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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
+2.36%
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
$1.87B
AUM Growth
-$706M
Cap. Flow
-$715M
Cap. Flow %
-38.2%
Top 10 Hldgs %
17.58%
Holding
845
New
247
Increased
128
Reduced
196
Closed
274

Top Buys

Rank Stock Value
1
AMGN icon
Amgen
AMGN
+$42.6M
2
SPY icon
State Street SPDR S&P 500 ETF Trust
SPY
+$36.1M
3
VZ icon
Verizon
VZ
+$35.7M
4
LOW icon
Lowe's Companies
LOW
+$25.3M
5
CELG
Celgene Corp
CELG
+$24.9M

Top Sells

Rank Stock Value
1
AMZN icon
Amazon
AMZN
+$119M
2
META icon
Meta Platforms (Facebook)
META
+$62.5M
3
NFLX icon
Netflix
NFLX
+$43.2M
4
GLD icon
SPDR Gold Trust
GLD
+$41.3M
5
JNJ icon
Johnson & Johnson
JNJ
+$41M

Sector Composition

Rank Sector Weight
1 Healthcare 18.79%
2 Consumer Discretionary 14.8%
3 Technology 11.18%
4 Financials 9.81%
5 Industrials 9.09%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
BMA icon
251
Banco Macro
BMA
$4.86B
$1.79M 0.1%
+68,980
New +$3.22M
NDSN icon
252
Nordson
NDSN
$17.2B
$1.79M 0.1%
+12,239
New +$1.7M
WSO icon
253
Watsco Inc
WSO
$12.5B
$1.75M 0.09%
10,349
+5,416
+110% +$878K
NXST icon
254
Nexstar Media Group
NXST
$5.2B
$1.74M 0.09%
17,004
-22,169
-57% -$2.24M
TTC icon
255
Toro Company
TTC
$8.81B
$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
SIG icon
258
Signet Jewelers
SIG
$3.83B
$1.72M 0.09%
102,608
-178,867
-64% -$2.81M
AFG icon
259
American Financial Group
AFG
$11.9B
$1.72M 0.09%
15,905
+5,368
+51% +$556K
ROP icon
260
Roper Technologies
ROP
$38B
$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
$861M
$1.67M 0.09%
+12,984
New +$1.61M
SCI icon
263
Service Corp International
SCI
$11.1B
$1.67M 0.09%
34,955
+4,277
+14% +$201K
MELI icon
264
Mercado Libre
MELI
$92.7B
$1.67M 0.09%
+3,031
New +$1.84M
GRFS
265
Grifois
GRFS
$5.01B
$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
CPA icon
267
Copa Holdings
CPA
$5.13B
$1.64M 0.09%
+16,588
New +$1.67M
SKT icon
268
Tanger
SKT
$4.16B
$1.62M 0.09%
104,592
-147,285
-58% -$2.3M
EWC icon
269
iShares MSCI Canada ETF
EWC
$6.82B
$1.6M 0.09%
55,494
+20,092
+57% +$572K
DEI icon
270
Douglas Emmett
DEI
$1.73B
$1.6M 0.09%
37,411
+32,094
+604% +$1.33M
UNP icon
271
Union Pacific
UNP
$169B
$1.59M 0.09%
9,827
-19,713
-67% -$3.31M
AGO icon
272
Assured Guaranty
AGO
$3.14B
$1.58M 0.08%
+35,533
New +$1.56M
EXPD icon
273
Expeditors International
EXPD
$25.2B
$1.58M 0.08%
21,224
+1,234
+6% +$90.4K
CCEP icon
274
Coca-Cola Europacific Partners
CCEP
$45.4B
$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
9 10
11
12 13

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 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.