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 | |
|---|---|---|---|---|---|---|
701
Alliant Energy
LNT
$18.3B
| – | – |
-29,962
| Closed | -$1.47M |
|
702
Louisiana-Pacific
LPX
$5.02B
| – | – |
-138,287
| Closed | -$3.63M |
|
703
Lumen
LUMN
$6.76B
| – | – |
-657,451
| Closed | -$7.73M |
|
704
Lloyds Banking Group
LYG
$90.7B
| – | – |
-59,876
| Closed | -$170K |
|
705
Manhattan Associates
MANH
$11.1B
| – | – |
-9,536
| Closed | -$661K |
|
706
Marriott International
MAR
$99B
| – | – |
-23,459
| Closed | -$3.29M |
|
707
Masco
MAS
$14.2B
| – | – |
-15,017
| Closed | -$589K |
|
708
Mattel
MAT
$4.42B
| – | – |
-221,462
| Closed | -$2.48M |
|
709
Medtronic
MDT
$110B
| – | – |
-49,063
| Closed | -$4.78M |
|
|
710
Meta Platforms (Facebook)
META
$1.37T
| – | – |
-323,614
| Closed | -$62.5M |
|
711
Mohawk Industries
MHK
$7.29B
| – | – |
-11,569
| Closed | -$1.71M |
|
712
Middleby
MIDD
$6.03B
| – | – |
-21,150
| Closed | -$2.87M |
|
713
Martin Marietta Materials
MLM
$32.4B
| – | – |
-8,212
| Closed | -$1.89M |
|
714
Monster Beverage
MNST
$95.5B
| – | – |
-132,120
| Closed | -$4.22M |
|
715
MGIC Investment
MTG
$6.44B
| – | – |
-34,140
| Closed | -$448K |
|
716
Murphy Oil
MUR
$5.48B
| – | – |
-42,720
| Closed | -$1.05M |
|
717
NextEra Energy
NEE
$183B
| – | – |
-184,656
| Closed | -$9.46M |
|
718
National Fuel Gas
NFG
$7.84B
| – | – |
-18,705
| Closed | -$986K |
|
|
719
Netflix
NFLX
$305B
| – | – |
-1,175,980
| Closed | -$43.2M |
|
720
NovaGold Resources
NG
$2.66B
| – | – |
-243,630
| Closed | -$1.44M |
|
721
Insperity
NSP
$2.06B
| – | – |
-5,511
| Closed | -$673K |
|
722
NETGEAR
NTGR
$616M
| – | – |
-14,225
| Closed | -$359K |
|
723
Northern Trust
NTRS
$22.4B
| – | – |
-6,500
| Closed | -$585K |
|
724
Nu Skin
NUS
$254M
| – | – |
-16,571
| Closed | -$817K |
|
725
Newell Brands
NWL
$2.18B
| – | – |
-136,942
| Closed | -$2.11M |
|
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.