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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
XEC
176
DELISTED
CIMAREX ENERGY CO
XEC
$2.86M 0.17%
+40,900
New +$2.94M
WRK
177
DELISTED
WestRock Company
WRK
$2.83M 0.16%
73,882
+7,182
+11% +$281K
BAP icon
178
Credicorp
BAP
$29.6B
$2.83M 0.16%
+11,800
New +$2.81M
DVA icon
179
DaVita
DVA
$12.2B
$2.82M 0.16%
+52,000
New +$2.88M
CMI icon
180
Cummins
CMI
$74.1B
$2.79M 0.16%
+17,700
New +$2.66M
SPLK
181
DELISTED
Splunk Inc
SPLK
$2.78M 0.16%
+22,300
New +$2.78M
QVCGA
182
DELISTED
QVC Group Inc Series A
QVCGA
$2.77M 0.16%
+3,568
New +$3.44M
NUE icon
183
Nucor
NUE
$58.7B
$2.74M 0.16%
+46,900
New +$2.75M
CUBE icon
184
CubeSmart
CUBE
$8.99B
$2.69M 0.16%
+84,100
New +$2.56M
DISCK
185
DELISTED
Discovery, Inc. Series C Common Stock
DISCK
$2.69M 0.16%
105,900
-7,700
-7% -$201K
GRA
186
DELISTED
W.R. Grace & Co.
GRA
$2.67M 0.15%
+34,157
New +$2.52M
EXC icon
187
Exelon
EXC
$43.5B
$2.66M 0.15%
74,306
+8,692
+13% +$296K
AZN icon
188
AstraZeneca
AZN
$251B
$2.58M 0.15%
+31,850
New +$2.51M
CSL icon
189
Carlisle Companies
CSL
$12.9B
$2.55M 0.15%
20,835
+10,535
+102% +$1.22M
CE icon
190
Celanese
CE
$5.18B
$2.51M 0.15%
+25,500
New +$2.51M
ISBC
191
DELISTED
Investors Bancorp, Inc.
ISBC
$2.49M 0.14%
210,179
+125,479
+148% +$1.51M
OXY icon
192
Occidental Petroleum
OXY
$63.5B
$2.48M 0.14%
37,500
-144,000
-79% -$9.49M
EW icon
193
Edwards Lifesciences
EW
$49.4B
$2.47M 0.14%
+38,700
New +$2.21M
APC
194
DELISTED
Anadarko Petroleum
APC
$2.46M 0.14%
54,100
-147,900
-73% -$6.71M
NSP icon
195
Insperity
NSP
$1.97B
$2.46M 0.14%
+19,859
New +$2.27M
PLCE icon
196
Children's Place
PLCE
$42.3M
$2.44M 0.14%
+25,100
New +$2.29M
STZ icon
197
Constellation Brands
STZ
$21.1B
$2.44M 0.14%
+13,900
New +$2.34M
SGI
198
Somnigroup International
SGI
$13.8B
$2.43M 0.14%
+168,800
New +$2.28M
SAM icon
199
Boston Beer
SAM
$1.76B
$2.42M 0.14%
+8,200
New +$2.24M
BFH icon
200
Bread Financial
BFH
$4.14B
$2.41M 0.14%
17,291
+4,385
+34% +$597K
6 7
8
9 10

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.