We are live on ! Find out more
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
AXE
501
DELISTED
Anixter International Inc
AXE
$397K 0.02%
+5,746
New +$352K
BGS icon
502
B&G Foods
BGS
$293M
$395K 0.02%
+20,902
New +$401K
WTW icon
503
Willis Towers Watson
WTW
$31.7B
$381K 0.02%
+1,977
New +$386K
SM icon
504
SM Energy
SM
$7.58B
$371K 0.02%
38,299
-92,643
-71% -$944K
BG icon
505
Bunge Global
BG
$20.2B
$360K 0.02%
6,369
-21,343
-77% -$1.19M
MBI icon
506
MBIA
MBI
$274M
$357K 0.02%
+38,715
New +$362K
SPPI
507
DELISTED
Spectrum Pharmaceuticals Inc
SPPI
$357K 0.02%
43,108
+4,766
+12% +$38.6K
SF
508
Stifel
SF
$12.5B
$345K 0.02%
13,552
-23,818
-64% -$598K
FAS icon
509
Direxion Daily Financial Bull 3x ETF
FAS
$2.44B
$341K 0.02%
4,394
-3,077
-41% -$233K
WEX icon
510
WEX
WEX
$6.35B
$341K 0.02%
+1,691
New +$350K
COHR
511
DELISTED
Coherent Inc
COHR
$340K 0.02%
+2,218
New +$321K
RJF icon
512
Raymond James Financial
RJF
$33.6B
$335K 0.02%
6,105
-76,034
-93% -$4.13M
EPC icon
513
Edgewell Personal Care
EPC
$1.26B
$334K 0.02%
10,298
-44,703
-81% -$1.33M
EXTR icon
514
Extreme Networks
EXTR
$3.9B
$329K 0.02%
+45,284
New +$328K
RMBS icon
515
Rambus
RMBS
$9.72B
$327K 0.02%
+24,981
New +$313K
IEMG icon
516
iShares Core MSCI Emerging Markets ETF
IEMG
$149B
$323K 0.02%
6,605
-28,158
-81% -$1.4M
ARW icon
517
Arrow Electronics
ARW
$10.9B
$319K 0.02%
+4,280
New +$303K
VRTS icon
518
Virtus Investment Partners
VRTS
$1.09B
$308K 0.02%
2,790
-2,555
-48% -$275K
IYF icon
519
iShares US Financials ETF
IYF
$4.67B
$305K 0.02%
+4,752
New +$302K
KOS icon
520
Kosmos Energy
KOS
$1.52B
$301K 0.02%
48,323
-55,937
-54% -$344K
THS
521
DELISTED
Treehouse Foods
THS
$294K 0.02%
5,310
-9,260
-64% -$507K
OI icon
522
O-I Glass
OI
$1.13B
$292K 0.02%
+28,520
New +$368K
TCO
523
DELISTED
Taubman Centers Inc.
TCO
$289K 0.02%
+7,080
New +$288K
AA icon
524
Alcoa
AA
$11.9B
$288K 0.02%
14,391
-34,893
-71% -$725K
PBI icon
525
Pitney Bowes
PBI
$2.46B
$287K 0.02%
62,890
-377,934
-86% -$1.51M
19 20
21
22 23

Similar funds

MK
MASTERINVEST Kapitalanlage Vienna $962M AUM 27.59% 1-Year Est. Return
TFP
Triple Frond Partners San Francisco, California $963M AUM 27.45% 1-Year Est. Return
UWPG
Ullmann Wealth Partners Group Jacksonville Beach, Florida $963M AUM 17.06% 1-Year Est. Return
FWM
Focused Wealth Management Newburgh, New York $964M AUM 18.71% 1-Year Est. Return
RCIM
Red Cedar Investment Management Grand Rapids, Michigan $965M AUM 30.25% 1-Year Est. Return
TC
TwinBeech Capital Purchase, New York $965M AUM 0.23% 1-Year Est. Return
NA
Navellier & Associates Reno, Nevada $960M AUM 79.37% 1-Year Est. Return
GHC
Graham Holdings Company Arlington, Virginia $967M AUM 15.12% 1-Year Est. Return

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.