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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
LZB icon
426
La-Z-Boy
LZB
$1.61B
$662K 0.04%
19,712
+3,179
+19% +$102K
POOL icon
427
Pool Corp
POOL
$6.93B
$647K 0.03%
3,210
-2,621
-45% -$505K
NUAN
428
DELISTED
Nuance Communications, Inc.
NUAN
$647K 0.03%
45,855
-47,571
-51% -$684K
EL icon
429
Estee Lauder
EL
$30.7B
$646K 0.03%
+3,249
New +$621K
PAG icon
430
Penske Automotive Group
PAG
$14.5B
$644K 0.03%
13,624
-15,247
-53% -$690K
ISBC
431
DELISTED
Investors Bancorp, Inc.
ISBC
$644K 0.03%
+56,765
New +$635K
AER icon
432
AerCap
AER
$24B
$641K 0.03%
+11,710
New +$618K
CRS icon
433
Carpenter Technology
CRS
$25B
$641K 0.03%
+12,416
New +$600K
GDXJ icon
434
VanEck Junior Gold Miners ETF
GDXJ
$7.15B
$635K 0.03%
17,524
-284,864
-94% -$11.1M
UCTT
435
Ultra Clean Holdings
UCTT
$3.73B
$633K 0.03%
+43,271
New +$601K
IBM icon
436
IBM
IBM
$209B
$626K 0.03%
4,509
-58,279
-93% -$7.86M
EOG icon
437
EOG Resources
EOG
$77.5B
$623K 0.03%
+8,403
New +$681K
GME icon
438
GameStop
GME
$9.82B
$617K 0.03%
447,704
-4,359,304
-91% -$4.71M
VIV icon
439
Telefônica Brasil
VIV
$20.6B
$617K 0.03%
46,902
-109,632
-70% -$1.46M
HRI icon
440
Herc Holdings
HRI
$4.88B
$614K 0.03%
+13,222
New +$574K
MNRO icon
441
Monro
MNRO
$421M
$614K 0.03%
+7,777
New +$623K
PNR icon
442
Pentair
PNR
$10.6B
$606K 0.03%
+16,034
New +$596K
BAC icon
443
Bank of America
BAC
$433B
$605K 0.03%
20,757
-40,102
-66% -$1.15M
ITA icon
444
iShares US Aerospace & Defense ETF
ITA
$14.1B
$605K 0.03%
5,386
-686
-11% -$75K
MRCY icon
445
Mercury Systems
MRCY
$5.76B
$605K 0.03%
7,456
-6,887
-48% -$544K
TRN icon
446
Trinity Industries
TRN
$2.73B
$604K 0.03%
30,732
+8,072
+36% +$153K
ARNA
447
DELISTED
Arena Pharmaceuticals Inc
ARNA
$604K 0.03%
13,202
-4,681
-26% -$263K
BGC icon
448
BGC Group
BGC
$5.6B
$603K 0.03%
+109,767
New +$588K
PENN icon
449
PENN Entertainment
PENN
$2.75B
$601K 0.03%
32,281
-21,365
-40% -$404K
STRA icon
450
Strategic Education
STRA
$1.92B
$593K 0.03%
+4,367
New +$745K
16 17
18
19 20

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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.