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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
ZBRA icon
526
Zebra Technologies
ZBRA
$13.7B
$286K 0.02%
+1,389
New +$281K
IWN icon
527
iShares Russell 2000 Value ETF
IWN
$14.4B
$283K 0.02%
+2,377
New +$281K
ILF icon
528
iShares Latin America 40 ETF
ILF
$3.85B
$280K 0.02%
8,873
-41,055
-82% -$1.33M
MSGN
529
DELISTED
MSG Networks Inc.
MSGN
$280K 0.02%
17,265
-697
-4% -$12.5K
WAL icon
530
Western Alliance Bancorporation
WAL
$8.87B
$279K 0.01%
+6,057
New +$273K
UNFI icon
531
United Natural Foods
UNFI
$3.01B
$278K 0.01%
24,179
-52,610
-69% -$502K
TREX icon
532
Trex
TREX
$4.56B
$277K 0.01%
+6,112
New +$246K
IMAX icon
533
IMAX
IMAX
$2.61B
$276K 0.01%
12,619
-1,586
-11% -$33.7K
EV
534
DELISTED
Eaton Vance Corp.
EV
$276K 0.01%
6,162
-7,601
-55% -$329K
CALM icon
535
Cal-Maine
CALM
$4.09B
$267K 0.01%
+6,697
New +$278K
IBKR icon
536
Interactive Brokers
IBKR
$40.3B
$267K 0.01%
+19,864
New +$247K
PRI icon
537
Primerica
PRI
$10.1B
$265K 0.01%
2,088
-6,234
-75% -$752K
BKD icon
538
Brookdale Senior Living
BKD
$3.49B
$262K 0.01%
34,580
-32,212
-48% -$255K
TNL icon
539
Travel + Leisure Co
TNL
$4.61B
$261K 0.01%
5,685
-28,558
-83% -$1.28M
CDP icon
540
COPT Defense Properties
CDP
$4.35B
$256K 0.01%
+8,625
New +$244K
GBX icon
541
The Greenbrier Companies
GBX
$1.52B
$252K 0.01%
+8,379
New +$226K
PRAA icon
542
PRA Group
PRAA
$662M
$250K 0.01%
+7,428
New +$236K
YPF icon
543
YPF
YPF
$20.4B
$250K 0.01%
27,075
+15,888
+142% +$205K
BLDP
544
Ballard Power Systems
BLDP
$841M
$249K 0.01%
51,004
+18,609
+57% +$84.3K
GNTX icon
545
Gentex
GNTX
$5.03B
$249K 0.01%
9,062
-136,718
-94% -$3.61M
GPI icon
546
Group 1 Automotive
GPI
$3.53B
$245K 0.01%
2,657
-659
-20% -$54.2K
EXPR
547
DELISTED
Express, Inc.
EXPR
$239K 0.01%
3,478
-15,652
-82% -$769K
MEI icon
548
Methode Electronics
MEI
$486M
$236K 0.01%
+7,031
New +$213K
ATCO
549
DELISTED
Atlas Corp.
ATCO
$233K 0.01%
+21,999
New +$229K
CHK
550
DELISTED
Chesapeake Energy Corporation
CHK
$228K 0.01%
811
-2,177
-73% -$708K
20 21
22
23 24

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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.