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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
LCI
376
DELISTED
Lannett Company, Inc.
LCI
$872K 0.05%
+19,469
New +$662K
SNBR
377
DELISTED
Sleep Number
SNBR
$862K 0.05%
+20,873
New +$894K
CBRE icon
378
CBRE Group
CBRE
$43.3B
$858K 0.05%
16,191
-1,165
-7% -$61.3K
TEN
379
DELISTED
Tenneco Inc. Class A Voting Common Stock
TEN
$852K 0.05%
68,101
-15,085
-18% -$154K
LM
380
DELISTED
Legg Mason, Inc.
LM
$852K 0.05%
+22,330
New +$845K
ACHN
381
DELISTED
Achillion Pharmaceuticals
ACHN
$851K 0.05%
+236,634
New +$912K
SITC icon
382
SITE Centers
SITC
$227M
$848K 0.05%
71,938
+24,675
+52% +$269K
CP icon
383
Canadian Pacific Kansas City
CP
$77.5B
$844K 0.05%
18,980
+8,570
+82% +$403K
SBS icon
384
Sabesp
SBS
$19.2B
$840K 0.04%
+364,685
New +$919K
VSH icon
385
Vishay Intertechnology
VSH
$5.18B
$826K 0.04%
+48,826
New +$801K
KEX icon
386
Kirby Corp
KEX
$7.08B
$822K 0.04%
+10,011
New +$767K
ZUMZ icon
387
Zumiez
ZUMZ
$334M
$822K 0.04%
+25,962
New +$684K
SYNA icon
388
Synaptics
SYNA
$4.25B
$815K 0.04%
+20,405
New +$689K
VRSN icon
389
VeriSign
VRSN
$25.9B
$815K 0.04%
+4,323
New +$889K
CW icon
390
Curtiss-Wright
CW
$26.5B
$812K 0.04%
6,284
-828
-12% -$104K
CNI icon
391
Canadian National Railway
CNI
$76.9B
$809K 0.04%
9,011
-14,501
-62% -$1.34M
FN icon
392
Fabrinet
FN
$15.7B
$806K 0.04%
+15,420
New +$808K
OMER icon
393
Omeros
OMER
$863M
$801K 0.04%
49,093
+3,917
+9% +$67.2K
DHC
394
Diversified Healthcare Trust
DHC
$2.17B
$795K 0.04%
85,968
-222,304
-72% -$1.92M
TRGP icon
395
Targa Resources
TRGP
$57.6B
$795K 0.04%
+19,809
New +$756K
BTG icon
396
B2Gold
BTG
$5.13B
$791K 0.04%
244,933
-222,261
-48% -$748K
AAN.A
397
DELISTED
The Aaron's Company Inc Class A
AAN.A
$789K 0.04%
12,279
-7,707
-39% -$495K
ANF icon
398
Abercrombie & Fitch
ANF
$4.45B
$787K 0.04%
+50,488
New +$843K
TCRT icon
399
Alaunos Therapeutics
TCRT
$4.59M
$786K 0.04%
+1,225
New +$972K
MIC
400
DELISTED
Macquarie Infrastructure Holdings, LLC
MIC
$784K 0.04%
19,884
+9,771
+97% +$386K
14 15
16
17 18

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TFP
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UWPG
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FWM
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RCIM
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TC
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GHC
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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.