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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
DBI icon
626
Designer Brands
DBI
$320M
– –
-53,718
Closed -$1.03M
DECK icon
627
Deckers Outdoor
DECK
$10.6B
– –
-366,648
Closed -$10.8M
DFS
628
DELISTED
Discover Financial Services
DFS
– –
-9,371
Closed -$727K
DG icon
629
Dollar General
DG
$27.5B
– –
-155,840
Closed -$21.1M
DK icon
630
Delek US
DK
$4.78B
– –
-90,453
Closed -$3.67M
DLB icon
631
Dolby
DLB
$5.65B
– –
-20,466
Closed -$1.32M
DLTR icon
632
Dollar Tree
DLTR
$21.2B
– –
-70,566
Closed -$7.58M
DPZ icon
633
Domino's
DPZ
$10.3B
– –
-9,311
Closed -$2.59M
DY icon
634
Dycom Industries
DY
$8.52B
– –
-7,004
Closed -$412K
EBAY icon
635
eBay
EBAY
$48.1B
– –
-8,115
Closed -$320K
EGHT icon
636
8x8 Inc
EGHT
$264M
– –
-55,756
Closed -$1.34M
EIX icon
637
Edison International
EIX
$21B
– –
-13,196
Closed -$889K
ENOV icon
638
Enovis
ENOV
$1.03B
– –
-12,627
Closed -$609K
EPP icon
639
iShares MSCI Pacific ex Japan ETF
EPP
$2.25B
– –
-38,049
Closed -$1.8M
ERIC icon
640
Ericsson
ERIC
$32.8B
– –
-88,311
Closed -$838K
ES icon
641
Eversource Energy
ES
$25.3B
– –
-5,492
Closed -$416K
ESS icon
642
Essex Property Trust
ESS
$17.7B
– –
-1,117
Closed -$326K
EW icon
643
Edwards Lifesciences
EW
$49.4B
– –
-194,367
Closed -$12M
EWG icon
644
iShares MSCI Germany ETF
EWG
$1.68B
– –
-93,436
Closed -$2.62M
EWH icon
645
iShares MSCI Hong Kong ETF
EWH
$1.16B
– –
-18,547
Closed -$479K
EXAS
646
DELISTED
Exact Sciences
EXAS
– –
-47,670
Closed -$5.63M
EXC icon
647
Exelon
EXC
$43.5B
– –
-430,868
Closed -$14.7M
FDX icon
648
FedEx
FDX
$73B
– –
-21,671
Closed -$3.56M
FE icon
649
FirstEnergy
FE
$26.2B
– –
-132,812
Closed -$5.68M
FHN icon
650
First Horizon
FHN
$11.6B
– –
-53,524
Closed -$799K
24 25
26
27 28

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.