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
XLF icon
51
State Street Financial Select Sector SPDR ETF
XLF
$56.5B
$8.57M 0.46%
+305,963
New +$8.45M
AMD icon
52
Advanced Micro Devices
AMD
$700B
$8.47M 0.45%
292,225
-46,443
-14% -$1.46M
PGR icon
53
Progressive
PGR
$128B
$8.42M 0.45%
+108,971
New +$8.57M
DTE icon
54
DTE Energy
DTE
$29.9B
$8.16M 0.44%
+72,146
New +$7.97M
WBA
55
DELISTED
Walgreens Boots Alliance
WBA
$8.12M 0.43%
146,744
-269,426
-65% -$14.4M
KSU
56
DELISTED
Kansas City Southern
KSU
$8.06M 0.43%
60,605
+28,718
+90% +$3.58M
CL icon
57
Colgate-Palmolive
CL
$74.8B
$8.01M 0.43%
+108,941
New +$7.9M
PNW icon
58
Pinnacle West Capital
PNW
$12.4B
$7.98M 0.43%
+82,257
New +$7.75M
OHI icon
59
Omega Healthcare
OHI
$15.3B
$7.97M 0.43%
190,774
+136,059
+249% +$5.3M
AXP icon
60
American Express
AXP
$224B
$7.96M 0.43%
67,328
+46,091
+217% +$5.65M
EXR icon
61
Extra Space Storage
EXR
$32.3B
$7.93M 0.42%
67,892
+35,300
+108% +$4.08M
AEE icon
62
Ameren
AEE
$30.4B
$7.85M 0.42%
+98,126
New +$7.53M
LULU icon
63
lululemon athletica
LULU
$13.5B
$7.72M 0.41%
40,121
-32,207
-45% -$6.02M
TOL icon
64
Toll Brothers
TOL
$14B
$7.65M 0.41%
186,451
+136,782
+275% +$5.04M
GILD icon
65
Gilead Sciences
GILD
$165B
$7.57M 0.4%
119,503
-427,757
-78% -$28M
XRAY icon
66
Dentsply Sirona
XRAY
$2.84B
$7.55M 0.4%
+141,720
New +$7.61M
AZN icon
67
AstraZeneca
AZN
$269B
$7.47M 0.4%
+83,837
New +$7.27M
OKE icon
68
Oneok
OKE
$56.7B
$7.44M 0.4%
100,913
+77,590
+333% +$5.49M
ISRG icon
69
Intuitive Surgical
ISRG
$127B
$7.19M 0.38%
+39,936
New +$6.91M
ETN icon
70
Eaton
ETN
$141B
$7.08M 0.38%
85,094
-6,875
-7% -$557K
TFC icon
71
Truist Financial
TFC
$63.9B
$7.07M 0.38%
132,445
+114,304
+630% +$5.66M
CE icon
72
Celanese
CE
$4.82B
$7.05M 0.38%
57,671
+49,399
+597% +$5.57M
TMUS icon
73
T-Mobile US
TMUS
$195B
$7.03M 0.38%
89,185
-28,605
-24% -$2.24M
MPT
74
Medical Properties Trust
MPT
$2.84B
$6.99M 0.37%
357,217
+291,871
+447% +$5.36M
NXPI icon
75
NXP Semiconductors
NXPI
$60.8B
$6.88M 0.37%
63,033
+53,119
+536% +$5.42M
1 2
3
4 5

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.