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
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
KRE icon
351
State Street SPDR S&P Regional Banking ETF
KRE
$4.49B
$989K 0.05%
+18,752
New +$979K
AEO icon
352
American Eagle Outfitters
AEO
$2.9B
$988K 0.05%
+60,923
New +$1.02M
BPOP icon
353
Popular Inc
BPOP
$11.2B
$984K 0.05%
18,203
-9,747
-35% -$528K
VEON icon
354
VEON
VEON
$3.66B
$977K 0.05%
16,300
-6,416
-28% -$440K
UL icon
355
Unilever
UL
$141B
$959K 0.05%
+14,198
New +$984K
PB icon
356
Prosperity Bancshares
PB
$8.97B
$957K 0.05%
13,553
+5,408
+66% +$364K
H icon
357
Hyatt Hotels
H
$16.6B
$950K 0.05%
12,899
+8,404
+187% +$635K
HA
358
DELISTED
Hawaiian Holdings, Inc.
HA
$947K 0.05%
+36,079
New +$947K
JKHY icon
359
Jack Henry & Associates
JKHY
$11B
$942K 0.05%
+6,457
New +$915K
TUP
360
DELISTED
Tupperware Brands Corporation
TUP
$942K 0.05%
59,412
-40,765
-41% -$629K
RCL icon
361
Royal Caribbean
RCL
$86.1B
$940K 0.05%
8,685
-42,971
-83% -$4.73M
SSRM icon
362
SSR Mining
SSRM
$5.54B
$939K 0.05%
64,711
+16,869
+35% +$259K
VYX icon
363
NCR Voyix
VYX
$1.12B
$937K 0.05%
+48,396
New +$935K
HUN icon
364
Huntsman Corp
HUN
$2.12B
$925K 0.05%
+39,790
New +$822K
KBH icon
365
KB Home
KBH
$3.45B
$922K 0.05%
+27,131
New +$759K
VGK icon
366
Vanguard FTSE Europe ETF
VGK
$30.8B
$915K 0.05%
17,075
-13,828
-45% -$740K
EWA icon
367
iShares MSCI Australia ETF
EWA
$1.41B
$911K 0.05%
40,953
-57,449
-58% -$1.27M
VIAV icon
368
Viavi Solutions
VIAV
$8.65B
$905K 0.05%
64,667
-47,961
-43% -$682K
USCR
369
DELISTED
U S Concrete, Inc.
USCR
$904K 0.05%
16,358
+11,972
+273% +$560K
GES
370
DELISTED
Guess Inc
GES
$902K 0.05%
48,730
-13,732
-22% -$228K
MD icon
371
Pediatrix Medical
MD
$2.17B
$880K 0.05%
38,933
-35,181
-47% -$802K
PSEC icon
372
Prospect Capital
PSEC
$1.08B
$880K 0.05%
133,647
+83,021
+164% +$547K
ACM icon
373
Aecom
ACM
$9.22B
$878K 0.05%
23,381
-54,124
-70% -$1.95M
DOV icon
374
Dover
DOV
$27.5B
$876K 0.05%
8,808
-492
-5% -$47.2K
RES icon
375
RPC Inc
RES
$1.2B
$872K 0.05%
155,517
+95,492
+159% +$567K
13 14
15
16 17

Similar funds

MK
MASTERINVEST Kapitalanlage Vienna $962M AUM 27.59% 1-Year Est. Return
TFP
Triple Frond Partners San Francisco, California $963M AUM 27.45% 1-Year Est. Return
UWPG
Ullmann Wealth Partners Group Jacksonville Beach, Florida $963M AUM 17.06% 1-Year Est. Return
FWM
Focused Wealth Management Newburgh, New York $964M AUM 18.71% 1-Year Est. Return
RCIM
Red Cedar Investment Management Grand Rapids, Michigan $965M AUM 30.25% 1-Year Est. Return
TC
TwinBeech Capital Purchase, New York $965M AUM 0.23% 1-Year Est. Return
NA
Navellier & Associates Reno, Nevada $960M AUM 79.37% 1-Year Est. Return
GHC
Graham Holdings Company Arlington, Virginia $967M AUM 15.12% 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.