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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
VFH icon
451
Vanguard Financials ETF
VFH
$13.5B
$587K 0.03%
8,388
+4,665
+125% +$322K
PVG
452
DELISTED
PRETIUM RESOURCES INC.
PVG
$582K 0.03%
50,595
-217,228
-81% -$2.58M
HPQ icon
453
HP
HPQ
$24.6B
$576K 0.03%
30,455
-137,282
-82% -$2.7M
BCE icon
454
BCE
BCE
$20.2B
$572K 0.03%
11,829
+537
+5% +$25.1K
DISCK
455
DELISTED
Discovery, Inc. Series C Common Stock
DISCK
$569K 0.03%
+23,146
New +$625K
CLGX
456
DELISTED
Corelogic, Inc.
CLGX
$559K 0.03%
12,099
+1,895
+19% +$87.1K
KBE icon
457
State Street SPDR S&P Bank ETF
KBE
$1.64B
$556K 0.03%
+12,885
New +$549K
TV icon
458
Televisa
TV
$1.52B
$549K 0.03%
56,234
-193,667
-77% -$1.75M
WERN icon
459
Werner Enterprises
WERN
$2.21B
$549K 0.03%
15,553
-4,834
-24% -$157K
GL icon
460
Globe Life
GL
$14.2B
$542K 0.03%
+5,665
New +$514K
MMM icon
461
3M
MMM
$90.8B
$541K 0.03%
+3,936
New +$550K
RS icon
462
Reliance Steel & Aluminium
RS
$20.5B
$536K 0.03%
5,386
-4,722
-47% -$461K
HMSY
463
DELISTED
HMS Holdings Corp.
HMSY
$528K 0.03%
15,336
-9,010
-37% -$326K
CONN
464
DELISTED
Conn's Inc.
CONN
$524K 0.03%
+21,097
New +$443K
CPE
465
DELISTED
Callon Petroleum Company
CPE
$518K 0.03%
+11,951
New +$583K
RGA icon
466
Reinsurance Group of America
RGA
$15.6B
$517K 0.03%
3,237
-10,167
-76% -$1.58M
HUBB icon
467
Hubbell
HUBB
$25B
$514K 0.03%
+3,914
New +$505K
TSLA icon
468
Tesla
TSLA
$1.22T
$513K 0.03%
31,965
-286,620
-90% -$4.49M
AEIS icon
469
Advanced Energy
AEIS
$11B
$509K 0.03%
+8,880
New +$479K
VAL
470
DELISTED
Valaris plc Class A Ordinary Share
VAL
$508K 0.03%
+105,693
New +$568K
CRZO
471
DELISTED
Carrizo Oil & Gas Inc
CRZO
$508K 0.03%
59,264
+33,742
+132% +$309K
SEIC icon
472
SEI Investments
SEIC
$12.4B
$493K 0.03%
+8,333
New +$482K
BITA
473
DELISTED
Bitauto Holdings Limited
BITA
$491K 0.03%
+32,835
New +$402K
PLUG icon
474
Plug Power
PLUG
$2.92B
$490K 0.03%
+186,424
New +$432K
JKS
475
JinkoSolar
JKS
$777M
$484K 0.03%
30,349
+5,408
+22% +$109K
17 18
19
20 21

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UWPG
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FWM
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RCIM
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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.