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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
AKAM icon
126
Akamai
AKAM
$15.1B
$4.22M 0.23%
46,173
+25,609
+125% +$2.22M
OMC icon
127
Omnicom Group
OMC
$21.9B
$4.19M 0.22%
53,513
-14,842
-22% -$1.18M
UHS icon
128
Universal Health Services
UHS
$10.4B
$4.19M 0.22%
+28,149
New +$4.04M
DXC icon
129
DXC Technology
DXC
$1.92B
$4.15M 0.22%
+140,845
New +$6M
DHI icon
130
D.R. Horton
DHI
$39.2B
$4.12M 0.22%
+78,246
New +$3.73M
STZ icon
131
Constellation Brands
STZ
$21.1B
$4.09M 0.22%
19,724
-64,527
-77% -$13M
ACC
132
DELISTED
American Campus Communities, Inc.
ACC
$4.08M 0.22%
84,945
+64,108
+308% +$3.03M
D icon
133
Dominion Energy
D
$56.2B
$4M 0.21%
49,318
-116,449
-70% -$9.01M
ZBH icon
134
Zimmer Biomet
ZBH
$18.8B
$3.97M 0.21%
29,793
+13,101
+78% +$1.69M
RF icon
135
Regions Financial
RF
$25.3B
$3.96M 0.21%
+250,320
New +$3.78M
DVA icon
136
DaVita
DVA
$12.2B
$3.94M 0.21%
+69,011
New +$4.01M
KMX icon
137
CarMax
KMX
$8.49B
$3.93M 0.21%
+44,645
New +$3.83M
WCN
138
Waste Connections
WCN
$40.1B
$3.93M 0.21%
+42,700
New +$3.95M
WAT icon
139
Waters Corp
WAT
$41B
$3.92M 0.21%
17,549
-1,437
-8% -$310K
DNKN
140
DELISTED
Dunkin' Brands Group, Inc.
DNKN
$3.9M 0.21%
49,164
-80,807
-62% -$6.56M
IRBT
141
DELISTED
iRobot
IRBT
$3.89M 0.21%
+63,042
New +$4.51M
PAYX icon
142
Paychex
PAYX
$42.1B
$3.84M 0.21%
+46,413
New +$3.86M
TAL icon
143
TAL Education Group
TAL
$6.52B
$3.84M 0.21%
+112,051
New +$3.9M
UDR icon
144
UDR
UDR
$11.2B
$3.83M 0.2%
79,055
+42,573
+117% +$2.01M
XLNX
145
DELISTED
Xilinx Inc
XLNX
$3.79M 0.2%
+39,577
New +$4.33M
DRE
146
DELISTED
Duke Realty Corp.
DRE
$3.79M 0.2%
111,548
+23,318
+26% +$772K
LKQ icon
147
LKQ Corp
LKQ
$5.92B
$3.78M 0.2%
120,305
+106,961
+802% +$2.93M
HRB icon
148
H&R Block
HRB
$5.65B
$3.78M 0.2%
159,992
-151,060
-49% -$4M
NBIX icon
149
Neurocrine Biosciences
NBIX
$15.2B
$3.66M 0.2%
+40,573
New +$3.79M
EQT icon
150
EQT Corp
EQT
$33.2B
$3.65M 0.2%
+342,964
New +$4.42M
4 5
6
7 8

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.