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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
LHX icon
201
L3Harris
LHX
$46.5B
$2.4M 0.14%
+15,000
New +$2.31M
SBGI icon
202
Sinclair Inc
SBGI
$1.02B
$2.39M 0.14%
+62,200
New +$2.08M
OC icon
203
Owens Corning
OC
$10.3B
$2.39M 0.14%
50,706
-8,694
-15% -$425K
CSX icon
204
CSX Corp
CSX
$89.3B
$2.39M 0.14%
+95,700
New +$2.22M
K
205
DELISTED
Kellanova
K
$2.38M 0.14%
44,280
-101,838
-70% -$5.44M
VC icon
206
Visteon
VC
$2.63B
$2.36M 0.14%
35,100
+3,700
+12% +$278K
FLIR
207
DELISTED
FLIR Systems, Inc. (DE) Common Stock
FLIR
$2.34M 0.14%
49,100
+8,700
+22% +$421K
MPC icon
208
Marathon Petroleum
MPC
$117B
$2.33M 0.13%
39,000
-166,500
-81% -$10.5M
MXIM
209
DELISTED
Maxim Integrated Products
MXIM
$2.32M 0.13%
+43,700
New +$2.35M
TECK icon
210
Teck Resources
TECK
$31.8B
$2.32M 0.13%
100,212
+85,212
+568% +$1.92M
VB icon
211
Vanguard Morningstar Small-Cap ETF
VB
$78.8B
$2.32M 0.13%
+15,200
New +$2.26M
IRM icon
212
Iron Mountain
IRM
$34.1B
$2.32M 0.13%
+65,400
New +$2.31M
AEM icon
213
Agnico Eagle Mines
AEM
$101B
$2.31M 0.13%
+53,152
New +$2.25M
JBL icon
214
Jabil
JBL
$31.7B
$2.31M 0.13%
+86,800
New +$2.32M
OSK icon
215
Oshkosh
OSK
$9.05B
$2.31M 0.13%
30,700
+27,400
+830% +$2.02M
PCG icon
216
PG&E
PCG
$29.4B
$2.3M 0.13%
129,422
-254,878
-66% -$4.12M
TCBI icon
217
Texas Capital Bancshares
TCBI
$4.23B
$2.3M 0.13%
42,067
+9,767
+30% +$566K
FE icon
218
FirstEnergy
FE
$26.3B
$2.29M 0.13%
+55,000
New +$2.19M
CBRE icon
219
CBRE Group
CBRE
$41.3B
$2.28M 0.13%
+46,200
New +$2.17M
OMC icon
220
Omnicom Group
OMC
$21.9B
$2.28M 0.13%
+31,300
New +$2.35M
CAR icon
221
Avis
CAR
$4.19B
$2.28M 0.13%
+65,400
New +$1.96M
SLM icon
222
SLM Corp
SLM
$4.87B
$2.22M 0.13%
+223,900
New +$2.32M
SMG icon
223
ScottsMiracle-Gro
SMG
$3.3B
$2.21M 0.13%
28,166
+21,666
+333% +$1.63M
BBBY
224
DELISTED
Bed Bath & Beyond Inc
BBBY
$2.21M 0.13%
130,100
-116,700
-47% -$1.76M
PVH icon
225
PVH
PVH
$3.39B
$2.16M 0.12%
17,700
-31,100
-64% -$3.41M
7 8
9
10 11

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.