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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
ELV icon
26
Elevance Health
ELV
$81.5B
$11.1M 0.59%
+46,057
New +$12.6M
UNH icon
27
UnitedHealth
UNH
$382B
$11M 0.59%
+50,621
New +$12.2M
RTN
28
DELISTED
Raytheon Company
RTN
$10.7M 0.57%
+54,632
New +$10.1M
PSA icon
29
Public Storage
PSA
$61.5B
$10.4M 0.56%
42,488
+16,327
+62% +$4.1M
MCD icon
30
McDonald's
MCD
$193B
$10.4M 0.55%
+48,326
New +$10.4M
LUV icon
31
Southwest Airlines
LUV
$21.7B
$10.3M 0.55%
191,325
+41,443
+28% +$2.17M
ORLY icon
32
O'Reilly Automotive
ORLY
$75.1B
$10.2M 0.55%
+385,470
New +$9.96M
GSK icon
33
GSK
GSK
$107B
$10.2M 0.54%
190,783
+105,201
+123% +$5.41M
OXY icon
34
Occidental Petroleum
OXY
$55.7B
$10M 0.54%
225,677
-114,749
-34% -$5.42M
EFA icon
35
iShares MSCI EAFE ETF
EFA
$76.4B
$9.86M 0.53%
151,240
-59,832
-28% -$3.86M
ALK icon
36
Alaska Air
ALK
$5.11B
$9.81M 0.52%
151,154
+102,510
+211% +$6.46M
ILMN icon
37
Illumina
ILMN
$29.5B
$9.69M 0.52%
32,758
-44,795
-58% -$13.2M
CRM icon
38
Salesforce
CRM
$154B
$9.67M 0.52%
+65,170
New +$9.9M
BSX icon
39
Boston Scientific
BSX
$68.4B
$9.58M 0.51%
235,428
+30,738
+15% +$1.3M
PEG icon
40
Public Service Enterprise Group
PEG
$38.7B
$9.46M 0.51%
152,467
+46,746
+44% +$2.79M
HON icon
41
Honeywell
HON
$76.4B
$9.43M 0.5%
+59,140
New +$9.41M
DLR icon
42
Digital Realty Trust
DLR
$69.6B
$9.4M 0.5%
72,410
-96,567
-57% -$11.7M
ROST icon
43
Ross Stores
ROST
$80.8B
$9.38M 0.5%
85,438
-182,927
-68% -$19.3M
EWZ icon
44
iShares MSCI Brazil ETF
EWZ
$8.98B
$9.22M 0.49%
218,789
-397,258
-64% -$17.1M
NKE icon
45
Nike
NKE
$64.1B
$9.06M 0.48%
96,448
+36,526
+61% +$3.13M
VLO icon
46
Valero Energy
VLO
$89.5B
$9.02M 0.48%
+105,853
New +$8.56M
BABA icon
47
Alibaba
BABA
$276B
$8.92M 0.48%
+53,328
New +$9.16M
AVB icon
48
AvalonBay Communities
AVB
$27.5B
$8.85M 0.47%
41,111
+29,998
+270% +$6.27M
ACAD icon
49
Acadia Pharmaceuticals
ACAD
$4.51B
$8.82M 0.47%
245,234
+207,319
+547% +$6.29M
CNP icon
50
CenterPoint Energy
CNP
$28.3B
$8.59M 0.46%
+284,722
New +$8.21M
1
2
3 4 5

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FWM
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RCIM
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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.