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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
CAR icon
601
Avis
CAR
$5.37B
– –
-7,300
Closed -$256K
CASY icon
602
Casey's General Stores
CASY
$32.1B
– –
-59,058
Closed -$9.21M
CBT icon
603
Cabot Corp
CBT
$4.55B
– –
-11,693
Closed -$557K
CFR icon
604
Cullen/Frost Bankers
CFR
$10.3B
– –
-21,057
Closed -$1.97M
CHE icon
605
Chemed
CHE
$7.1B
– –
-2,076
Closed -$749K
CHKP icon
606
Check Point Software Technologies
CHKP
$13.1B
– –
-40,184
Closed -$4.64M
CIEN icon
607
Ciena
CIEN
$52.7B
– –
-12,700
Closed -$522K
CIG icon
608
CEMIG Preferred Shares
CIG
$6.21B
– –
-746,171
Closed -$1.45M
CLF icon
609
Cleveland-Cliffs
CLF
$6.64B
– –
-259,542
Closed -$2.77M
CLX icon
610
Clorox
CLX
$11.7B
– –
-2,656
Closed -$406K
CMA
611
DELISTED
Comerica
CMA
– –
-82,940
Closed -$6.02M
CME icon
612
CME Group
CME
$96.1B
– –
-32,710
Closed -$6.35M
CMI icon
613
Cummins
CMI
$87.3B
– –
-84,587
Closed -$14.5M
CMPR icon
614
Cimpress
CMPR
$2.29B
– –
-6,712
Closed -$610K
CMS icon
615
CMS Energy
CMS
$22.7B
– –
-22,697
Closed -$1.31M
CNO icon
616
CNO Financial Group
CNO
$4.99B
– –
-17,603
Closed -$293K
COO icon
617
Cooper Companies
COO
$14.2B
– –
-109,868
Closed -$9.25M
COST icon
618
Costco
COST
$423B
– –
-57,830
Closed -$15.3M
CPB icon
619
Campbell Soup
CPB
$6.58B
– –
-138,956
Closed -$5.57M
CSCO icon
620
Cisco
CSCO
$448B
– –
-11,573
Closed -$633K
CSX icon
621
CSX Corp
CSX
$93B
– –
-542,655
Closed -$14M
CUZ icon
622
Cousins Properties
CUZ
$5.25B
– –
-6,933
Closed -$250K
CVI icon
623
CVR Energy
CVI
$3.83B
– –
-42,189
Closed -$2.11M
CVS icon
624
CVS Health
CVS
$134B
– –
-39,822
Closed -$2.17M
CXT icon
625
Crane NXT
CXT
$2.97B
– –
-9,544
Closed -$276K
23 24
25
26 27

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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.