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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
WLL
226
DELISTED
Whiting Petroleum Corporation
WLL
$2.04M 0.11%
3,388
+2,364
+231% +$2M
CUBE icon
227
CubeSmart
CUBE
$9.34B
$2.02M 0.11%
57,955
-119,463
-67% -$4.17M
CM icon
228
Canadian Imperial Bank of Commerce
CM
$108B
$2.01M 0.11%
+48,774
New +$1.92M
YUM icon
229
Yum! Brands
YUM
$43.3B
$2.01M 0.11%
17,722
-81,400
-82% -$9.3M
BR icon
230
Broadridge
BR
$17.9B
$2.01M 0.11%
+16,153
New +$2.08M
AYI icon
231
Acuity Brands
AYI
$10.1B
$2.01M 0.11%
14,902
-19,869
-57% -$2.59M
GS icon
232
Goldman Sachs
GS
$302B
$1.99M 0.11%
9,618
-21,262
-69% -$4.45M
SBNY
233
DELISTED
Signature Bank
SBNY
$1.99M 0.11%
16,653
-2,077
-11% -$251K
LEG icon
234
Leggett & Platt
LEG
$1.37B
$1.96M 0.11%
+47,974
New +$1.88M
SAP icon
235
SAP
SAP
$209B
$1.96M 0.1%
+16,607
New +$2.06M
ABB
236
DELISTED
ABB Ltd
ABB
$1.95M 0.1%
99,052
+14,540
+17% +$277K
KRC icon
237
Kilroy Realty
KRC
$4.6B
$1.94M 0.1%
24,891
+5,184
+26% +$402K
ROK icon
238
Rockwell Automation
ROK
$52.4B
$1.92M 0.1%
+11,674
New +$1.84M
NUVA
239
DELISTED
NuVasive, Inc.
NUVA
$1.92M 0.1%
30,234
-3,985
-12% -$249K
VFC icon
240
VF Corp
VFC
$5.87B
$1.91M 0.1%
+21,507
New +$1.84M
BXP icon
241
Boston Properties
BXP
$11.4B
$1.91M 0.1%
+14,738
New +$1.91M
EWT icon
242
iShares MSCI Taiwan ETF
EWT
$9.6B
$1.88M 0.1%
+51,676
New +$1.82M
WDC icon
243
Western Digital
WDC
$184B
$1.86M 0.1%
+41,301
New +$1.76M
CORT icon
244
Corcept Therapeutics
CORT
$12.7B
$1.85M 0.1%
+130,769
New +$1.61M
FIZZ icon
245
National Beverage
FIZZ
$3B
$1.83M 0.1%
82,726
-21,864
-21% -$472K
NNN icon
246
NNN REIT
NNN
$9.16B
$1.83M 0.1%
+32,408
New +$1.76M
CNC icon
247
Centene
CNC
$30.1B
$1.82M 0.1%
+42,116
New +$2.05M
MCK icon
248
McKesson
MCK
$101B
$1.81M 0.1%
13,246
-46,355
-78% -$6.58M
FIS icon
249
Fidelity National Information Services
FIS
$23.8B
$1.81M 0.1%
+13,616
New +$1.81M
AZPN
250
DELISTED
ASPEN TECHNOLOGY INC
AZPN
$1.79M 0.1%
+14,591
New +$1.79M
8 9
10
11 12

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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.