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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
IFF icon
676
International Flavors & Fragrances
IFF
$20.3B
– –
-10,830
Closed -$1.57M
INCY icon
677
Incyte
INCY
$24.9B
– –
-81,020
Closed -$6.88M
INVA icon
678
Innoviva
INVA
$1.57B
– –
-11,102
Closed -$161K
IONS icon
679
Ionis Pharmaceuticals
IONS
$8.81B
– –
-138,126
Closed -$8.88M
IP icon
680
International Paper
IP
$22.8B
– –
-5,744
Closed -$235K
IPG
681
DELISTED
Interpublic Group of Companies
IPG
– –
-108,203
Closed -$2.44M
IT icon
682
Gartner
IT
$10.2B
– –
-20,504
Closed -$3.3M
ITB icon
683
iShares US Home Construction ETF
ITB
$2.29B
– –
-31,708
Closed -$1.21M
ITT icon
684
ITT
ITT
$17.3B
– –
-5,935
Closed -$388K
ITUB icon
685
Itaú Unibanco
ITUB
$93B
– –
-1,027,837
Closed -$7.04M
IVZ icon
686
Invesco
IVZ
$13B
– –
-54,837
Closed -$1.12M
IYT icon
687
iShares US Transportation ETF
IYT
$2.26B
– –
-4,728
Closed -$222K
JACK icon
688
Jack in the Box
JACK
$312M
– –
-59,460
Closed -$4.84M
JAZZ icon
689
Jazz Pharmaceuticals
JAZZ
$16.2B
– –
-4,348
Closed -$619K
JBLU icon
690
JetBlue
JBLU
$2.29B
– –
-265,013
Closed -$4.9M
JCI icon
691
Johnson Controls International
JCI
$87.8B
– –
-80,451
Closed -$3.32M
JNPR
692
DELISTED
Juniper Networks
JNPR
– –
-76,936
Closed -$2.05M
K
693
DELISTED
Kellanova
K
– –
-187,987
Closed -$9.46M
KNDI
694
Kandi Technologies Group
KNDI
$65.7M
– –
-15,003
Closed -$73K
KSS icon
695
Kohl's
KSS
$2.21B
– –
-61,622
Closed -$2.93M
KTOS icon
696
Kratos Defense & Security Solutions
KTOS
$8.66B
– –
-146,595
Closed -$3.35M
LGND icon
697
Ligand Pharmaceuticals
LGND
$5.94B
– –
-28,681
Closed -$2.04M
LLY icon
698
Eli Lilly
LLY
$1.03T
– –
-73,717
Closed -$8.17M
LNC icon
699
Lincoln National
LNC
$8.8B
– –
-39,297
Closed -$2.53M
LNG icon
700
Cheniere Energy
LNG
$54.1B
– –
-57,828
Closed -$3.96M
26 27
28
29 30

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FWM
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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.