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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
TYL icon
176
Tyler Technologies
TYL
$13.7B
$3.01M 0.16%
11,466
+6,395
+126% +$1.57M
CCL icon
177
Carnival Corporation Ltd
CCL
$38.1B
$2.93M 0.16%
+67,055
New +$3.09M
MS icon
178
Morgan Stanley
MS
$319B
$2.89M 0.15%
67,723
+37,821
+126% +$1.62M
TMO icon
179
Thermo Fisher Scientific
TMO
$214B
$2.85M 0.15%
+9,781
New +$2.8M
TAP icon
180
Molson Coors Class B
TAP
$8.02B
$2.84M 0.15%
+49,374
New +$2.68M
FAST icon
181
Fastenal
FAST
$54.8B
$2.81M 0.15%
171,924
-21,282
-11% -$331K
WRI
182
DELISTED
Weingarten Realty Investors
WRI
$2.78M 0.15%
95,548
+66,028
+224% +$1.82M
PKG icon
183
Packaging Corp of America
PKG
$22.2B
$2.78M 0.15%
26,187
-11,981
-31% -$1.21M
AON icon
184
Aon
AON
$80.6B
$2.78M 0.15%
+14,343
New +$2.77M
TWO
185
Two Harbors Investment
TWO
$1.27B
$2.76M 0.15%
+52,555
New +$2.77M
ODFL icon
186
Old Dominion Freight Line
ODFL
$46.3B
$2.74M 0.15%
48,387
+33,522
+226% +$1.82M
CACC icon
187
Credit Acceptance
CACC
$5.82B
$2.73M 0.15%
5,920
+3,610
+156% +$1.71M
MET icon
188
MetLife
MET
$62.4B
$2.73M 0.15%
+57,786
New +$2.76M
FTNT icon
189
Fortinet
FTNT
$112B
$2.71M 0.15%
176,900
+118,870
+205% +$1.93M
DRI icon
190
Darden Restaurants
DRI
$24.3B
$2.69M 0.14%
22,803
-56,296
-71% -$6.87M
EPR icon
191
EPR Properties
EPR
$4.89B
$2.66M 0.14%
34,657
+24,372
+237% +$1.86M
QVCGA
192
DELISTED
QVC Group Inc Series A
QVCGA
$2.63M 0.14%
5,261
-5,694
-52% -$3.34M
WBD icon
193
Warner Bros
WBD
$64.3B
$2.62M 0.14%
+98,340
New +$2.86M
BFH icon
194
Bread Financial
BFH
$4.32B
$2.62M 0.14%
25,593
-39,865
-61% -$4.49M
GM icon
195
General Motors
GM
$80.9B
$2.59M 0.14%
+69,143
New +$2.66M
AMN icon
196
AMN Healthcare
AMN
$1.35B
$2.56M 0.14%
44,407
+23,426
+112% +$1.3M
AME icon
197
Ametek
AME
$53.9B
$2.53M 0.14%
27,562
+4,529
+20% +$400K
PHM icon
198
Pultegroup
PHM
$25.2B
$2.49M 0.13%
68,199
-68,842
-50% -$2.29M
ZG icon
199
Zillow
ZG
$7.85B
$2.49M 0.13%
84,192
+70,598
+519% +$2.8M
AVGO icon
200
Broadcom
AVGO
$1.76T
$2.48M 0.13%
+89,920
New +$2.56M
6 7
8
9 10

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FWM
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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.