We are live on
!
Find out more
QIM
Quantitative Investment Management Portfolio holdings
AUM
$963M
1-Year Est. Return
12.95%
This Fund
S&P 500
This Quarter
Est. Return
+2.36%
1 Year Est. Return
+12.95%
3 Year Est. Return
+35.29%
5 Year Est. Return
+26.17%
10 Year Est. Return
+187.22%
AUM
$1.87B
AUM Growth
-$706M
(-27%)
Cap. Flow
-$715M
Cap. Flow
% of AUM
-38.2%
Top 10 Holdings %
Top 10 Hldgs %
17.58%
Holding
845
New
247
Increased
128
Reduced
196
Closed
274
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
Amgen
AMGN
|
+$42.6M |
| 2 |
State Street SPDR S&P 500 ETF Trust
SPY
|
+$36.1M |
| 3 |
Verizon
VZ
|
+$35.7M |
| 4 |
Lowe's Companies
LOW
|
+$25.3M |
| 5 |
CELG
Celgene Corp
CELG
|
+$24.9M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Amazon
AMZN
|
+$119M |
| 2 |
Meta Platforms (Facebook)
META
|
+$62.5M |
| 3 |
Netflix
NFLX
|
+$43.2M |
| 4 |
SPDR Gold Trust
GLD
|
+$41.3M |
| 5 |
Johnson & Johnson
JNJ
|
+$41M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Healthcare | 18.52% |
| 2 | Consumer Discretionary | 14.68% |
| 3 | Technology | 10.94% |
| 4 | Financials | 9.68% |
| 5 | Industrials | 9.08% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
251
Banco Macro
BMA
$6.02B
| $1.79M | 0.1% |
+68,980
| New | +$3.22M |
|
252
Nordson
NDSN
$16.4B
| $1.79M | 0.1% |
+12,239
| New | +$1.7M |
|
253
Watsco Inc
WSO
$12.8B
| $1.75M | 0.09% |
10,349
+5,416
| +110% | +$878K |
|
254
Nexstar Media Group
NXST
$5.88B
| $1.74M | 0.09% |
17,004
-22,169
| -57% | -$2.24M |
|
255
Toro Company
TTC
$8.72B
| $1.74M | 0.09% |
23,686
+3,477
| +17% | +$248K |
|
|
JWN
256
DELISTED
Nordstrom
JWN
| $1.73M | 0.09% |
51,487
-159,629
| -76% | -$4.87M |
|
|
CS
257
DELISTED
Credit Suisse Group
CS
| $1.73M | 0.09% |
+141,898
| New | +$1.71M |
|
258
Signet Jewelers
SIG
$3.72B
| $1.72M | 0.09% |
102,608
-178,867
| -64% | -$2.81M |
|
259
American Financial Group
AFG
$11.8B
| $1.72M | 0.09% |
15,905
+5,368
| +51% | +$556K |
|
260
Roper Technologies
ROP
$38.5B
| $1.7M | 0.09% |
+4,766
| New | +$1.73M |
|
|
HRC
261
DELISTED
HILL-ROM HOLDINGS, INC.
HRC
| $1.68M | 0.09% |
15,961
+5,458
| +52% | +$576K |
|
|
SVC
262
Service Properties Trust
SVC
$1.04B
| $1.67M | 0.09% |
+12,984
| New | +$1.61M |
|
263
Service Corp International
SCI
$11.8B
| $1.67M | 0.09% |
34,955
+4,277
| +14% | +$201K |
|
264
Mercado Libre
MELI
$95.6B
| $1.67M | 0.09% |
+3,031
| New | +$1.84M |
|
|
GRFS
265
Grifois
GRFS
$5.58B
| $1.67M | 0.09% |
83,147
+37,586
| +82% | +$807K |
|
|
VRNT
266
DELISTED
Verint Systems
VRNT
| $1.66M | 0.09% |
76,357
-50,272
| -40% | -$1.34M |
|
267
Copa Holdings
CPA
$5.8B
| $1.64M | 0.09% |
+16,588
| New | +$1.67M |
|
268
Tanger
SKT
$4.71B
| $1.62M | 0.09% |
104,592
-147,285
| -58% | -$2.3M |
|
269
iShares MSCI Canada ETF
EWC
$6.17B
| $1.6M | 0.09% |
55,494
+20,092
| +57% | +$572K |
|
270
Douglas Emmett
DEI
$2.02B
| $1.6M | 0.09% |
37,411
+32,094
| +604% | +$1.33M |
|
271
Union Pacific
UNP
$172B
| $1.59M | 0.09% |
9,827
-19,713
| -67% | -$3.31M |
|
272
Assured Guaranty
AGO
$3.73B
| $1.58M | 0.08% |
+35,533
| New | +$1.56M |
|
273
Expeditors International
EXPD
$21.8B
| $1.58M | 0.08% |
21,224
+1,234
| +6% | +$90.4K |
|
274
Coca-Cola Europacific Partners
CCEP
$49.3B
| $1.57M | 0.08% |
+28,392
| New | +$1.59M |
|
|
TIF
275
DELISTED
Tiffany & Co.
TIF
| $1.57M | 0.08% |
16,941
+5,303
| +46% | +$479K |
|
Similar funds
MK
TFP
UWPG
FWM
RCIM
TC
NA
GHC
Quantitative Investment Management's Q3 2019 Portfolio in Review
As of Q3 2019, Quantitative Investment Management held 845 positions worth $1.87B, down 27% from $2.58B the previous quarter. Its ten largest holdings account for 18% of the portfolio.
Quantitative Investment Management withdrew a net $715M in Q3 2019, closing 274 positions and reducing 196 holdings. Its most notable exit was Amazon, an estimated $119M position sold in full.
By sector, the portfolio is most concentrated in Healthcare at 19% of assets, up from 15% a quarter earlier, followed by Consumer Discretionary and Technology.
Against the trend, Quantitative Investment Management opened a new position in Amgen worth $43M.
- Quantitative Investment Management's largest Q3 2019 buy was Amgen: 222,042 shares worth $43M.
- Quantitative Investment Management added most to Verizon in Q3 2019, an estimated $35.7M increase.
- Quantitative Investment Management's biggest Q3 2019 reduction was Johnson & Johnson, cutting an estimated $41M.
- Quantitative Investment Management fully exited Amazon in Q3 2019, selling an estimated $119M.
- Quantitative Investment Management's ten largest holdings make up 18% of its $1.87B portfolio in Q3 2019.
- Quantitative Investment Management opened 247 new positions and closed 274 in Q3 2019.
- Quantitative Investment Management's portfolio value fell 27% quarter-over-quarter to $1.87B.
Based on Quantitative Investment Management's 13F filing for Q3 2019, filed 14 Nov 2019.