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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
ALV icon
476
Autoliv
ALV
$9.09B
$480K 0.03%
+6,091
New +$434K
ASML icon
477
ASML
ASML
$634B
$479K 0.03%
1,931
-1,681
-47% -$379K
CSIQ icon
478
Canadian Solar
CSIQ
$1B
$474K 0.03%
25,150
-5,810
-19% -$126K
VNDA icon
479
Vanda Pharmaceuticals
VNDA
$312M
$466K 0.02%
35,097
-2,253
-6% -$31.4K
CIB icon
480
Grupo Cibest SA
CIB
$22.3B
$465K 0.02%
+9,421
New +$475K
EME icon
481
Emcor
EME
$35.4B
$464K 0.02%
+5,394
New +$459K
BDN
482
Brandywine Realty Trust
BDN
$525M
$462K 0.02%
+30,496
New +$445K
TDC icon
483
Teradata
TDC
$2.88B
$461K 0.02%
+14,881
New +$502K
PLCE icon
484
Children's Place
PLCE
$54.3M
$449K 0.02%
5,842
-41,271
-88% -$3.64M
BWXT icon
485
BWX Technologies
BWXT
$15.2B
$448K 0.02%
7,848
+3,971
+102% +$222K
BIG
486
DELISTED
Big Lots, Inc.
BIG
$446K 0.02%
+18,211
New +$434K
ALKS icon
487
Alkermes
ALKS
$8.39B
$445K 0.02%
22,814
-74,867
-77% -$1.63M
SEM
488
DELISTED
Select Medical
SEM
$443K 0.02%
49,702
-1,312
-3% -$11.5K
LGF.A
489
DELISTED
Lions Gate Entertainment Corp. Class A Voting Shares
LGF.A
$442K 0.02%
+47,846
New +$545K
KEM
490
DELISTED
KEMET Corporation
KEM
$441K 0.02%
+24,290
New +$458K
UBSI icon
491
United Bankshares
UBSI
$6.62B
$430K 0.02%
11,379
-1,861
-14% -$68.9K
EQIX icon
492
Equinix
EQIX
$103B
$425K 0.02%
+738
New +$397K
CNX icon
493
CNX Resources
CNX
$4.9B
$423K 0.02%
58,320
-374,644
-87% -$2.81M
AVT icon
494
Avnet
AVT
$7.12B
$422K 0.02%
9,505
+1,480
+18% +$63.9K
TLRD
495
DELISTED
Tailored Brands, Inc.
TLRD
$408K 0.02%
92,762
-148,687
-62% -$753K
UMPQ
496
DELISTED
Umpqua Holdings Corp
UMPQ
$406K 0.02%
24,692
-45,275
-65% -$744K
CRUS icon
497
Cirrus Logic
CRUS
$6.65B
$403K 0.02%
+7,528
New +$385K
TSEM icon
498
Tower Semiconductor
TSEM
$23.9B
$403K 0.02%
+20,976
New +$392K
MFC icon
499
Manulife Financial
MFC
$74B
$399K 0.02%
21,749
-41,412
-66% -$731K
VSAT icon
500
Viasat
VSAT
$10.7B
$399K 0.02%
5,298
-12,879
-71% -$1.03M
18 19
20
21 22

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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.