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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
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 18.52%
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
FOSL icon
301
Fossil Group
FOSL
$288M
$1.38M 0.07%
+110,547
New +$1.25M
HIW icon
302
Highwoods Properties
HIW
$3.73B
$1.38M 0.07%
+30,758
New +$1.35M
MMS icon
303
Maximus
MMS
$3.19B
$1.37M 0.07%
17,729
-12,209
-41% -$927K
JBL icon
304
Jabil
JBL
$32.3B
$1.37M 0.07%
38,251
-7,281
-16% -$219K
URI icon
305
United Rentals
URI
$66.5B
$1.37M 0.07%
10,960
+3,912
+56% +$474K
UHAL icon
306
U-Haul Holding Co
UHAL
$13.9B
$1.36M 0.07%
34,830
-17,160
-33% -$634K
MAC icon
307
Macerich
MAC
$7.22B
$1.34M 0.07%
42,548
-30,721
-42% -$969K
MBT
308
DELISTED
Mobile TeleSystems Public Joint Stock Company American Depositary Shares (Each representing 2 Shares
MBT
$1.33M 0.07%
164,460
-425,424
-72% -$3.49M
SJM icon
309
J.M. Smucker
SJM
$13.1B
$1.33M 0.07%
12,092
-51,421
-81% -$5.73M
HOG icon
310
Harley-Davidson
HOG
$2.59B
$1.31M 0.07%
+36,332
New +$1.25M
MRO
311
DELISTED
Marathon Oil Corporation
MRO
$1.29M 0.07%
+104,923
New +$1.36M
MFA
312
MFA Financial
MFA
$935M
$1.28M 0.07%
43,658
+13,453
+45% +$392K
FSLR icon
313
First Solar
FSLR
$22.1B
$1.28M 0.07%
22,085
-13,468
-38% -$863K
LECO icon
314
Lincoln Electric
LECO
$13.7B
$1.27M 0.07%
+14,700
New +$1.24M
LII icon
315
Lennox International
LII
$14.5B
$1.26M 0.07%
5,208
-660
-11% -$170K
ICLR icon
316
Icon
ICLR
$12.8B
$1.26M 0.07%
8,532
-5,537
-39% -$850K
EEM icon
317
iShares MSCI Emerging Markets ETF
EEM
$28.6B
$1.25M 0.07%
+30,684
New +$1.27M
AG icon
318
First Majestic Silver
AG
$7.75B
$1.25M 0.07%
137,352
-416,804
-75% -$4.07M
FEZ icon
319
State Street SPDR EURO STOXX 50 ETF
FEZ
$4.41B
$1.25M 0.07%
33,025
+9,587
+41% +$358K
SBGI icon
320
Sinclair Inc
SBGI
$994M
$1.24M 0.07%
+29,038
New +$1.41M
ABEV icon
321
Ambev
ABEV
$48.2B
$1.23M 0.07%
267,316
-1,892,858
-88% -$9.07M
HAIN icon
322
Hain Celestial
HAIN
$44.4M
$1.23M 0.07%
57,327
+45,217
+373% +$947K
EZU icon
323
iShare MSCI Eurozone ETF
EZU
$9.65B
$1.23M 0.07%
31,626
-8,437
-21% -$326K
BTI icon
324
British American Tobacco
BTI
$133B
$1.23M 0.07%
33,211
-10,608
-24% -$388K
RDN icon
325
Radian Group
RDN
$5.16B
$1.22M 0.07%
+53,579
New +$1.24M
11 12
13
14 15

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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.