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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
MKSI icon
401
MKS Inc
MKSI
$19.8B
$772K 0.04%
+8,374
New +$692K
ICUI icon
402
ICU Medical
ICUI
$4.21B
$770K 0.04%
4,827
-15,203
-76% -$3.03M
ZD icon
403
Ziff Davis
ZD
$1.94B
$764K 0.04%
+9,675
New +$733K
PRGO icon
404
Perrigo
PRGO
$1.43B
$762K 0.04%
13,639
+1,166
+9% +$59.4K
VMW
405
DELISTED
VMware, Inc
VMW
$760K 0.04%
+5,071
New +$798K
CMC icon
406
Commercial Metals
CMC
$7.57B
$759K 0.04%
+43,672
New +$747K
SHOO icon
407
Steven Madden
SHOO
$3.5B
$756K 0.04%
+21,134
New +$698K
SANM icon
408
Sanmina
SANM
$9.83B
$753K 0.04%
+23,460
New +$720K
LYV icon
409
Live Nation Entertainment
LYV
$42.7B
$748K 0.04%
11,287
-56,853
-83% -$3.98M
FAF icon
410
First American
FAF
$7.71B
$745K 0.04%
12,632
-31,508
-71% -$1.8M
URBN icon
411
Urban Outfitters
URBN
$6.49B
$735K 0.04%
26,171
-104,347
-80% -$2.43M
MAN icon
412
ManpowerGroup
MAN
$2.41B
$734K 0.04%
8,720
+5,649
+184% +$493K
RGEN icon
413
Repligen
RGEN
$8.1B
$731K 0.04%
+9,542
New +$835K
VEU icon
414
Vanguard FTSE All-World ex-US ETF
VEU
$66.8B
$731K 0.04%
14,665
+1,537
+12% +$76.6K
DB icon
415
Deutsche Bank
DB
$69.6B
$729K 0.04%
+97,209
New +$740K
FLO icon
416
Flowers Foods
FLO
$1.51B
$713K 0.04%
30,863
-10,698
-26% -$248K
CHS
417
DELISTED
Chicos FAS, Inc.
CHS
$699K 0.04%
173,516
-282,875
-62% -$955K
WBS icon
418
Webster Financial
WBS
$12.5B
$696K 0.04%
14,868
-26,955
-64% -$1.27M
WDR
419
DELISTED
Waddell & Reed Financial, Inc.
WDR
$695K 0.04%
+40,456
New +$678K
ICF icon
420
iShares Select U.S. REIT ETF
ICF
$2.1B
$690K 0.04%
11,510
-1,150
-9% -$67.3K
INVX
421
Innovex International
INVX
$1.85B
$674K 0.04%
+13,449
New +$656K
IEX icon
422
IDEX
IEX
$17.2B
$673K 0.04%
+4,107
New +$682K
COHR icon
423
Coherent
COHR
$48.7B
$671K 0.04%
+19,062
New +$727K
CCK icon
424
Crown Holdings
CCK
$12.9B
$669K 0.04%
+10,141
New +$650K
THRM icon
425
Gentherm
THRM
$1.3B
$666K 0.04%
+16,213
New +$640K
15 16
17
18 19

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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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NA
Navellier & Associates Reno, Nevada $960M AUM 79.37% 1-Year Est. Return
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.