Therapeutics Public Limited Company Ordinary Shares
HZNP
$3.07M 0.18%
116,025
+94,225
+432% +$2.23M
ABEV icon
168
Ambev
ABEV
$46.6B
$3.06M 0.18%
710,758
-36,442
-5% -$167K
OLED icon
169
Universal Display
OLED
$3.58B
$3.04M 0.18%
+19,900
New +$2.46M
VWO icon
170
Vanguard FTSE Emerging Markets ETF
VWO
$125B
$3.02M 0.17%
+71,100
New +$2.93M
TT icon
171
Trane Technologies
TT
$93B
$3.01M 0.17%
+27,900
New +$2.83M
CY
172
DELISTED
Cypress Semiconductor
CY
$2.94M 0.17%
+197,231
New +$2.86M
ON icon
173
ON Semiconductor
ON
$28.5B
$2.93M 0.17%
+142,500
New +$2.94M
TER icon
174
Teradyne
TER
$52B
$2.93M 0.17%
+73,532
New +$2.75M
LLL
175
DELISTED
L3 Technologies, Inc.
LLL
$2.91M 0.17%
+14,100
New +$2.79M
5 6
7
8 9

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.